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

Strong feller and ergodic properties of the (1+1)-affine process (Q6116736)

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scientific article; zbMATH DE number 7727554
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English
Strong feller and ergodic properties of the (1+1)-affine process
scientific article; zbMATH DE number 7727554

    Statements

    title
    Strong feller and ergodic properties of the (1+1)-affine process (English)
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    author
    Shukai Chen
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    Zhenghu Li
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    publication date
    16 August 2023
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    zbMATH Keywords
    affine process
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    strong Feller property
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    ergodicity
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    total variation distance
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    coupling
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    cites work
    Q5653423
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    Q4226355
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    Identifiers

    DOI
    10.1017/jpr.2022.100
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    Mathematics Subject Classification ID
    60J80
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    60J85
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    60H15
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    zbMATH DE Number
    7727554
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    OpenAlex ID
    W4324153617
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