Approximation of SEDs by population-size-dependent Galton-Watson processes

DOI10.1080/07362990903136496MaRDI QIDQ5305285zbMATH OpenOpenAlexFDO

Authors Henryk Zähle

Publication date 19 March 2010

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990903136496

zbMATH Keywords

Cox-Ingersoll-Ross modeldiscrete time discrete space approximationGalton-Watson processmartingale problempopulation-size dependent branchingstochastic differential equationweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(3)

• Some results on population-size-dependent Galton-Watson processes
• An approximation of populations on a habitat with large carrying capacity
• Weak approximation of SDEs by discrete-time processes

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