The Fundamental Solution to the Wright–Fisher Equation

DOI10.1137/090764207zbMath1221.35013OpenAlexW2013712299MaRDI QIDQ3084494

Daniel W. Stroock, Linan Chen

Publication date: 25 March 2011

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090764207

zbMATH Keywords

Itô stochastic differential equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Fundamental solutions to PDEs (35A08) Degenerate parabolic equations (35K65) A priori estimates in context of PDEs (35B45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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