scientific article; zbMATH DE number 6174847

zbMath1390.60222MaRDI QIDQ4925781

Jiang-Lun Wu, Wei Yang

Publication date: 12 June 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces ⋮ Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps ⋮ A link of stochastic differential equations to nonlinear parabolic equations ⋮ Path independence of additive functionals for stochastic differential equations under \(G\)-framework ⋮ Space-distribution PDEs for path independent additive functionals of McKean–Vlasov SDEs ⋮ Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations ⋮ Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps

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