An adaptation of the MSESS scheme for an analysis of linear stochastic partial differential equations with constant time delay

A procedure combining the classical method of steps with the expansion of state space (MSESS) and previously proposed for an analysis of systems of stochastic (ordinary) differential equations with one time constant delay is adapted for an analysis of partial differential equations. In the paper, the method of constructing of equations for the first moments of a random field, that satisfies a linear parabolic stochastic differential equation with delay.