Multilevel Monte Carlo for Continuous Time Markov Chains,...

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

Anderson, David F., Higham, Desmond J.
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Volume:
10
Language:
english
Journal:
Multiscale Modeling & Simulation
DOI:
10.1137/110840546
Date:
January, 2012
File:
PDF, 392 KB
english, 2012
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