{
  "id": "2104.12065",
  "version": "v1",
  "published": "2021-04-25T05:34:07.000Z",
  "updated": "2021-04-25T05:34:07.000Z",
  "title": "Ergodic and strong Feller properties of affine processes",
  "authors": [
    "Shukai Chen",
    "Zenghu Li"
  ],
  "categories": [
    "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-04-25T05:34:07.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "strong feller property",
      "affine processes",
      "total variation distances",
      "stochastic equations driven",
      "markov processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}