Wright–Fisher Diffusion in One Dimension
Wright–Fisher Diffusion in One Dimension
We analyze the diffusion processes associated to equations of Wright–Fisher type in one spatial dimension. These are associated to the degenerate heat equation $\partial_{t}u=a(x)\partial_{x}^{2}u+b(x)\partial_{x}u$ on the interval $[0,1]$, where $a(x)>0$ on the interior and vanishes simply at the end points and $b(x)\partial_{x}$ is a vector field which is inward pointing …