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$$\begin{equation*}
\begin{aligned}
d X_t &= \dot X_t d t \\\
d Y_t &= \dot Y_t d t \\\
d Z_t &= \dot Z_t d t \\\
d \dot X_t &= \left[A a \left(\mu_x(t) + \mbox{Sigm}(Y_t - Z_t)\right) - 2a \dot X_t - a^2 X_t\right] d t + \sigma_x d W^{(1)}_t\\\
d \dot Y_t &= \left[A a \left(\mu_y(t) + C_2\mbox{Sigm}(C_1 X_t)\right) - 2a \dot Y_t - a^2 Y_t\right] d t + \sigma_y d W^{(2)}_t\\\
d \dot Z_t &= \left[B b \left(\mu_z(t) + C_4\mbox{Sigm}(C_3 X_t)\right) - 2b \dot Z_t - b^2 Z_t\right] d t + \sigma_z d W^{(3)}_t,
\end{aligned}
\end{equation*}$$