论文标题
弱黄 - Zakai的一阶收敛 - 莱维驱动的Marcus SDES的近似值
First order convergence of weak Wong--Zakai approximations of Lévy driven Marcus SDEs
论文作者
论文摘要
对于解决方案，$ x =（x_t）_ {t \ in [0，t]} $lévy-drive-marcus驱动的marcus随机微分方程我们研究wong - zakai类型time离散近似值$ \ bar x =（\ bar x_ {kh}） f（x_t）-e f（x^h_t）| \ leq c h $ for $ f \ in c_b^4 $。
For solutions $X=(X_t)_{t\in[0,T]}$ of Lévy-driven Marcus stochastic differential equations we study the Wong--Zakai type time discrete approximations $\bar X=(\bar X_{kh})_{0\leq k\leq T/h}$, $h>0$, and establish the first order convergence $|E f(X_T)-E f(X^h_T)|\leq C h$ for $f\in C_b^4$.
