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Strong feller and ergodic properties of the (1+1)-affine process
Published online by Cambridge University Press: 14 March 2023
Abstract
We 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.
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- © The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust
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