Analysis of random oscillations in a model linear stochastic hyperbolic equation with multiple constant delays

n this paper, we examine the transition process described by a stochastic partial di erential equation (SPDE) of hyperbolic type with multiple constant delays. We use a scheme combining the classical method of steps and the expansion of the state space that allows us to build a chain of SPDEs without delays. On the basis of this chain, a new chain of PDEs was obtained for the calculation of the rst moment functions (or elds) of the solution on successive time intervals. We demonstrate the results of calculations performed in the environment of the Mathematica mathematical package.