Strong feller and ergodic properties of the (1+1)-affine process
From MaRDI portal
Publication:6116736
DOI10.1017/jpr.2022.100zbMath1526.60048OpenAlexW4324153617MaRDI QIDQ6116736
Publication date: 16 August 2023
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2022.100
Applications of branching processes (60J85) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Cites Work
- Unnamed Item
- Unnamed Item
- Stochastic equations, flows and measure-valued processes
- On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Affine processes are regular
- Existence of limiting distribution for affine processes
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- Affine processes and applications in finance
- Geometric ergodicity of affine processes on cones
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Fluctuations of Lévy processes with applications. Introductory lectures
- Skew convolution semigroups and affine Markov processes
- Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
- Probabilistic Models of Population Evolution
- Measure-Valued Branching Markov Processes
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stationarity and Ergodicity for an Affine Two-Factor Model
- Densities for Ornstein-Uhlenbeck processes with jumps
- Markov Chains and Stochastic Stability
- On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
- Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
- Moments and ergodicity of the jump-diffusion CIR process
- On the anisotropic stable JCIR process
- Continuous-State Branching Processes with Immigration
- Exponential ergodicity of an affine two-factor model based on the α-root process
- Stochastic Models for Structured Populations
- Limit theorems for continuous state branching processes with immigration
This page was built for publication: Strong feller and ergodic properties of the (1+1)-affine process