Regularity of transition densities and ergodicity for affine jump‐diffusions (Q6047388)
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scientific article; zbMATH DE number 7747147
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| English | Regularity of transition densities and ergodicity for affine jump‐diffusions |
scientific article; zbMATH DE number 7747147 |
Statements
Regularity of transition densities and ergodicity for affine jump‐diffusions (English)
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9 October 2023
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affine processes
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exponential ergodicity
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strong Feller property
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total variation norm
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transition density
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0.8011675477027893
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0.7886078357696533
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0.7770337462425232
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0.7768946290016174
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0.7718489766120911
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