• 대한수학회보
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• 제41권2호
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• pp.337-345
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• 2004

In allelic model X = ($\chi_1\chi$_2ㆍㆍㆍ, \chi_d$), M_f(t) = f(p(t)) - ${{\int^t}_0}\;Lf(p(t))ds$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show existence and uniqueness of solution for stochastic differential equation and martingale problem associated with mean vector. Also, we examine that if the operator related to this martingale problem is connected with Markov processes under certain circumstance, then this operator must satisfy the maximum principle.

• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.455-460
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• 2007

In allelic model $X=(x_1,\;x_2,\;{\cdots},\;x_d)$, $$M_f(t)=f(p(t))-{\int}_0^t\;Lf(p(t))ds$$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we try to apply diffusion processes for countable-allelic model in population genetic model and we can define a new diffusion operator $L^*$. Since the martingale problem for this operator $L^*$ is related to diffusion processes, we can define a integral which is combined with operator $L^*$ and a bilinar form $<{\cdot},{\cdot}>$. We can find properties for this integral using maximum principle.

• Journal of applied mathematics & informatics
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• 제15권1_2호
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• pp.415-423
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• 2004

In allelic model X = ($x_1,\;x_2,...x_{d}$), $M_f(t)$= f(p(t)) - ${{\int}^{t}}_0$Lf(p(t))ds is a P-martingale for diffusion operator L under the certain conditions. In this note, we can show uniqueness of martingale problem associated with mean vector and obtain a complete description of ergodic property by using of the semigroup method.

• Journal of applied mathematics & informatics
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• 제28권3_4호
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• pp.1003-1008
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• 2010

In allelic model $X\;=\;(x_1,\;x_2,\;\cdots,\;x_d)$, $$M_f(t)\;=\;f(p(t))\;-\;\int_0^t\;Lf(p(t))ds$$ is a P-martingale for diffusion operator L under the certain conditions. In this note, we define $T_tf\;=\;E_{p_0}^{p^*}\;[f((P(t))]$ for $t\;{\geq}\;0$ for using a new diffusion operator $L^*$ and we show the diffusion relations between $T_t$ and diffusion operator $L^*$.