This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the rst moment stability is known to be identical to that of the corresponding deterministic delay differential equation. However, boundedness of the second moment is complicated and depends on the stochastic terms. In this paper, the characteristic function of the equation is obtained through techniques of the Laplace transform. From the characteristic equation, suf cient conditions for the second moment to be bounded or unbounded are proposed.

This paper gives a classification of first order polynomial differential operators of form $\mathscr{X} = X_1(x_1,x_2)\delta_1 + X_2(x_1,x_2)\delta_2$, $(\delta_i = \partial/\partial x_i)$. The classification is given through the order of an operator that is defined in this paper. Let $X=\mathscr{X}y$ to be the differential polynomial associated with $\mathscr{X}$, the order of $\mathscr{X}$, $\mathrm{ord}(\mathscr{X})$, is defined as the order of a differential ideal $\Lambda$ of differential polynomials that is a nontrivial expansion of the ideal $\{X\}$ and with the lowest order. In this paper, we prove that there are only four possible values for the order of a differential operator, $0$, $1$, $2$, $3$, or $\infty$. Furthermore, when the order is finite, the expansion $\Lambda$ is generated by $X$ and a differential polynomial $A$, which can be obtained through a rational solution of a partial differential equation that is given explicitly in this paper. When the order is infinite, the expansion $\Lambda$ is just the unit ideal. In additional, if, and only if, the order of $\mathscr{X}$ is $0$, $1$, or $2$, the polynomial differential equation associating with $\mathscr{X}$ has Liouvillian first integrals. Examples and connections with Godbilon-Vey sequences are also discussed.

The class of generating functions for completely monotone sequences (moments of finite positive measures on $[0,1]$) has an elegant characterization as the class of Pick functions analytic and positive on $(-\infty,1)$. We establish this and another such characterization and develop a variety of consequences. In particular, we characterize generating functions for moments of convex and concave probability distribution functions on $[0,1]$, and we provide a simple analytic proof that for any real $p,r>0$, the Fuss-Catalan or Raney numbers $\frac{r}{pn+r}\binom{pn+r}{n}$, $n=0,1,\ldots$ are the moments of a probability distribution on some interval $[0,\tau]$ if and only if $p\ge1$ and $p\ge r$.