A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations

Table 1

Convergence results for the linear SDDE with jumps.

Stepsize 1/ℎ	2^8	2^10	2^12	2^14	2^16	2^18	2^20
Weak error1	0.00352	0.00201	0.00156	0.00114	0.00082	0.00060	0.00031
Weak error2	0.00229	0.00142	0.00061	0.00020	0.00009	0.00004	0.00002