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

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