Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes
Huijie Qiao, Jiang-Lun Wu·2020-01-11·via math.PR updates on arXiv.org
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.