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Showing 2021 · math.PRShow all
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math.PR2021
Ergodic and strong Feller properties of affine processes
Shukai Chen, Zenghu Li
For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties f…
math.PR2021★ 2 cited
Well-posedness of martingale problem for SBM with interacting branching
Lina Ji, Jie Xiong, Xu Yang
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using th…