A boundary preserving numerical scheme for the Wright-Fisher model (Q2406295): Difference between revisions

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+Semi-discrete approximations for stochastic differential equations and applications
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+On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method
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+Approximating explicitly the mean-reverting CEV process
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+A boundary preserving numerical algorithm for the Wright-Fisher model with mutation
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+Allele frequencies in multidimensional Wright-Fisher models with a general symmetric mutation structure
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+Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations
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