Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics
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Publication:2909532
DOI10.1137/110840546zbMath1262.60072arXiv1107.2181OpenAlexW2962834951MaRDI QIDQ2909532
Desmond J. Higham, David F. Anderson
Publication date: 30 August 2012
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2181
Computational methods in Markov chains (60J22) Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Biochemistry, molecular biology (92C40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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