Real biological systems are always exposed to influences that are not completely understood or not feasible to model explicitly, and therefore, there is an increasing need to extend the deterministic models to models that embrace more complex variations in the dynamics. A way of modeling these elements is by including stochastic influences or noise. A natural extension of a deterministic differential equations model is a system of stochastic differential equations (SDEs), where relevant parameters are modeled as suitable stochastic processes, or stochastic processes are added to the driving system equations. Therefore, stochastic delay differential equations (SDDEs) are crucial in ecology, epidemiology, and many other fields.