4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.PR2016
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
Duc Hoang Luu, Tat Dat Tran, Jürgen Jost
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe…
math.AP2014★ 4 cited
A hierarchical extension scheme for backward solutions of the Wright-Fisher model
Julian Hofrichter, Tat Dat Tran, Jürgen Jost
We develop an iterative global solution scheme for the backward Kolmogorov equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model des…