On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks

DOI10.1080/17442508.2021.1873341zbMath1496.60079arXiv1807.09935OpenAlexW3121451696MaRDI QIDQ5086727

Ting Wang, Muruhan Rathinam

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.09935

zbMATH Keywords

sensitivity analysisexponential integrabilityGirsanov transformationchemical reaction networks

Mathematics Subject Classification ID

Classical flows, reactions, etc. in chemistry (92E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Continuous-time Markov processes on discrete state spaces (60J27)

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