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
收藏
页码：101 / 118
页数：18
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