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A boundary preserving numerical scheme for the Wright-Fisher model - MaRDI portal

A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295)

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A boundary preserving numerical scheme for the Wright-Fisher model
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    A boundary preserving numerical scheme for the Wright-Fisher model (English)
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    27 September 2017
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    explicit numerical scheme
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    semi-discrete method
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    nonlinear SDEs
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    strong approximation error
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    boundary preserving numerical algorithm
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    Wright-Fisher model
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