Abstract
We study the stability of linear stochastic differential delay equations in the presence of additive or multiplicative white and colored noise. Using a stochastic analog of the second Liapunov method, sufficient conditions for mean square and stochastic stability are derived.
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Mackey, M.C., Nechaeva, I.G. Noise and stability in differential delay equations. J Dyn Diff Equat 6, 395–426 (1994). https://doi.org/10.1007/BF02218856
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DOI: https://doi.org/10.1007/BF02218856