{
  "id": "1911.03830",
  "version": "v1",
  "published": "2019-11-10T02:16:00.000Z",
  "updated": "2019-11-10T02:16:00.000Z",
  "title": "Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps",
  "authors": [
    "Huijie Qiao",
    "Jiang-Lun Wu"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this article, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterised by nonlinear partial integro-differential equations involving $L$-derivatives with respect to probability measures introduced by P.-L. Lions. Our result extends the recent work [16] by Ren and Wang where their concerned McKean-Vlasov stochastic differential equations are driven by Brownian motion.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-11-10T02:16:00.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H30",
      "60J75",
      "35R04"
    ],
    "keywords": [
      "additive functionals",
      "path independence",
      "concerned mckean-vlasov stochastic differential equations",
      "nonlinear partial integro-differential equations",
      "path independent property"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}