Path Independence of Additive Functionals for SDEs under G-framework
نشر في Fenfen Yang
بتاريخ 2018
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English
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الملخص بالإنكليزية
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.