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]
@article{AndersonH12,
title = {Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics},
author = {David F. Anderson and Desmond J. Higham},
year = {2012},
doi = {10.1137/110840546},
url = {http://dx.doi.org/10.1137/110840546},
researchr = {https://researchr.org/publication/AndersonH12},
cites = {0},
citedby = {0},
journal = {Multiscale Modeling & Simulation},
volume = {10},
number = {1},
pages = {146-179},
}