Optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes

W. M. Bednorz, Rafał M. Łochowski, R. Martynek

For a general càdlàg Lévy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ ψ\left( \Vert X - Y \Vert_\infty\right) + \mathrm{T…