For a class of special stochastic delay differential equations, i.e. the stochastic delay differential equation with small noise, the exacter order of convergence is obtained and it shows that the Euler method nearly converges with the order 1.

• 针对一类特殊的方程即小噪声随机延迟微分方程，给出其欧拉方法更精确的收敛阶，表明欧拉方法是近似1阶改敛的。