Multilevel hybrid Chernoff tau-leap

Published 2015 View Full Article

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Title
Multilevel hybrid Chernoff tau-leap
Authors
Keywords
Stochastic reaction networks, Continuous time Markov chains, Multilevel Monte Carlo, Hybrid simulation methods, Chernoff tau-leap, Dual-weighted estimation, Strong error estimation, Global error control, Computational Complexity, 60J75, 60J27, 65G20, 92C40
Journal
BIT NUMERICAL MATHEMATICS
Volume 56, Issue 1, Pages 189-239
Publisher
Springer Nature
Online
2015-04-07
DOI
10.1007/s10543-015-0556-y
References
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