






















Abstract:We study the strong Feller property and irreducibility for continuous-state nonlinear branching processes defined as solutions to stochastic differential equations with jumps. Due to boundary degeneracy and discontinuous jump coefficients, classical methods do not apply. We develop a pathwise approach combining state-dependent time change, truncated auxiliary processes, and localized coupling to establish these two properties. As applications, we obtain exponential convergence to a unique quasi-stationary distribution in the absorbing case, and uniform exponential ergodicity in the non-absorbing case. This pathwise approach is flexible and can be adapted to a broader class of jump-diffusions without relying on specific coefficient structures.
From: Pei-Sen Li [view email]
[v1]
Tue, 23 Jun 2026 17:05:57 UTC (33 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。