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Coupling methods and exponential ergodicity for two-factor affine processes

Bao, JH; Wang, J

Wang, J (通讯作者),Fujian Normal Univ, Sch Math & Stat, Fuzhou 350007, Peoples R China.;Wang, J (通讯作者),Fujian Normal Univ, Fujian Key Lab Math Anal & Applicat FJKLMAA, Fuzhou 350007, Peoples R China.;Wang, J (通讯作者),Fujian Normal Univ, Ctr Appl Math Fujian Prov FJNU, Fuzhou 350007, Peoples R China.

MATHEMATISCHE NACHRICHTEN, 2023; 296 (5): 1716

Abstract

In this paper, by invoking the coupling approach, we establish exponential ergodicity under the L-1-Wasserstein distance for two-factor affine process......

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