# Path Independence of Additive Functionals for SDEs under G-framework

## TL;DR

This paper characterizes the path independence of additive functionals for SDEs driven by G-Brownian motion using nonlinear PDEs, extending previous results from standard Brownian motion to the G-framework.

## Contribution

It generalizes the characterization of path independence for SDEs from classical Brownian motion to the G-Brownian motion setting, involving nonlinear PDEs.

## Key findings

- Path independence characterized by nonlinear PDEs.
- Extension from classical to G-Brownian motion.
- Generalization of existing results.

## 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.