Approximation of Upper Lyapunov Exponents of Linear SDE with Jumps

A linear stochastic differential equation with jumps, it is supposed that its Lyapvmov exponent q exists. For the Markov chains which are defined by several approximation schemes, it is obtained the sufficient conditions ensuring the existence of the Lyapunov exponents q^h of these schemes; the estimates are given in terms of the discretization step h of the theoretical error|q-q^h|, which are extension of the results in Talay 9.