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Original Articles

Extension Of Dale's Moment Conditions With Application To The Wright–fisher Model

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Pages 255-267 | Received 29 May 2002, Accepted 07 Oct 2002, Published online: 11 Mar 2013

References

  • Dale , A.I. 1987 . Two-dimensional moment problems . Math. Sci. , 12 : 21 – 29 .
  • Ethier , S.N. and Kurtz , T.G. 1986 . Markov Processes: Characterization and Convergence New York : John Wiley & Sons, Inc. .
  • Feller , W. 1965 . An Introduction to Probability Theory and Its Applications Vol. 2 , New York : John Wiley & Sons, Inc. .
  • Helmes , K. , Röhl , S. and Stockbridge , R.H. 2001 . Computing moments of the exit time distribution for Markov processes by linear programming . Oper. Res. , 49 : 516 – 530 .
  • Helmes , K. and Stockbridge , R.H. 2000 . Numerical comparison of controls and verification of optimality for stochastic control problems . J. Optim. Th. Appl. , 106 : 107 – 127 .
  • Helmes , K. and Stockbridge , R.H. 2001 . Numerical evaluation of resolvents and Laplace transforms of Markov processes . Math. Methods Oper. Res. , 53 : 309 – 331 .
  • Röhl , S. “ Ein linearer Programmierungsansatz zur Lo¨sung von Stopp- und Steuerungsproblemen ” . 1 – 114 . Berlin, Germany : Humboldt-Universität zu Berlin .
  • Schwerer , E. 2001 . A linear programming approach to the steady-state analysis of reflected Brownian motion . Stoch. Models , 17 : 341 – 368 .

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