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arXiv · 2001.03528

Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes

Huijie Qiao·Jiang-Lun Wu
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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.

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Huijie Qiao, Jiang-Lun Wu. 2020-01-10. Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes. https://arxiv.org/abs/2001.03528

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