|  A. Alabert and M. Ferrantey, Linear stochatic differential-algebraic equations with constant coefficients, Elect. Comm. in Probab., 11(2006), 316-335. U. Ascher and L.R. Petzold, The numerical solution of delay-differential-algebraic equations of retarded and neutral type, SIAM J. Numer. Anal., 32(1995), 1635-1657. U. Ascher and L.R. Petzold, Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations, SIAM, Philadelphia, 1998. E. Buckwar, One-step approximations for stochastic functional differential equations, Appl. Numer. Math., 56(2006), 667-681. S. Gan, H. Schurz and H. Zhang, Mean square convergence of stochastic θ-methods for nonlinear neutral stochastic differential delay equations, Int. J. Numer. Anal. Model., 8(2011), 201-213 E. Hairer and G. Wanner, Solving Ordinary Differential Equations Ⅱ:Stiff and DifferentialAlgebraic Problems, Springer-Verlag, Berlin, 1996. R. Hauber, Numerical treatment of retarded differential-algebraic equations by collocation methods, Adv. Comput. Math., 7(1997), 573-592. D. Küpper, A. Kvænø and A. Rößler, A Runge-Kutta method for index 1 stochastic differentialalgebraic equations with scalar noise, BIT Numer. Math., 52(2012), 437-455. D. Küpper, A. Kvænø and A. Rößler, Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise, Appl. Numer. Math., 96(2015), 24-44. T. Luzyanina and D. Roose, Periodic solutions of differential algebraic equations with time-delays:computation and stability analysis, Int. J. Bifurcat. Chaos, 16(2006), 67-84. X. Mao, Stochastic Differential Equations and Applications, Horwood, England, 1997. X. Mao and S. Sabanis, Numerical solutions of stochastic differential delay equations under local Lipschitz condition, J. Comput. Appl. Math., 151(2003), 215-227. G.N. Milstien, Numerical Integration of Stochastic Differential Equations, Kluwer Academic, Dordrecht, 1995. Y. Niu, C. Zhang and K. Burrage, Strong predictor-corrector approximation for stochastic delay differential equations, J. Comput. Math., 33(2015), 587-605. C. Penski, A new numerical method for SDEs and its application in circuit simulation, J. Comput. App. Math., 115(2000), 461-470. O. Schein and G. Denk, Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits, J. Comput. Appl. Math., 100(1998), 77-92. T. Sickenberger, E. Weinmüller and R. Winkler, Local error estimates for moderately smooth problems:Part Ⅱ-SDEs and SDAEs, BIT Numer. Math., 49(2009), 217-245. X. Wang, S. Gan and D. Wang, θ-Maruyama methods for nonlinear stochastic differential delay equations, Appl. Numer. Math., 98(2015), 38-58. W. Wang, C. Zhang, Preserving stability implicit Euler method for nonlinear Volterra and neutral functional differential equations in Banach space, Numer. Math., 115(2010), 451-474. R. Winkler, Stochastic differential algebraic equations of index 1 and applications in circuit simulation, J. Comput. Appl. Math., 163(2004), 435-463. F. Xiao and C. Zhang, Existence and uniqueness of the solution of stochastic differential algebraic equations with delay, Adv. Syst. Sci. Appl., 9(2009), 121-127. F. Xiao and C. Zhang, Euler-Maruyama methods for a class of stochastic differential algebraic system with time delay, Acta Math. Appl. Sinica, 33(2010), 590-600. C. Zhang and G. Sun, The discrete dynamics of nonlinear infinte-delay-differential equations, Appl. Math. Lett., 15(2002), 521-526. C. Zhang and S. Vandewalle, Stability criteria for exact and discrete solutions of neutral multidelay-integro-differential equations, Adv. Comput. Math., 28(2008), 383-399. Y. Zhang, Y. Zheng, X. Liu, Q. Zhang and A. Li, Dynamical analysis in a differential algebraic bio-economic model with stage-structured and stochastic fluctuations, Phys. A, 462(2016), 222- 229. W. Zhu and L.R. Petzold, Asymptotic stability of linear delay differential-algebraic equations and numerical methods, Appl. Numer. Math., 24(1997), 247-264.