ON THE MARTINGALE EXTENSION OF LIMITING DIFFUSION IN POPULATION GENETICS

The limiting diffusion of special diploid model can be defined as a discrete generator for the rescaled Markov chain. Choi([2]) defined the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. and showed the martingale property on this operator and measure. Let $P_{\rho}$ be the unique solution of the martingale problem for $\mathcal{L}_0$ starting at ${\rho}$ and ${\pi}_1,{\pi}_2,{\cdots},{\pi}_n$ the projection of $E^n$ on $x_1,x_2,{\cdots},x_n$. In this note we define $$dQ_{\rho}=S_tdP_{\rho}$$ and show that $Q_{\rho}$ solves the martingale problem for $\mathcal{L}_{\pi}$ starting at ${\rho}$.