Analysis of Petri Net Models through Stochastic Differential Equations

DOI10.1007/978-3-319-07734-5_15zbMath1410.68247arXiv1404.0975OpenAlexW47212616WikidataQ62048437 ScholiaQ62048437MaRDI QIDQ5166769

Alessio Angius, Roberta Sirovich, Gianfranco Balbo, Enrico Bibbona, Marco Beccuti, Andras Horvath

Publication date: 8 July 2014

Published in: Application and Theory of Petri Nets and Concurrency (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0975

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Models and methods for concurrent and distributed computing (process algebras, bisimulation, transition nets, etc.) (68Q85) Applications of continuous-time Markov processes on discrete state spaces (60J28) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

Related Items (4)

Individuals, populations and fluid approximations: a Petri net based perspective ⋮ Fluid approximation of Petri net models with relatively small populations ⋮ Approximation and inference methods for stochastic biochemical kinetics—a tutorial review ⋮ Approximate analysis of biological systems by hybrid switching jump diffusion

Uses Software

• GreatSPN

Cites Work

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• Strong approximation theorems for density dependent Markov chains
• Markov Chains
• Solutions of ordinary differential equations as limits of pure jump markov processes

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