Exponential ergodicity for general continuous-state nonlinear branching processes

Pei Sen Li, Jian Wang

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Abstract

By combining the coupling by reflection for Brownian motion with the refined basic coupling for Poisson random measure, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the L1-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.

Original languageEnglish
Article number125
Pages (from-to)1-25
Number of pages25
JournalElectronic Journal of Probability
Volume25
DOIs
Publication statusPublished - 2020

Keywords

  • Continuous-state nonlinear branching process
  • Coupling
  • Exponential ergodicity
  • Strong ergodicity

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