In this paper, we construct first- and second-order weak split-step approximations for the solutions of the Wright–Fisher equation. The discretization schemes use the generation of, respectively, two- and three-valued random variables at each discretization step. The accuracy of constructed approximations is illustrated by several simulation examples
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Weak approximations have been developed to calculate the value of func-tionals of stochastic differe...
AbstractWe study the asymptotic behavior of weak solutions to the stochastic 3D Navier–Stokes-α mode...
In this paper, we construct first- and second-order weak split-step approximations for the solutions...
In this paper, we construct second-order weak split-step approximations of the CKLS and CEV processe...
In this paper, we construct second-order weak split-step approximations of the CKLS and CEV processe...
We construct weak approximations of the Wright-Fisher model and illustrate their accuracy by simulat...
ABSTRACT. We study a class of processes that are akin to the Wright-Fisher model, with transition pr...
Consider the simplest Wright- Fisher diffusion process which is a model for depicting fluctuations...
We propose new jump-adapted weak approximation schemes for stochas-tic differential equations driven...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
We consider a general class of high order weak approximation schemes for stochastic differential equ...
AbstractWe prove that the sequence of stochastic processes obtained from Wright-Fisher models by tra...
AbstractA convergence theorem for the continuous weak approximation of the solution of stochastic di...
AbstractWe investigate the accuracy of approximation of E[φ(u(t))], where {u(t):t∈[0,∞)} is the solu...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Weak approximations have been developed to calculate the value of func-tionals of stochastic differe...
AbstractWe study the asymptotic behavior of weak solutions to the stochastic 3D Navier–Stokes-α mode...
In this paper, we construct first- and second-order weak split-step approximations for the solutions...
In this paper, we construct second-order weak split-step approximations of the CKLS and CEV processe...
In this paper, we construct second-order weak split-step approximations of the CKLS and CEV processe...
We construct weak approximations of the Wright-Fisher model and illustrate their accuracy by simulat...
ABSTRACT. We study a class of processes that are akin to the Wright-Fisher model, with transition pr...
Consider the simplest Wright- Fisher diffusion process which is a model for depicting fluctuations...
We propose new jump-adapted weak approximation schemes for stochas-tic differential equations driven...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
We consider a general class of high order weak approximation schemes for stochastic differential equ...
AbstractWe prove that the sequence of stochastic processes obtained from Wright-Fisher models by tra...
AbstractA convergence theorem for the continuous weak approximation of the solution of stochastic di...
AbstractWe investigate the accuracy of approximation of E[φ(u(t))], where {u(t):t∈[0,∞)} is the solu...
We present an abstract framework for analyzing the weak error of fully discrete approximation scheme...
Weak approximations have been developed to calculate the value of func-tionals of stochastic differe...
AbstractWe study the asymptotic behavior of weak solutions to the stochastic 3D Navier–Stokes-α mode...
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