Abstract
For linear delay systems with bilinear noise sufficient conditions are given for the global asymptotic stochastic stability independent of the length of the delay(s). For linear stochastic noise terms, sufficient conditions for the existence of an invariant distribution, for all values of the delay are given. It is shown that the gaussian distribution is the unique invariant distribution. The covariance and correlation matrix function of the resulting stationary process are completely characterized by a Lyapunov-type equation. All these sufficient conditions are obtained in the form of the existence of some positive definite matrices satisfying certain Riccati-type equations.
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