{
  "id": "1812.03610",
  "version": "v1",
  "published": "2018-12-10T03:46:44.000Z",
  "updated": "2018-12-10T03:46:44.000Z",
  "title": "Path Independence of Additive Functionals for SDEs under G-framework",
  "authors": [
    "Panpan Pen",
    "Fen-Fen Yang"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-12-10T03:46:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "path independence",
      "additive functionals",
      "g-framework",
      "sdes driven",
      "standard brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}