Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps

Qiao, HJ; Wu, JL

Qiao, HJ (corresponding author), Southeast Univ, Sch Math, Nanjing 211189, Jiangsu, Peoples R China.; Qiao, HJ (corresponding author), Univ Illinois, Dept Math, Urbana, IL 61801 USA.

INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021; 24 (1):

Abstract

In this paper, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterized by......

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