  In this paper, we investigate the stability equivalence problem for
stochastic differential delay equations, the auxiliary stochastic differential
equations and their corresponding Euler-Maruyama (EM) methods under
$G$-framework. More precisely, for $p\geq 2$, we prove the equivalence of
practical exponential stability in $p$-th moment sense among stochastic
differential delay equations driven by $G$-Brownian motion ($G$-SDDEs), the
auxiliary stochastic differential equations driven by $G$-Brownian motion
($G$-SDEs), and their corresponding Euler-Maruyama methods, provided the delay
or the step size is small enough. Thus, we can carry out careful simulations to
examine the practical exponential stability of the underlying $G$-SDDE or
$G$-SDE under some reasonable assumptions.
