  Weak approximations have been developed to calculate the expectation value of
functionals of stochastic differential equations, and various numerical
discretization schemes (Euler, Milshtein) have been studied by many authors. We
present a general framework based on semigroup expansions for the construction
of higher-order discretization schemes and analyze its rate of convergence. We
also apply it to approximate general L\'{e}vy driven stochastic differential
equations.
