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Path Independence of Additive Functionals for SDEs under G-framework

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 نشر من قبل Fenfen Yang
 تاريخ النشر 2018
  مجال البحث
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The path independence of additive functionals for SDEs driven by the G-Brownian motion is characterized by nonlinear PDEs. The main result generalizes the existing ones for SDEs driven by the standard Brownian motion.



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