  The numerical solutions of stochastic differential delay equations (SDDEs)
under the generalized Khasminskii-type condition were discussed by Mao [15],
and the theory there showed that the Euler-Maruyama (EM) numerical solutions
converge to the true solutions in probability. However, there is so far no
result on the strong convergence (namely in L^p) of the numerical solutions for
the SDDEs under this generalized condition. In this paper, we will use the
truncated EM method developed by Mao [16] to study the strong convergence of
the numerical solutions for the SDDEs under the generalized Khasminskii-type
condition.
