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WU Jianglun
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Path-independence
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A Girsanov transformation
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Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes
Journal article
Probability, Uncertainty and Quantitative Risk,2022, volume: 7, issue: 2, pages: 101-118
Authors:
Qiao, Huijie
;
Wu, Jianglun
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View/Download:4/0
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Submit date: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
Journal article
Statistics and Probability Letters,2021, volume: 177
Authors:
Qiao, Huijie
;
Wu, Jianglun
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View/Download:3/0
  |  
Submit date: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
Journal article
Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, volume: 24, issue: 1
Authors:
Qiao, Huijie
;
Wu, Jianglun
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View/Download:3/0
  |  
Submit date: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
Journal article
Discrete and Continuous Dynamical Systems - Series B,2019, volume: 24, issue: 4, pages: 1449-1467
Authors:
Qiao, Huijie
;
Wu, Jianglun
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View/Download:1/0
  |  
Submit date: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
Journal article
Statistics and Probability Letters,2016, volume: 119, pages: 326-333
Authors:
Qiao, Huijie
;
Wu, Jianglun
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View/Download:1/0
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Submit date:2023/05/30
Non-Lipschitz stochastic differential equations with jumps
Semi-linear partial integro-differential equation of parabolic type
The Girsanov transformation