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

2020/01/10 by Qiao, Huijie, Wu, Jiang-Lun
#60G51 #60H10 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2001.03528

Abstract

In the paper, we consider a type of stochastic differential equations driven by G-Lévy processes. We prove that a kind of their additive functionals has path independence and extend some known results.

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