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

doi:10.3934/puqr.2022007

科研成果详情

发表状态	已发表Published
题名	Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes
作者	Qiao, Huijie 1,2; Wu, Jianglun3
发表日期	2022-06-01
发表期刊	Probability, Uncertainty and Quantitative Risk
ISSN/eISSN	2095-9672
卷号	7 期号:2 页码:101-118
摘要	In this study, we are interested in stochastic differential equations driven by G-Lévy processes. We illustrate that a certain class of additive functionals of the equations of interest exhibits the path-independent property, generalizing a few known findings in the literature. The study is ended with many examples.
关键词	Additive functionals G-Lévy processes Stochastic differential equations driven by G-Lévy processes The path independence
DOI	10.3934/puqr.2022007
URL	查看来源
收录类别	ESCI
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000827486200001
Scopus入藏号	2-s2.0-85134671248
引用统计
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10479
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,Swansea,Bay Campus,SA1 8EN,United Kingdom
推荐引用方式 GB/T 7714	Qiao, Huijie,Wu, Jianglun. Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes[J]. Probability, Uncertainty and Quantitative Risk, 2022, 7(2): 101-118.
APA	Qiao, Huijie, & Wu, Jianglun. (2022). Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes. Probability, Uncertainty and Quantitative Risk, 7(2), 101-118.
MLA	Qiao, Huijie,et al."Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes". Probability, Uncertainty and Quantitative Risk 7.2(2022): 101-118.