ON THE MARTINGALE PROPERTY OF LIMITING DIFFUSION IN SPECIAL DIPLOID MODEL

Won Choi
2013 Journal of Applied Mathematics and Informatics  
Choi [1] identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. In this note, we define the operator of projection St on limiting diffusion and new measure dQ = StdP . We show the martingale property on this operator and measure. Also we conclude that the martingale problem for diffusion operator of projection is well-posed.
doi:10.14317/jami.2013.241 fatcat:4c2gq7bohjdunkg2pbbez3goru