On the Exponential Ergodicity of (2+2)-Affine Processes in Total Variation Distances

被引：0
|
作者：
Chen, Shukai [1 ]
机构：
[1] Fujian Normal Univ, Sch Math & Stat, Fuzhou 350007, Peoples R China
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 01期
关键词：
Affine Markov process; Ergodicity; Total variation distance; STATE BRANCHING-PROCESSES; ORNSTEIN-UHLENBECK PROCESSES; MULTITYPE CONTINUOUS-STATE; STOCHASTIC-EQUATIONS; AFFINE PROCESSES; DRIVEN; JUMPS;
D O I：
10.1007/s10959-022-01173-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We prove an estimate for the variations of transition probabilities of the (2+2)-affine process. From this estimate we deduce the exponential ergodic properties in the total variation distance of the process. The key strategy is the approach of a coupling of the affine process and a coupling of two-type CBI-processes established by stochastic equations.
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页码：315 / 330
页数：16
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