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Ergodic and strong Feller properties of affine processes (2104.12065v1)
Published 25 Apr 2021 in math.PR
Abstract: For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties for L\'{e}vy-driven OU-processes and a coupling of CBI-processes constructed by stochastic equations driven by time-space noises. Then the strong Feller property is considered.
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