Diffusion approximations to linear stochastic difference equations with stationary coefficients

DOI10.2307/3213260MaRDI QIDQ4139429zbMATH OpenOpenAlexFDO

Authors John H. Gillespie, Harry A. Guess

Publication date 1977

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213260

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stationary stochastic processes (60G10) Stochastic integrals (60H05)

Cited in

(17)

• Approximate solution methods for linear stochastic difference equations
• Harvesting in a random environment: Itô or Stratonovich calculus?
• The effective size of fluctuating populations.
• Convergence to diffusions with regular boundaries
• From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics
• Environmental variation, fluctuating selection and genetic drift in subdivided populations
• Population models with environmental stochasticity
• Weak convergence of discrete time non-Markovian processes related to selection models in population genetics
• Diffusion models for chemotaxis: A statistical analysis of noninteractive unicellular movement
• An analysis of neutral-alleles and variable-environment diffusion models
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
• Rough path recursions and diffusion approximations
• Itô versus Stratonovich calculus in random population growth
• Random environments and stochastic calculus
• Population growth in random environments
• A general model to account for enzyme variation in natural populations. V. The SAS-CFF model
• Weak convergence of a sequence of stochastic difference equations to a stochastic ordinary differential equation

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