Geodesic
A method for constructing Lyapunov functionals for stochastic differential equations of neutral type
Differencialʹnye uravneniâ, Tome 31 (1995) no. 11, pp. 1851-1857.

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@article{DE_1995_31_11_a8,
     author = {V. B. Kolmanovskii and L. E. Shaikhet},
     title = {A method for constructing {Lyapunov} functionals for stochastic differential equations of neutral type},
     journal = {Differencialʹnye uravneni\^a},
     pages = {1851--1857},
     publisher = {mathdoc},
     volume = {31},
     number = {11},
     year = {1995},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DE_1995_31_11_a8/}
}
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V. B. Kolmanovskii; L. E. Shaikhet. A method for constructing Lyapunov functionals for stochastic differential equations of neutral type. Differencialʹnye uravneniâ, Tome 31 (1995) no. 11, pp. 1851-1857. http://geodesic.mathdoc.fr/item/DE_1995_31_11_a8/