Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
권호 표지

ON THE MARTINGALE PROBLEM AND SYMMETRIC DIFFUSION IN POPULATION GENETICS

  • Choi, Won (Department of Mathematics, University of Incheon) ;
  • Joung, Yoo-Jung (Department of Mathematics, University of Incheon)
  • 투고 : 2009.11.10
  • 심사 : 2010.02.17
  • 발행 : 2010.05.30
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초록

In 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 certain conditions. In this note, we define $T_tf\;=\;E_{p_0}^{p^*}\;[f((P(t))]$ for $t\;{\geq}\;0$ for using a new diffusion operator $L^*$ and we show the diffusion relations between $T_t$ and diffusion operator $L^*$.

키워드

과제정보

연구 과제 주관 기관 : University of Incheon

참고문헌

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