24 citations · 69 across the 15 of their papers we have counts for
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math.OC2015
Optimal control of Markov jump processes : Asymptotic analysis, algorithms and applications to the modelling of chemical reaction systems
Wei Zhang, Carsten Hartmann, Max von Kleist
Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master e…
math.PR2015★ 24 cited
Importance sampling in path space for diffusion processes with slow-fast variables
Carsten Hartmann, Christof Schütte, Marcus Weber +1
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling i…