Asymptotic Behavior of the Solutions of Stochastic Functional-Differential Equations

We study the asymptotic behavior at infinity of the solutions of stochastic functional-differential equations by the method of asymptotic equivalence according to which a system of ordinary differential equations is constructed on the basis of the original stochastic system so that each solution of the stochastic system can be associated with a solution of the constructed deterministic system such that the difference between these solutions tends to zero as t → ∞ both in the mean square and with probability 1.