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

Published 10 Jan 2020 in math.PR | (2001.03528v2)

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.

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Authors (2)

  1. Huijie Qiao 
  2. Jiang-Lun Wu 

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