Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments
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DOI: 10.1007/s10959-022-01211-y
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References listed on IDEAS
- Luo, Dejun & Wang, Jian, 2019. "Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3129-3173.
- Hui He & Zenghu Li & Wei Xu, 2018. "Continuous-State Branching Processes in Lévy Random Environments," Journal of Theoretical Probability, Springer, vol. 31(4), pages 1952-1974, December.
- Li, Zenghu & Ma, Chunhua, 2015. "Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 3196-3233.
- Jianhai Bao & Feng‐Yu Wang & Chenggui Yuan, 2020. "Ergodicity for neutral type SDEs with infinite length of memory," Mathematische Nachrichten, Wiley Blackwell, vol. 293(9), pages 1675-1690, September.
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Keywords
Exponential ergodicity; Wasserstein distance; Branching process; Random environment; Superprocess;All these keywords.
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