Diffusion approximations to linear stochastic difference equations with stationary coefficients

DOI10.2307/3213260zbMath0364.60097OpenAlexW4254123358MaRDI QIDQ4139429

John H. Gillespie, Harry A. Guess

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213260

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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