TY - JOUR AU - Cho, Yeol Je AU - Kim, Young-Ho PY - 2017 TI - Carathéodory's approximate solution to stochastic differential delay equation JO - Journal of Nonlinear Sciences and Applications SP - 1365--1376 VL - 10 IS - 4 AB - 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. SN - ISSN 2008-1901 UR - http://dx.doi.org/10.22436/jnsa.010.04.08 DO - 10.22436/jnsa.010.04.08 ID - Cho2017 ER -