Küchler, Uwe; Platen, Eckhard - In: Mathematics and Computers in Simulation (MATCOM) 54 (2000) 1, pp. 189-205
The paper introduces an approach for the derivation of discrete time approximations for solutions of stochastic differential equations (SDEs) with time delay. The suggested approximations converge in a strong sense. Furthermore, explicit solutions for linear stochastic delay equations are given.