{"paper":{"title":"Exponential ergodicity of an affine two-factor model based on the $\\alpha$-root process","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Barbara R\\\"udiger, Jonas Kremer, Peng Jin","submitted_at":"2016-07-21T10:35:01Z","abstract_excerpt":"We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called $\\alpha$-root process, which generalizes the well known CIR process. In this paper, we show that this affine two-factor model is exponentially ergodic when $\\alpha\\in(1,2)$."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.06254","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}