The purpose of the paper is to study stability properties of the generalized stochastic pantograph equation, the main feature of which is the presence of unbounded delay functions. This makes the stability analysis rather different from the classical one. Our approach consists in linking different kinds of stochastic Lyapunov stability to specially chosen functional spaces. To prove stability, we check that the solutions of the equation belong to a suitable space of stochastic processes, instead of searching for an appropriate Lyapunov functional. This gives us possibilities to study moment stability, stability with probability 1, and many other stability properties in an efficient way. We show by examples how this approach works in practice, putting emphasis on delay-independent stability conditions for the generalized stochastic pantograph equation. The framework can be applied to any stochastic functional differential equation with finite dimensional initial conditions.

It is shown that the stochastic counterpart of the classical fixed point theorem for continuous maps in a finite dimensional Euclidean space (“Brouwer’s theorem”) is not, in general, true. This result implies, in particular, that a careful choice of invariant sets in the stochastic version of Brouwer’s theorem is necessary in the theory of stochastic nonlinear operators.

We study a new class of stochastic delay systems simultaneously containing continuousand discrete-time components. To analyze various types of stability of such systems, a modified regularization method is proposed and justified. It is based on the choice of an auxiliary equation and an application of the theory of positively invertible matrices. This method was developed for deterministic functional-differential equations by N.V. Azbelev and his students. We give sufficient conditions for the moment stability of solutions both in terms of the positive invertibility of matrices constructed from the system parameters and in terms of the coefficients. These conditions are verified for specific systems of equations.

The main object of our study is travelling waves in vast neuronal ensembles modelled using neural field equations. We obtained conditions that guarantee the existence of travelling wave solutions and their continuous dependence under the transition from sigmoidal neuronal activation functions to the Heaviside activation function. We, thus, filled the gap between the continuous and the discontinuous approaches to the formalization of the neuronal activation process in studies of travelling waves. We provided conditions for admissibility to operate with simple closed-form expressions for travelling waves, as well as to significantly simplify their numerical investigation. This opens the possibilities of linking characteristics of cortical travelling waves, e.g., the wave shape and the wave speed, to the physiological parameters of the neural medium, e.g., the lengths and the strengths of neuronal connections and the neuronal activation thresholds, in the framework of the neural field theory.