NONLINEAR DYNAMICS, cilt.53, ss.251-259, 2008 (SCI İndekslerine Giren Dergi)
Necessary and sufficient conditions for the linearization of the one-dimensional Ito stochastic differential equations driven by fractional Brownian motion (fBm) are given. Stochastic integrating factor has been introduced. A modified Milstein method has been developed to obtain numerical solutions. Analytical solutions have been compared with the numerical solutions for linearizable equations.