The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations.

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) schemes for SDDEs are proposed, which numerical solutions are bounded in the q th moment for q ≥ 2 and converge to the exact solutions strongly in any finite interval. The 1/2 order convergence rate is yielded. Furthermore, the long-time asymptotic behaviors of numerical solutions, such as stability in mean square and ℙ − 1 , are examined. Several numerical experiments are carried out to illustrate our results. [ABSTRACT FROM AUTHOR]