Ergodic and strong Feller properties of affine processes

Abstract

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 for Lévy-driven OU-processes and a coupling of CBI-processes constructed by stochastic equations driven by time-space noises. Then the strong Feller property is considered.