Research Article
Strong Convergence of the Split-Step Theta Method for Stochastic Delay Differential Equations with Nonglobally Lipschitz Continuous Coefficients
Table 1
The means of absolute errors
with
of SST (
3) for solving SDDE (
54).
| | | | | | |
| | 0.0105521 | 0.0066357 | 0.0041003 | 0.0025833 | 0.0017500 | | 0.0096784 | 0.0059020 | 0.0037484 | 0.0024271 | 0.0017922 | | 0.0091289 | 0.0056502 | 0.0037745 | 0.0025027 | 0.0017006 |
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