Conditional diffusion models

IR IR (HANDLE)

Search this article

Description

We,consider,a,one-dimensional,diffusion,process,conditioned,by,hitting,times.,We,call,this,process,a,conditional,diffusion,process.,We,obtain,the,generator,of,the,conditional,diffusion,process.,We,compare,the,original,generator,with,that,of,the,conditional,diffusion,process,and,find,a,relation,between,these,generators.,By,using,this,relation,we,show,some,properties,of,the,conditional,diffusion,process.,Our,results,are,applied,to,Bessel,processes,and,diffusion,models,in,population,genetics.,In,population,genetics,the,change,of,gene,frequency,is,approximated,by,a,one-dimensional,diffusion,process,on,[0,1].,We,consider,the,diffusion,model,with,random,sampling,drift,and,stochastic,selection,as,the,stochastic,factors,of,gene,frequency,change.,For,the,case,that,the,gene,in,question,is,surely,lost,from,the,population,or,fiexd,in,the,population,some,properties,of,the,condition!,diffusion,processes,in,population,genetics,have,been,studied.,The,end,points,are,accessible,in,this,case.,Our,results,are,applicable,however,to,the,case,that,the,end,points,are,not,necessary,accessible.

Journal

Details 詳細情報について

Report a problem

Back to top