Research Article

Strong Convergence of the Split-Step Theta Method for Stochastic Delay Differential Equations with Nonglobally Lipschitz Continuous Coefficients

Table 2

The means of absolute errors with of SST (3) for solving SDDE (55).


0.0056293 0.0037120 0.0024775 0.0017213 0.0011661
0.0059738 0.0038085 0.0025652 0.0017131 0.0012165
0.0062445 0.0038978 0.0025618 0.0017181 0.0011714