Exponential ergodicity for general continuous-state nonlinear branching processes
Probability
2019-09-16 v1
Abstract
By using the coupling technique, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the -Wasserstein distance and the total variation norm, where the drift term is dissipative only for large distance, and either diffusion noise or jump noise is allowed to be vanished. Sufficient conditions for the corresponding strong ergodicity are also established.
Cite
@article{arxiv.1909.06277,
title = {Exponential ergodicity for general continuous-state nonlinear branching processes},
author = {Pei-Sen Li and Jian Wang},
journal= {arXiv preprint arXiv:1909.06277},
year = {2019}
}
Comments
23 pages