Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics

David F. Anderson, Desmond J. Higham. Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics. Multiscale Modeling & Simulation, 10(1):146-179, 2012. [doi]

Authors

David F. Anderson

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Desmond J. Higham

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