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

Abstract

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.

arXiv comment13 pages

References in corpus (5)

• G-Lévy Processes under Sublinear Expectations
• Path Independence of Additive Functionals for SDEs under G-framework
• Itô calculus and jump diffusions for $G$-Lévy processes
• $G$-martingale representation in the $G$-L'evy setting
• Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps