Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations
type: Item
instance of: scholarly article
title: Comparing Hitting Time Behavior of Markov Jump Processes and Their Diffusion Approximations
zbMATH Open document ID: 1202.60138
DOI: 10.1137/090750202
author: Lukasz Szpruch
author: Desmond J. Higham
published in: Multiscale Modeling & Simulation
publication date: 2010-06-10T00:00:00Z
full work available at URL: https://strathprints.strath.ac.uk/13616/
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65J15
zbMATH DE Number: 5719780
zbMATH Keywords: birth and death process
zbMATH Keywords: chemical Langevin equation
zbMATH Keywords: finite difference method
zbMATH Keywords: Gillespie algorithm
zbMATH Keywords: mean exit time
zbMATH Keywords: square root process
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: thermodynamic limit
MaRDI profile type: Publication
OpenAlex ID: W2132393821
description: scientific article