Error Analysis for D-Leaping Scheme of Chemical Reaction System with Delay

DOI10.1137/17M1118464zbMath1386.60192OpenAlexW2778854814MaRDI QIDQ4601614

Chuchu Chen, Di Liu

Publication date: 17 January 2018

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1118464

zbMATH Keywords

Malliavin calculusPoisson random measurestochastic delay differential equationweak convergence orderD-leapingmean-square strong convergence order

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic calculus of variations and the Malliavin calculus (60H07) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Ergodic Approximation to Chemical Reaction System with Delay

Cites Work

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