Details of Research Outputs

In this paper, sufficient conditions are given for the existence of limiting distribution of a conservative affine process on the canonical state space R ×R, where m,n∈Z with m+n>0. Our main theorem extends and unifies some known results for OU-type processes on R and one-dimensional CBI processes (with state space R). To prove our result, we combine analytical and probabilistic techniques; in particular, the stability theory for ODEs plays an important role.