eldorado.tu-dortmund.de/server/api/core/bitstreams/17ed61bf-edc9-4c51-a2df-417d35dccbf8/content
this paper is organized as follows. In Section 2 we discuss the settings in more detail. In Section 3 we derive an upper bound for the error of the approximation with a finite jump measure. In Section 4 [...] > 0
|b(t, x)− b(t′, x′)|+ |a(t, x)− a(t′, x′)|+ |h(t, x)− h(t′, x′)| ≤ K ( |t− t′|1/2 + |x− x′|
) (3)
is satisfied for all (t, x), (t′, x′) ∈ [0, T ]× R.
(ii) Let f : [0, T ]×R×R×R×R→ R such that it is [...] the famous Lévy-Itô decomposition states that L can be written as
Lt = t
0
R eµ̃(de, ds) + ξt (5)
3
for t ∈ [0, T ], where µ̃ is the associated compensated Poisson measure and ξ ∈ R. Without loss of …
