Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes
DOI10.1214/19-AAP1554zbMath1464.37007arXiv1901.05815OpenAlexW3086779640WikidataQ115517756 ScholiaQ115517756MaRDI QIDQ2657935
Martin Friesen, Barbara Rüdiger, Peng Jin
Publication date: 18 March 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.05815
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ergodicity, mixing, rates of mixing (37A25) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)
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