Estimation of moment functions for the solution of a system of linear parametric stochastic neutral integro-differential equations

The problem of constructing ordinary differential equations for the first and senior moment functions of the solution for a system of linear parametric stochastic neutral integro-differential equations is examined. On the basis of a scheme combining the classical method of steps and the extension of the state space, a chain of stochastic differential equations without delay is constructed. Further we build equations for the mathematical expectation, variance and moment functions of order higher than the second. An example of scheme usage is given.