Strong convergence and stationary distribution of an explicit scheme for the Wright–Fisher model
Lin Chen, Siqing Gan
Topics & Concepts
MathematicsLipschitz continuityTruncation (statistics)Bounded functionConvergence (economics)Truncation errorApplied mathematicsTransformation (genetics)Distribution (mathematics)Scheme (mathematics)Mathematical analysisRate of convergenceComputer scienceStatisticsBiochemistryChemistryEconomicsGeneEconomic growthComputer networkChannel (broadcasting)Differential Equations and Numerical MethodsStochastic processes and financial applicationsFluid Dynamics and Turbulent Flows