Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes
Probability
2020-03-19 v2
Abstract
In the paper, we consider a type of stochastic differential equations driven by G-L\'evy processes. We prove that a kind of their additive functionals has path independence and extend some known results.
Keywords
Cite
@article{arxiv.2001.03528,
title = {Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes},
author = {Huijie Qiao and Jiang-Lun Wu},
journal= {arXiv preprint arXiv:2001.03528},
year = {2020}
}
Comments
13 pages