Path independence of additive functionals for stochastic differential equations under G-framework

作     者：Panpan REN Fen-Fen YANG 

作者机构：Departmen t of Mat hematics Swansea University Swansea SAI 8EN UK Center for Applied Mathematics Tianjin University Tianjin 300072 China 

出 版 物：《Frontiers of Mathematics in China》 (中国高等学校学术文摘·数学（英文）)

年 卷 期：2019年第14卷第1期

页      面：135-148页

核心收录：

学科分类：07[理学] 

主　　题：Stochastic differential equation (SDE) partial differential equation (PDE) additive functional G-SDEs G-Brownian motion nonlinear PDE 

摘      要：The path independence of additive functionals for stochastic differential equations (SDEs) driven by the G-Brownian motion is characterized by the nonlinear partial differential equations. The main result generalizes the existing ones for SDEs driven by the standard Brownian motion.