Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model
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Publication:6098976
DOI10.1016/j.cam.2022.115017MaRDI QIDQ6098976
Publication date: 19 June 2023
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
stationary distributionWright-Fisher modelstrong convergence rateLamperti smooth sloping truncation scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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