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The coefficient functions \\(\\sigma\\) and \\(b\\) are supposed to satisfy the following non-Lipschitz conditions: \\(\\| \\sigma(x)-\\sigma(y)\\| ^2 \\leq | x-y| ^2 g(| x-y| )\\) and \\(| b(x)-b(y) | \\leq | x-y| g(| x-y| )\\), where \\(g(x)=C (\\log(1/x) \\vee K)^{1/\\beta}\\) for some \\(\\beta>1\\) and \\(C\\), \\(K > 0\\). It is then proved that a version of the Euler-Maruyama method converges under these conditions in the \\(p\\)th mean to the solution of (1). This proof is used to treat (1) with a random and not necessarily adapted initial condition \\(\\xi\\) instead of \\(x\\). An appropriate extension of the stochastic integral is defined. At the end a theorem concerning a large deviation principle for the anticipative stochastic differential equation is proved. 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