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...

A numerical method for a class of Itô stochastic differential equations with a finite delay term is introduced. The method is based on the forward Euler approximation and is parameterised by its time step. Weak convergence with respect to a class of smooth test functionals is established by...

Results are presented on the stability of solutions of stochastic delay differential equations with multiplicative noise and of convergent numerical solutions obtained by a a method of Euler-Maruyama type. An attempt is made to provide a fairly self-contained presentation. A basic concept of the...