On partial stability in probability for nonlinear stochastic functional differential systems with aftereffect (delay)

A system of nonlinear functional-differential equations with aftereffect (delay) subjected to random processes of “white” noise is considered. It is assumed that the system admits a “partial” (with respect to some part of the state variables) zero equilibrium position. The problem of stability in probability of a given equilibrium position is posed, and stability is considered not in all, but with respect to a part of the variables that determine this equilibrium position. For the solution of this problem, a stochastic version of the method of Lyapunov—Krasovskii functionals is used with the appropriated specification of the requirements for the functionals. In order to expend the capabilities of the method used, it is also proposed to correct the domain of the functional space in which auxiliary Lyapunov—Krasovskii functionals are constructed. Conditions for partial stability of this type are obtained. Examples are given that show the features of the proposed approach.