Convergence of Numerical Solutions for Semi-linear Stochastic Variable Delay Differential Equations

The authors used the exponential Euler method to make the numerical solution convergence for semi-linear stochastic variable delay differential equation under the global Lipschitz condition and the linear growth condition,and the numerical solutions converge to the exact solution.The convergence order is1/2min{1,γ},γ∈(0,1].