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Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
期刊论文
Journal of Differential Equations,2025, 卷号: 431
作者:
Qiao,Huijie
;
Wu,Jiang Lun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2025/07/22
Fractional Brownian motions
Path independence
Stochastic Volterra equations with singular kernels and Hölder continuous coefficients
Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes
期刊论文
Probability, Uncertainty and Quantitative Risk,2022, 卷号: 7, 期号: 2, 页码: 101-118
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/05/30
Additive functionals
G-Lévy processes
Stochastic differential equations driven by G-Lévy processes
The path independence
Supports for degenerate stochastic differential equations with jumps and applications
期刊论文
Statistics and Probability Letters,2021, 卷号: 177
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/05/30
Degenerate stochastic differential equations with jumps
Infinite-dimensional integro-differential equations
Path-independence
Supports
Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps
期刊论文
Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, 卷号: 24, 期号: 1
作者:
Qiao, Huijie
;
Wu, Jianglun
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  |  
浏览/下载:13/0
  |  
提交时间:2023/05/30
additive functionals
McKean-Vlasov stochastic differential equations with jumps
partial integro-differential equations
the Itô formula
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces
期刊论文
Discrete and Continuous Dynamical Systems - Series B,2019, 卷号: 24, 期号: 4, 页码: 1449-1467
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/05/30
A Girsanov transformation
Characterization theorems
N Itô formula
Path-independence
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
期刊论文
Statistics and Probability Letters,2016, 卷号: 119, 页码: 326-333
作者:
Qiao, Huijie
;
Wu, Jianglun
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/05/30
Non-Lipschitz stochastic differential equations with jumps
Semi-linear partial integro-differential equation of parabolic type
The Girsanov transformation