Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation

DOI10.1007/BF00275500zbMath0642.60038WikidataQ52428690 ScholiaQ52428690MaRDI QIDQ1101773

Masaru Iizuka

Publication date: 1987

Published in: Journal of Mathematical Biology (Search for Journal in Brave)

zbMATH Keywords

population biologystationary Gaussian processesdiscrete-time models in random environmentssolutions of stochastic difference equations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Diffusion processes (60J60)

Related Items

Coalescent process with fluctuating population size and its effective size, Effective population size of a population with stochastically varying size, The effective size of fluctuating populations., Convergence of one-dimensional diffusion processes to a jump process related to population genetics

Cites Work

• Unnamed Item
• Unnamed Item
• Diffusion approximations of some stochastic differential equations. II
• Tightness of probability measures in D([0,T;C) and D([0,T];D)]
• Stationary gene frequency distribution in the environment fluctuating between two distinct states
• Weak convergence of discrete time non-Markovian processes related to selection models in population genetics
• Relaxation of Systems under the Effect of a Colored Noise: Exactly Soluble Models
• Diffusion models of temporally varying selection in population genetics
• On the Weak Convergence of a Sequence of General Stochastic Difference Equations to a Diffusion
• Diffusion approximations to linear stochastic difference equations with stationary coefficients
• Weak convergence of probability measures and random functions in the function space D[0,∞)