doc: fix a link in dgram.md

PR-URL: #16854
Reviewed-By: Khaidi Chu <i@2333.moe>
Reviewed-By: Gireesh Punathil <gpunathi@in.ibm.com>
Reviewed-By: Luigi Pinca <luigipinca@gmail.com>

doc/api/dgram.md

@@ -629,7 +629,7 @@ and `udp6` sockets). The bound address and port can be retrieved using
 [`socket.address().address`]: #dgram_socket_address
 [`socket.address().port`]: #dgram_socket_address
 [`socket.bind()`]: #dgram_socket_bind_port_address_callback
-[`System Error`]: errors.html#errors_class_system_error
+[`System Error`]: errors.html#errors_class_systemerror
 [byte length]: buffer.html#buffer_class_method_buffer_bytelength_string_encoding
 [IPv6 Zone Indices]: https://en.wikipedia.org/wiki/IPv6_address#Link-local_addresses_and_zone_indices
 [RFC 4007]: https://tools.ietf.org/html/rfc4007