发表状态 | 已发表Published |
题名 | Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps |
作者 | |
发表日期 | 2021-03-01 |
发表期刊 | Infinite Dimensional Analysis, Quantum Probability and Related Topics
![]() |
ISSN/eISSN | 0219-0257 |
卷号 | 24期号:1 |
摘要 | In this paper, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterized by nonlinear partial integro-differential equations involving L-derivatives with respect to probability measures introduced by Lions. Our result extends the recent work 16 by Ren and Wang where their concerned McKean-Vlasov stochastic differential equations are driven by Brownian motions. |
关键词 | additive functionals McKean-Vlasov stochastic differential equations with jumps partial integro-differential equations the Itô formula |
DOI | 10.1142/S0219025721500065 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics ; Physics |
WOS类目 | Mathematics, Applied ; Quantum Science & Technology ; Physics, Mathematical ; Statistics & Probability |
WOS记录号 | WOS:000640524500006 |
Scopus入藏号 | 2-s2.0-85103463498 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/10488 |
专题 | 个人在本单位外知识产出 |
通讯作者 | Qiao, Huijie |
作者单位 | 1.School of Mathematics,Southeast University,Nanjing, Jiangsu,211189,China 2.Department of Mathematics,University of Illinois at Urbana-Champaign,Urbana,61801,United States 3.Department of Mathematics,Computational Foundry,Swansea University,Bay Campus, Swansea,SA1 8EN,United Kingdom |
推荐引用方式 GB/T 7714 | Qiao, Huijie,Wu, Jianglun. Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps[J]. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2021, 24(1). |
APA | Qiao, Huijie, & Wu, Jianglun. (2021). Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 24(1). |
MLA | Qiao, Huijie,et al."Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps". Infinite Dimensional Analysis, Quantum Probability and Related Topics 24.1(2021). |
条目包含的文件 | 条目无相关文件。 |
个性服务 |
查看访问统计 |
谷歌学术 |
谷歌学术中相似的文章 |
[Qiao, Huijie]的文章 |
[Wu, Jianglun]的文章 |
百度学术 |
百度学术中相似的文章 |
[Qiao, Huijie]的文章 |
[Wu, Jianglun]的文章 |
必应学术 |
必应学术中相似的文章 |
[Qiao, Huijie]的文章 |
[Wu, Jianglun]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论