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