Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Positive Harris recurrence and exponential ergodicity of the basic
  affine jump-diffusion   In this paper we find the transition densities of the basic affine
jump-diffusion (BAJD), which is introduced by Duffie and Garleanu [D. Duffie
and N. Garleanu, Risk and valuation of collateralized debt obligations,
Financial Analysts Journal 57(1) (2001), pp. 41--59] as an extension of the CIR
model with jumps. We prove the positive Harris recurrence and exponential
ergodicity of the BAJD. Furthermore we prove that the unique invariant
probability measure $\pi$ of the BAJD is absolutely continuous with respect to
the Lebesgue measure and we also derive a closed form formula for the density
function of $\pi$.

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The categories of this paper are: mtrl-th
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The categories of this paper are: nucl-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: hep-ex
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The categories of this paper are: patt-sol
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The categories of this paper are: plasm-ph
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The categories of this paper are: ao-sci
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The categories of this paper are: q-bio
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The categories of this paper are: chem-ph
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The categories of this paper are: funct-an
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The categories of this paper are: hep-ph
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The categories of this paper are: hep-th
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The categories of this paper are: bayes-an
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The categories of this paper are: hep-lat
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The categories of this paper are: physics
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The categories of this paper are: alg-geom