Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes (Q5305285)
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scientific article; zbMATH DE number 5685291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes |
scientific article; zbMATH DE number 5685291 |
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Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes (English)
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19 March 2010
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stochastic differential equation
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weak convergence
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martingale problem
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Galton-Watson process
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population-size dependent branching
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Cox-Ingersoll-Ross model
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discrete time discrete space approximation
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