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- Ramazan Kadiev, Arcady Ponosov
- Computers & Mathematics with Applications
- 2013

The paper contains a systematic presentation of how the so-called “W-transform” can be used to study stability of stochastic functional differential equations. The W-transform is an integral transform which typically is generated by a simpler differential equation (“reference equation”) via the Cauchy representation of its solutions (“variation-of-constant… (More)

Abstract. We demonstrate how the method of auxiliary (’reference’) equations, also known as N. V. Azbelev’s W-transform method, can be used to derive efficient conditions for the exponential Lyapunov stability of linear delay equations driven by a vector-valued Wiener process. For the sake of convenience the W-method is briefly outlined in the paper, its… (More)

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