Weak approximations of Wright-Fisher equation

DOI10.15388/LMR.2021.25217WikidataQ114052279 ScholiaQ114052279MaRDI QIDQ5040821

Gabrielė Mongirdaitė, Vigirdas Mackevičius

Publication date: 18 October 2022

Published in: Lietuvos matematikos rinkinys (Search for Journal in Brave)

zbMATH Keywords

simulationweak approximationWright-Fisher model

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

• Weak approximation of CIR equation by discrete random variables
• Weak approximation of CKLS and CEV processes by discrete random variables
• Affine diffusions and related processes: simulation, theory and applications
• Wright–Fisher Diffusion in One Dimension

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