논문KCI 등재
The application of stochastic differential equations
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Abstract
In multi-allelic model X=(x_1 ,x_2 ,cdots ,x_d ),[M_f(t)=f(p(t))-int_0^t Lf(p(t))ds]is a P-martingale for diffusion operator L under the certainconditions. In this note, we examine the stochastic differentialequation for model X and find the properties using stochasticdifferential equation.
관련 논문AI추천
On fuzzy stochastic differential equations김재희대한수학회 · 대한수학회지2005 · 제42권 제1호The application of stochastic analysis to countable allelic diffusion model최원대한수학회 · 대한수학회보2004 · 제41권 제2호A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS(SDES) WITH JUMPS DERIVED BY PARTICLE REPRESENTATIONSHye-Jeong Kang, Youngmee Kwon대한수학회 · 대한수학회지2005 · 제42권 제2호The uniqueness of the solutions for stochastic differential equations김영호장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2011 · 제14권 제4호On the support of an Ito diffusion process in the stochastic differential equations(SDEs)R. Farnoosh, R. Rezaeyan장전수학회 · Advanced Studies in Contemporary Mathematics2011 · 제21권 제3호Stochastic Calculus for Analogue of Wiener Process김재희, 임만규한국수학교육학회 · 이론수학과 교직수학2007 · 제14권 제4호
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