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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:12/0
  |  
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
关于随机微分方程Girsanov变换的路径独立性
期刊论文
中国科学:数学,2021, 卷号: 51, 期号: 11, 页码: 1861-1876
作者:
王凤雨
;
吴奖伦
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浏览/下载:13/0
  |  
提交时间:2023/05/30
Girsanov transformation
Nonlinear parabolic equation
Path-independence
Stochastic differential equation
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
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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
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
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  |  
浏览/下载:8/0
  |  
提交时间:2023/05/30
A Girsanov transformation
Characterization theorems
N Itô formula
Path-independence
Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
期刊论文
Frontiers of Mathematics in China,2014, 卷号: 9, 期号: 3, 页码: 601-622
作者:
Wang, Miao
;
Wu, Jianglun
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  |  
浏览/下载:13/0
  |  
提交时间:2023/05/30
Burgers-KPZ type nonlinear equations in infinite dimensions
Characterization theorem
Fréchet differentiation
Galerkin approximation
Girsanov transformation
infinite-dimensional semi-linear stochastic differential equations
path-independence
stochastic heat equation