(1+1)-仿射过程的强费勒和遍历性质

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Applied Probability Pub Date : 2023-03-14 DOI:10.1017/jpr.2022.100

Shukai Chen, Zenghu Li

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引用次数: 2

摘要

摘要证明了(1+1)-仿射过程跃迁概率变化的一些估计。根据这些估计，我们推导出过程总变异距离的强费勒和遍历性质。关键策略是利用随机方程的强解对若干马尔可夫耦合进行路径构造和分析。

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Strong feller and ergodic properties of the (1+1)-affine process

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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来源期刊

Journal of Applied Probability 数学-统计学与概率论

CiteScore

1.50

自引率

10.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.