{"title":"g - lsamvy过程驱动的随机微分方程加性泛函的路径无关性","authors":"H. Qiao, Jiang-Lun Wu","doi":"10.3934/puqr.2022007","DOIUrl":null,"url":null,"abstract":"In the paper, we consider a type of stochastic differential equations driven by G-L\\'evy processes. We prove that a kind of their additive functionals has path independence and extend some known results.","PeriodicalId":42330,"journal":{"name":"Probability Uncertainty and Quantitative Risk","volume":"16 1","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2020-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes\",\"authors\":\"H. Qiao, Jiang-Lun Wu\",\"doi\":\"10.3934/puqr.2022007\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In the paper, we consider a type of stochastic differential equations driven by G-L\\\\'evy processes. We prove that a kind of their additive functionals has path independence and extend some known results.\",\"PeriodicalId\":42330,\"journal\":{\"name\":\"Probability Uncertainty and Quantitative Risk\",\"volume\":\"16 1\",\"pages\":\"\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2020-01-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Uncertainty and Quantitative Risk\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.3934/puqr.2022007\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Uncertainty and Quantitative Risk","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3934/puqr.2022007","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes
In the paper, we consider a type of stochastic differential equations driven by G-L\'evy processes. We prove that a kind of their additive functionals has path independence and extend some known results.
期刊介绍：
Probability, Uncertainty and Quantitative Risk (PUQR) is a quarterly academic journal under the supervision of the Ministry of Education of the People's Republic of China and hosted by Shandong University, which is open to the public at home and abroad (ISSN 2095-9672; CN 37-1505/O1).
Probability, Uncertainty and Quantitative Risk (PUQR) mainly reports on the major developments in modern probability theory, covering stochastic analysis and statistics, stochastic processes, dynamical analysis and control theory, and their applications in the fields of finance, economics, biology, and computer science. The journal is currently indexed in ESCI, Scopus, Mathematical Reviews, zbMATH Open and other databases.
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