A linear differential equation with infinite delay is considered in the generalized form as an integral equation. As usually, the function space ß of the admissible initial conditions is only described axiomatically. Merely using this abstract description the long time behavior of the solutions...

The paper considers the derivation of weak discrete time approximations for solutions of stochastic differential equations with time delay. These are suitable for Monte Carlo simulation and allow the computation of expectations for functionals of stochastic delay equations. The suggested...