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- W2019588534 abstract "A certain class of stochastic differential equations, containing the Cox–Ingersoll–Ross model and the geometric Brownian motion, is considered. The corresponding solutions are approximated weakly by discrete-time population-size-dependent Galton–Watson processes with immigration. The long-time behavior of the limiting processes is also investigated." @default.
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- W2019588534 date "2010-02-10" @default.
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- W2019588534 title "Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes" @default.
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- W2019588534 doi "https://doi.org/10.1080/07362990903136496" @default.
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