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