Multilevel Monte Carlo for continuous time Markov Chains, with applications in biochemical kinetics

Multiscale Modeling and Simulation

Volumn 10, Issue 1, 2012, Pages 146-179

  Anderson, David F ^a   Higham, Desmond J ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Computational complexity; Continuous time Markov chain; Gillespie; Next reaction method; Random time change; Reaction network; Tau leaping; Variance

Indexed keywords

CONTINUOUS TIME MARKOV CHAIN; GILLESPIE; REACTION METHOD; REACTION NETWORK; TAU-LEAPING; TIME CHANGE; VARIANCE;

ALGORITHMS; COMPUTATIONAL COMPLEXITY; CONTINUOUS TIME SYSTEMS; DISCRETE EVENT SIMULATION; ESTIMATION; MONTE CARLO METHODS; STOCHASTIC MODELS;

MARKOV PROCESSES;

EID: 84861518013     PISSN: 15403459     EISSN: 15403467     Source Type: Journal    
DOI: 10.1137/110840546     Document Type: Article

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