Showing 2021Show all
2 papers · 1 filter
math.PR2021
Continuous Time Mixed State Branching Processes and Stochastic Equations
Shukai Chen, Zenghu Li
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique so…
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…