Random oscillations in quasilinear systems of stochastic differential equations with delay (Q1083600)

Consider the system of stochastic differential equations in the vector form \[ dx(t)/dt=Ax(t)+\epsilon Bx(t-\Delta)+\epsilon F(x(t),t)+\epsilon f(\epsilon,t,x(t))q(t) \] where A,B,f are n-th order square matrices (A,B are constants), q is an n-dimensional stationary stochastic process, \(\Delta\) are positive constant delays and \(\epsilon\) is a small positive parameter. Using the method of statistical linearization this system is replaced by a system of stochastic differential equations without delays. Under certain assumptions the solutions of both systems are arbitrary near in the mean square sense if \(\epsilon\) is sufficiently small. (It is proved in the scalar case only.) An illustrative example of a stochastic mechanical system with one degree of freedom is included.