# American Institute of Mathematical Sciences

January  2015, 20(1): 23-38. doi: 10.3934/dcdsb.2015.20.23

## An Euler scheme for stochastic delay differential equations on unbounded domains: Pathwise convergence

 1 Department of Mathematical Sciences and Computer, Kharazmi University, 50 Taleghani Avenue, Tehran 1561836314, Iran, Iran 2 Institut für Mathematik, Universität Mannheim, A5, 6, D-63181 Mannheim, Germany

Received  June 2013 Revised  June 2014 Published  November 2014

In this note, we establish under mild smoothness assumptions the pathwise convergence rate of an Euler-type method with projection for delay stochastic differential equations on unbounded domains.
Citation: Bahareh Akhtari, Esmail Babolian, Andreas Neuenkirch. An Euler scheme for stochastic delay differential equations on unbounded domains: Pathwise convergence. Discrete & Continuous Dynamical Systems - B, 2015, 20 (1) : 23-38. doi: 10.3934/dcdsb.2015.20.23
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