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.
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收藏
页数：20
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