An Efficient Finite Difference Method for Parameter Sensitivities of Continuous Time Markov Chains (Q4903756)
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scientific article; zbMATH DE number 6128696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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