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 |
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