Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs
Issued Date
2026-01-01
Resource Type
ISSN
07362994
eISSN
15329356
Scopus ID
2-s2.0-105039964633
Journal Title
Stochastic Analysis and Applications
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SCOPUS
Bibliographic Citation
Stochastic Analysis and Applications (2026)
Suggested Citation
Pavlyukevich I., Thipyarat S. Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs. Stochastic Analysis and Applications (2026). doi:10.1080/07362994.2026.2669740 Retrieved from: https://repository.li.mahidol.ac.th/handle/123456789/117085
Title
Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs
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Author's Affiliation
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Abstract
For the solution (Formula presented.) of a Lévy-driven (Formula presented.) -dimensional Marcus (canonical) stochastic differential equation, we prove that the Wong–Zakai approximation scheme (Formula presented.) converges strongly with order (Formula presented.). More precisely, for any (Formula presented.) there exists a constant (Formula presented.) such that (Formula presented.) for all (Formula presented.). We also establish the rate of locally uniform strong convergence: for every (Formula presented.) and any (Formula presented.) there exists a constant (Formula presented.) such that (Formula presented.).