%0 Journal Article %T Carathéodory's approximate solution to stochastic differential delay equation %A Cho, Yeol Je %A Kim, Young-Ho %J Journal of Nonlinear Sciences and Applications %D 2017 %V 10 %N 4 %@ ISSN 2008-1901 %F Cho2017 %X In this paper, we show the difference between an approximate solution and an accurate solution for a stochastic differential delay equation, where the approximate solution, which is called by Carathéodory, is constructed by successive approximation. Furthermore, we study the p-th moment continuity of the approximate solution for this delay equation. %9 journal article %R 10.22436/jnsa.010.04.08 %U http://dx.doi.org/10.22436/jnsa.010.04.08 %P 1365--1376 %0 Journal Article %T A note on the existence and uniqueness of the solutions to SFDES %A Y. J. Cho %A S. S. Dragomir %A Y.-H. Kim %J J. Inequal. Appl. %D 2012 %V 2012 %F Cho2012 %0 Journal Article %T Moment decay rates of stochastic differential equations with time-varying delay %A S. Janković %A G. Pavlović %J Filomat %D 2010 %V 24 %F Janković2010 %0 Journal Article %T A note on the solutions of neutral SFDEs with infinite delay %A Y.-H. Kim %J J. Inequal. Appl. %D 2013 %V 2013 %F Kim2013 %0 Journal Article %T The difference between the approximate and the accurate solution to stochastic differential delay equation %A Y.-H. Kim %J Proc. Jangjeon Math. Soc. %D 2015 %V 18 %F Kim2015 %0 Book %T Stochastic differential equations and applications %A X.-R. Mao %D 2008 %I Second edition, Horwood Publishing Limited %C Chichester %F Mao2008 %0 Journal Article %T On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series %A M. Milošević %J Filomat %D 2013 %V 27 %F Milošević2013 %0 Journal Article %T Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay %A Y. Ren %A S.-P. Lu %A N.-M. Xia %J J. Comput. Appl. Math. %D 2008 %V 220 %F Ren2008 %0 Journal Article %T Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay %A Y. Ren %A N.-M. Xia %J Appl. Math. Comput. %D 2009 %V 210 %F Ren2009 %0 Journal Article %T Dynamics of Gilpin-Ayala competition model with random perturbation %A M. Vasilova %A M. Jovanović %J Filomat %D 2010 %V 24 %F Vasilova2010 %0 Journal Article %T uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay under non-Lipschitz conditions %A F.-Y.Wei %A Y.-H. Cai %A Existence %J Adv. Difference Equ. %D 2013 %V 2013 %F F.-Y.Wei2013 %0 Journal Article %T The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay %A F.-Y. Wei %A K. Wang %J J. Math. Anal. Appl. %D 2007 %V 331 %F Wei2007