Weak Approximations of the Wright-Fisher Process

被引：1

作者：

Mackevicius, Vigirdas ^{[1
]}

Mongirdaite, Gabriele ^{[1
]}

机构：

[1] Vilnius Univ, Inst Math, Fac Math & Informat, Naugarduko 24, LT-03225 Vilnius, Lithuania

来源：

MATHEMATICS | 2022年 / 10卷 / 01期

关键词：

weak approximations; split-step; Wright-Fisher equation; Jacobi equation; TERM STRUCTURE;

D O I：

10.3390/math10010125

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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 approximations is illustrated by several simulation examples.

引用

页数：20

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