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In this article, the path independent property of additive functionals ofMcKean-Vlasov stochastic differential equations with jumps is characterised bynonlinear partial integro-differential equations involving $L$-derivatives withrespect to probability measures introduced by P.-L. Lions. Our result extendsthe recent work [16] by Ren and Wang where their concerned McKean-Vlasovstochastic differential equations are driven by Brownian motions.

Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps