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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 ("… (More)

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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