First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs (Q3305897)
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scientific article; zbMATH DE number 7233083
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| English | First order convergence of weak Wong-Zakai approximations of Levy-driven Marcus SDEs |
scientific article; zbMATH DE number 7233083 |
Statements
12 August 2020
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Lévy process
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Marcus (canonical) stochastic differential equation
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Wong-Zakai approximation
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first order convergence
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Euler scheme
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0.8103762269020081
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0.805452823638916
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0.7926741242408752
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0.7686930894851685
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0.7605689167976379
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