Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics

DOI10.1137/140998111zbMath1355.92046arXiv1412.1005OpenAlexW2963273107MaRDI QIDQ3179330

Ting Wang, Muruhan Rathinam

Publication date: 21 December 2016

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1005

zbMATH Keywords

variance analysisstochastic equationsfinite difference methodMonte Carlo methodsasymptotic analysisparametric sensitivityGirsanov transformationstochastic chemical kinetics

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Classical flows, reactions, etc. in chemistry (92E20) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (5)

On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks ⋮ Steady-State Sensitivity Analysis of Continuous Time Markov Chains ⋮ Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations ⋮ Convergence of the likelihood ratio method for linear response of non-equilibrium stationary states ⋮ Multiscale Global Sensitivity Analysis for Stochastic Chemical Systems

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