论文标题
加性功能的路径独立性,用于由G-Lévy过程驱动的随机微分方程
Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes
论文作者
论文摘要
在本文中,我们考虑了由G-Lévy过程驱动的一种随机微分方程。我们证明它们的一种加性功能具有路径独立性并扩展了一些已知结果。
In the paper, we consider a type of stochastic differential equations driven by G-Lévy processes. We prove that a kind of their additive functionals has path independence and extend some known results.