Truncated Euler–Maruyama approximation for solving perturbed stochastic differential equations with reflected boundary

Abstract Motivated by the truncated Euler–Maruyama method developed in [X. Mao, Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations, J. Comput. Appl. Math. 296 2016, 362–375], we will study the truncated Euler–Maruyama method of a class of perturbed stochastic differential equations with reflected boundary (in short PSDERBs). The main objective of this paper is to established the rate of strong convergence under the drift coefficient satisfies a one-sided Lipschitz condition plus the Khasminskii-type condition.