Coupling methods and exponential ergodicity for two‐factor affine processes
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Publication:6047317
DOI10.1002/mana.202100064arXiv2004.10384OpenAlexW3018825329MaRDI QIDQ6047317
Publication date: 9 October 2023
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.10384
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52) Jump processes on general state spaces (60J76)
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