Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics (Q3179330)

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Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics
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    Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics (English)
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    21 December 2016
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    stochastic chemical kinetics
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    stochastic equations
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    Girsanov transformation
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    Monte Carlo methods
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    asymptotic analysis
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    parametric sensitivity
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    finite difference method
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    variance analysis
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