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20092026
most citedError analysis of tau-leap simulation methods

74 citations · 74 across the 4 of their papers we have counts for

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6 papers · 1 filter

math.PR2026

A Class of Stochastic Partial Differential Equations with Jumps in Fluid Dynamics: Large and Moderate Deviation Asymptotics

Arnab Ganguly, Padmanabhan Sundar

We establish large and moderate deviation principles for a broad class of nonlinear stochastic partial differential equations driven by multiplicative Poisson random measures in th…

math.PR2025

Asymptotic Analysis of the Total Quasi-Steady State Approximation for the Michaelis--Menten Enzyme Kinetic Reactions

Arnab Ganguly, Wasiur R. KhudaBukhsh

We consider a stochastic model of the Michaelis-Menten (MM) enzyme kinetic reactions in terms of Stochastic Differential Equations (SDEs) driven by Poisson Random Measures (PRMs).…

math.PR2024

Statistical inference for a multiscale stochastic model of enzyme kinetics via propagation of chaos

Arnab Ganguly, Wasiur R. KhudaBukhsh

We study a class of Stochastic Differential Equations (SDEs) with jumps modeling multistage Michaelis--Menten enzyme kinetics, in which a substrate is sequentially transformed into…

math.PR2017

Large Deviations for Small Noise Diffusions in a Fast Markovian Environment

Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional Itô stoch…

math.PR2011

Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales

Arnab Ganguly

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingale…

math.PR2009★ 74 cited

Error analysis of tau-leap simulation methods

David F. Anderson, Arnab Ganguly, Thomas G. Kurtz

We perform an error analysis for numerical approximation methods of continuous time Markov chain models commonly found in the chemistry and biochemistry literature. The motivation…