Linear parametric stochastic neutral differential systems with multiple delays

Problems of computation of t h e first moment functions for the phase vector of linear stochastic neutral delay differential system are considered in the paper. The system is excited by additive and multiplicative random noises. A combination of t h e phase space extension technique and the method of steps is used to derive a chain of stochastic differential equations without delay and equations for required moment functions too. Some examples of analysis of transition processes are demonstrated. Calculations were produced by a computer algebra package Mathematica-code program.