Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps
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Publication:4995036
DOI10.1142/S0219025721500065zbMath1478.60195arXiv1911.03830WikidataQ115245777 ScholiaQ115245777MaRDI QIDQ4995036
Publication date: 23 June 2021
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.03830
additive functionals; Itô formula; partial integro-differential equations; Mckean-Vlasov stochastic differential equations with jumps
60H30: Applications of stochastic analysis (to PDEs, etc.)
35R06: PDEs with measure
60J76: Jump processes on general state spaces