Existence of limiting distribution for affine processes

In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space R (m)(>= 0) x R-n, where m, n is an element of Z(>= 0) with m + n > 0. Our main theorem extends and unifies some known results for OU-type processes on R-n and one-dimensional CBI processes (with state space R (>= 0)). To prove our result, we combine analytical and probabilistic techniques; in particular, the stability theory for ODEs plays an important role. (C) 2020 Elsevier Inc. All rights reserved.