Strong feller and ergodic properties of the (1+1)-affine process

Autor:	Shukai Chen, Zenghu Li
Rok vydání:	2023
Předmět:	Statistics and Probability General Mathematics Statistics Probability and Uncertainty
Zdroj:	Journal of Applied Probability. :1-23
ISSN:	1475-6072 0021-9002
DOI:	10.1017/jpr.2022.100
Popis:	We prove some estimates for the variations of transition probabilities of the (1+1)-affine process. From these estimates we deduce the strong Feller and the ergodic properties of the total variation distance of the process. The key strategy is the pathwise construction and analysis of several Markov couplings using strong solutions of stochastic equations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::251c291e88884a1fe0ea7dd3ab1212d7 https://doi.org/10.1017/jpr.2022.100 Zobrazit plný text záznamu