Erratum to: An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations
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Erratum to: Numer Algor (2014) DOI 10.1007/s11075-014-9880-6 • In Section 2, the sentence “We notice that the choice of θ = 1 gives us the discrete Euler-Maruyama scheme.” has to be removed. • In the proof of Theorem 3.2, the interval [0, T ] has to be replaced by [t0, T ]. • At the end of the proof of Theorem 3.2, the notations ψN0−1 and h have to be replaced by ̃ ψN0−1 and | |. • In Section 3, after Remark 3.4, “E(f (X(t0; ψ)))” has to be replaced by “E(f ( X00(T ; ̃ ψ)))”. • At the beginning of Section 4, before Lemma 4.1, we should have “We use the notation ∂α for denoting ∂i1i2...in with ij ∈ {1, 2, 3, ..., d} and |α| = n for the number of differentiations.”, instead of what is written. • In Section 4, after the proof of Lemma 4.1, we should have “Considering (4.1) for f ∈ C0 P (R ,R) with m0 ≥ 8, if we replace ∂αu by ∂αū in (3.14), the order of convergence does not change and a new expansion is obtained as...” instead of what is written in the paper.