Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps
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DOI: 10.1142/s0219025721500065
Abstract: In this paper, the path independent property of additive functionals of McKean–Vlasov stochastic differential equations with jumps is characterized by nonlinear partial integro-differential equations involving [Formula: see text]-derivatives with respect to probability measures introduced by… read more here.
Keywords: stochastic differential; additive functionals; mckean vlasov; vlasov stochastic ... See more keywords