# 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} }

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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