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
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© 2011 Springer-Verlag Berlin Heidelberg
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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
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DOI: https://doi.org/10.1007/978-3-642-16632-7_3
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-16631-0
Online ISBN: 978-3-642-16632-7
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