Pavlyukevich I.Thipyarat S.Mahidol University2026-06-052026-06-052026-01-01Stochastic Analysis and Applications (2026)07362994https://repository.li.mahidol.ac.th/handle/123456789/117085For 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.).MathematicsDecision SciencesArticleSCOPUS10.1080/07362994.2026.26697402-s2.0-10503996463315329356