Abstract
AbstractWe prove some estimates for the variations of transition probabilities of the (1+1)-affine process. From these estimates we deduce the strong Feller and the ergodic properties of the total variation distance of the process. The key strategy is the pathwise construction and analysis of several Markov couplings using strong solutions of stochastic equations.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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