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

被引：0
作者：
Shukai Chen
机构：
[1] Fujian Normal University,School of Mathematics and Statistics
来源：
Journal of Theoretical Probability | 2023年 / 36卷
关键词：
Affine Markov process; Ergodicity; Total variation distance; 60H10; 37A25; 60J25;
D O I：
暂无
中图分类号：
学科分类号：
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：15
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