On the anisotropic stable JCIR process
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Publication:5119398
zbMath1459.60123arXiv1908.05473MaRDI QIDQ5119398
Publication date: 4 September 2020
Full work available at URL: https://arxiv.org/abs/1908.05473
heat kernelexponential ergodicitystrong Feller propertyaffine processanisotropic Besov spacestable JCIR process
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Transition functions, generators and resolvents (60J35)
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