Integral representations of solutions of linear multiplicatively perturbed differential
equations are obtained, the diffusion part of which is bilinear on the state vector and the vector
of independent Wiener processes. Equations of such class serve as models of stochastic systems
with control functioning under conditions of parametric uncertainty or undesirable influence of
external disturbances. The concepts and analytical apparatus of the theory of Lie algebras are
used to find integral representations and fundamental matrices of the equations.