Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices
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Publication:5005036
DOI10.1017/apr.2020.21zbMath1473.60109arXiv1905.06111OpenAlexW3088910266MaRDI QIDQ5005036
Peng Jin, Jonas Kremer, Barbara Rüdiger, Martin Friesen
Publication date: 4 August 2021
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.06111
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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