Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes (Q2657935): Difference between revisions

By solving a stochastic differential equations driven by Brownian motion and Poisson random measures, affine processes are constructed on \(\mathbb R_+^m\times\mathbb R^n.\) The exponential ergodicity under Wasserstein distances are proved using the first-moment and long-moment conditions for the SDEs with the state-dependent and the state-independent jump measures respectively.