First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs (Q3305897)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First order convergence of weak Wong--Zakai approximations of L\'evy driven Marcus SDEs |
scientific article |
Statements
12 August 2020
0 references
Lévy process
0 references
Marcus (canonical) stochastic differential equation
0 references
Wong-Zakai approximation
0 references
first order convergence
0 references
Euler scheme
0 references
math.PR
0 references
