Only the Euler method is popular and efficient among the numerical methods for the stochastic delay differential equations, but its order of convergence is only 1/2.

• 摘要随机延迟微分方程数值方法中欧拉方法是唯一较为成熟、有效的方法，但欧拉方法的收敛性差，其收敛阶仅为二分之一。