# Stationarity and ergodicity for an affine two factor model

@article{Barczy2013StationarityAE,
title={Stationarity and ergodicity for an affine two factor model},
author={M{\'a}ty{\'a}s Barczy and Leif Doering and Zenghu Li and G. Pap},
journal={arXiv: Probability},
year={2013},
pages={878-898}
}
• Mátyás Barczy, +1 author G. Pap
• Published 2013
• Mathematics, Economics
• arXiv: Probability
• We study the existence of a unique stationary distribution and ergodicity for a 2-dimensional affine process. The first coordinate is supposed to be a so-called alpha-root process with \alpha\in(1,2]. The existence of a unique stationary distribution for the affine process is proved in case of \alpha\in(1,2]; further, in case of \alpha=2, the ergodicity is also shown.

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