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The system I am studying can be reduced to a Stratonovich vector stochastic differential equation

$dX = A X \; dt + \sum B_k X \circ dW_k$

with $W_k$, $k=1..m$ the Brownian motion in $m$ dimensions, $X$ the unknown process in $n$ dimensions, and $A$ and $B_k$ matrices that in the simple case are constant. However, they do not commute, so that we cannot express the solution as a simple exponent $X = \exp(A t + \sum_k B_k W_k)$.

Are there any general methods to solve such systems, or to prove interesting properties of the solutions, or perhaps to express solutions in term of some other standard processes (rather than $W_k$)? Any pointers to books or papers would be appreciated.

In particular, if the explicit solution is not possible, are there any techniques to compute/write an ODE for the expectation $E X_1/X_2$ (i.e. ratio of two components of the process)?

I have briefly looked through the book Stochastic Flows and Stochastic Differential Equations'' by H. Kunita; from what I could understand it seems that an explicit solution in terms of exponentials of combinations of $W_k$ is possible when the Lie algebra corresponding to the $A$ and $B_k$ is solvable. Unfortunately in my case it is not, and the book does not seem to comment on the general case.

As a simple illustration of the problem consider the following equation for $X$ on the unit sphere in 3d:

$dX = A a \times X \; dt + B b \times X \circ dW$