Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations (Q3567049)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations |
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Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations (English)
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10 June 2010
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birth and death process
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chemical Langevin equation
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finite difference method
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Gillespie algorithm
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mean exit time
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square root process
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stochastic differential equation
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thermodynamic limit
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