Drift-Implicit Multi-Level Monte Carlo Tau-Leap Methods for Stochastic Reaction Networks

In biochemical systems, stochastic e↵ects can be caused by the presence of small numbers of certain reactant molecules. In this setting, discrete state-space and stochastic simulation approaches were proved to be more relevant than continuous state-space and deterministic ones. These stochastic mode...

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Bibliographic Details
Main Author: Ben Hammouda, Chiheb
Other Authors: Tempone, Raul
Language:en
Published: 2015
Subjects:
Online Access:http://hdl.handle.net/10754/552677