Skip to main content

One Dimensional Diffusions

  • 2562 Accesses

Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 2012)

Abstract

In this chapter we are going to remind ourselves of some useful facts about one–dimensional diffusions. It is not an exhaustive study. Excellent references for this material are Karlin and Taylor (1981) and Knight (1981). We start in a fairly general setting.

Keywords

  • Brownian Motion
  • Stationary Distribution
  • Stochastic Differential Equation
  • Speed Measure
  • Natural Scale

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

This is a preview of subscription content, access via your institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   49.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alison Etheridge .

Rights and permissions

Reprints and Permissions

Copyright information

© 2011 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Etheridge, A. (2011). One Dimensional Diffusions. In: Some Mathematical Models from Population Genetics. Lecture Notes in Mathematics(), vol 2012. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16632-7_3

Download citation