Geodesic
Asymptotic stability of linear stochastic differential equations of neutral type
Matematičeskie zametki, Tome 52 (1992) no. 2, pp. 144-147.

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@article{MZM_1992_52_2_a16,
     author = {L. E. Shaikhet},
     title = {Asymptotic stability of linear stochastic differential equations of neutral type},
     journal = {Matemati\v{c}eskie zametki},
     pages = {144--147},
     publisher = {mathdoc},
     volume = {52},
     number = {2},
     year = {1992},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1992_52_2_a16/}
}
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L. E. Shaikhet. Asymptotic stability of linear stochastic differential equations of neutral type. Matematičeskie zametki, Tome 52 (1992) no. 2, pp. 144-147. http://geodesic.mathdoc.fr/item/MZM_1992_52_2_a16/