Weak Approximations of the Wright–Fisher Process
In this paper, we construct first- and second-order weak split-step approximations for the solutions of the Wright–Fisher equation. The discretization schemes use the generation of, respectively, two- and three-valued random variables at each discretization step. The accuracy of constructed approxim...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2022-01-01
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| Serie: | Mathematics |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-7390/10/1/125 |
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