17 citations · 21 across the 7 of their papers we have counts for
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math.NA2014★ 1 cited
Efficiency of the Girsanov transformation approach for parametric sensitivity analysis of stochastic chemical kinetics
Ting Wang, Muruhan Rathinam
Most common Monte Carlo methods for sensitivity analysis of stochastic reaction networks are the finite difference (FD), the Girsanov transformation (GT) and the regularized pathwi…
math.NA2014
Convergence of moments of tau leaping schemes for unbounded Markov processes on integer lattices
Muruhan Rathinam
Tau leap schemes were originally designed for the efficient time stepping of discrete state and continuous in time Markov processes arising in stochastic chemical kinetics. Previou…