Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes

被引：0

作者：

Huijie Qiao ^{[1
,2
]}

JiangLun Wu ^{[3
]}

机构：

[1] School of Mathematics,Southeast University

[2] Department of Mathematics,University of Illinois at Urbana-Champaign

[3] Department of Mathematics,Computational Foundry,Swansea University,Bay

来源：

Probability,Uncertainty and Quantitative Risk | 2022年 / 02期

关键词：

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

摘要：

In this study,we are interested in stochastic differential equations driven by GL6 vy processes.We illustrate that a certain class of additive functionals of the equations of interest exhibits the path-independent property,generalizing a few known findings in the literature.The study is ended with many examples.

引用

页码：101 / 118

页数：18

共 50 条

[1] Path independence of the additive functionals for stochastic differential equations driven by G-l?vy processes
Qiao, Huijie
Wu, Jiang -Lun
PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK, 2022, 7 (02) : 101 - 118
[2] Backward stochastic differential equations driven by G-Lévy process with double reflexions
Gueye, Cheikh
Aidara, Sadibou
Sow, Ahmadou Bamba
RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2025, 33 (01) : 1 - 22
[3] Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Lévy Process
Bingjun Wang
Hongjun Gao
Applied Mathematics & Optimization, 2021, 83 : 1191 - 1218
[4] Existence of solution for stochastic differential equations driven by G-Lévy process with discontinuous coefficients
Bingjun Wang
Mingxia Yuan
Advances in Difference Equations, 2017
[5] Path independence of additive functionals for stochastic differential equations under G-framework
Ren, Panpan
Yang, Fen-Fen
FRONTIERS OF MATHEMATICS IN CHINA, 2019, 14 (01) : 135 - 148
[6] Path independence of additive functionals for stochastic differential equations under G-framework
Panpan Ren
Fen-Fen Yang
Frontiers of Mathematics in China, 2019, 14 : 135 - 148
[7] Stationary Solutions for Stochastic Differential Equations Driven by L,vy Processes
Qiao, Huijie
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS, 2017, 29 (03) : 1195 - 1213
[8] Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps
Qiao, Huijie
Wu, Jiang-Lun
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021, 24 (01)
[9] On the existence-uniqueness and exponential estimate for solutions to stochastic functional differential equations driven by G-Lévy process
Ullah, Rahman
Faizullah, Faiz
Ali, Ihteram
Farooq, Muhammad
Rana, M. A.
Awwad, Fuad A.
ADVANCES IN CONTINUOUS AND DISCRETE MODELS, 2025, 2025 (01):
[10] Stationary Solutions for Stochastic Differential Equations Driven by Lévy Processes
Huijie Qiao
Journal of Dynamics and Differential Equations, 2017, 29 : 1195 - 1213

← 1 2 3 4 5 →