Modeling of stochastic systems of differential equations with variable delays

In the paper, a problem of using of the Monte Carlo method for numeric modeling of nonlinear systems of stochastic differential equations with variable delays is considered, Some examples of analysis of different systems are demonstrated. We compare results for linear systems with piecewise constant delays that were obtained by the method under consideration and the scheme of phase space extension. Computational algorithms were realized by the computer algebra package Mathernatica language.