Multi-level Monte Carlo for stochastically modeled chemical kinetic systems , part1

10 November 2011
Mike Giles
In these two talks we will look at a recent paper by David Anderson and Des Higham: This paper takes the Multilevel Monte Carlo method which I developed in 2006 for Brownian SDEs, and comes up with an elegant way of applying it to stochastic biochemical reaction networks. In this meeting
  • Stochastic Numerics Seminar