{"title":"On stochastic approximation methods in genetics","authors":"G. Orman","doi":"10.1109/ITI.2004.242820","DOIUrl":null,"url":null,"abstract":"As it is known a precise definition of the Brownian motion involves a measure on the path space, such that it is possible to put the Brownian motion on a firm mathematical foundation. In this paper we refer to an application of asymptotic theory of stochastic differential equations in mathematical genetics. The construction of the Brownian motion as a limit of a rescaled random walk can be generalized to a class of Markov chains","PeriodicalId":320305,"journal":{"name":"26th International Conference on Information Technology Interfaces, 2004.","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2004-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"26th International Conference on Information Technology Interfaces, 2004.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ITI.2004.242820","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
As it is known a precise definition of the Brownian motion involves a measure on the path space, such that it is possible to put the Brownian motion on a firm mathematical foundation. In this paper we refer to an application of asymptotic theory of stochastic differential equations in mathematical genetics. The construction of the Brownian motion as a limit of a rescaled random walk can be generalized to a class of Markov chains
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