Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes (Q5305285)

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scientific article; zbMATH DE number 5685291
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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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