Continuous Approximations of Stochastic Evolutionary Game Dynamics

@article{Corradi2000ContinuousAO,
  title={Continuous Approximations of Stochastic Evolutionary Game Dynamics},
  author={Valentina Corradi and Rajiv Sarin},
  journal={J. Economic Theory},
  year={2000},
  volume={94},
  pages={163-191}
}
Continuous approximations that are ordinary differential equations (ODEs) or stochastic differential equations (SDEs) are often used to study the properties of discrete stochastic processes. We show that different ways of taking the continuous limit of the same model may result in either an ODE or a SDE and study the manner in which each approximates the discrete model. We compare the asymptotic properties of the continuous equations with those of the discrete dynamics and show that they tend… CONTINUE READING

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