Kosenkova Tetiana I.

Publications in Math-Net.Ru

1. First order convergence of weak Wong–Zakai approximations of Lévy-driven Marcus SDEs
   
   Theory Stoch. Process., 24(40):2 (2019),  32–60
2. Weak convergence of a series scheme of Markov chains to the solution of a Lévy driven SDE
   
   Theory Stoch. Process., 18(34):1 (2012),  86–100