An efficient finite difference method for parameter sensitivities of continuous time Markov chains (Q4903756)

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scientific article; zbMATH DE number 6128696
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    An efficient finite difference method for parameter sensitivities of continuous time Markov chains
    scientific article; zbMATH DE number 6128696

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      An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains (English)
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      24 January 2013
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      continuous-time Markov chain
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      random time change
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      parameter sensitivities
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      finite differences
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      Gillespie algorithm
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      next reaction method
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