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"Exact simulation of continuous time Markov jump processes with ..."

Peter A. Maginnis, Matthew West, Geir E. Dullerud (2014)

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DOI: 10.1109/CDC.2014.7039916

access: closed

type: Conference or Workshop Paper

metadata version: 2019-06-02

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  - conf/cdc/MaginnisWD14
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Peter A. Maginnis, Matthew West, Geir E. Dullerud:
Exact simulation of continuous time Markov jump processes with anticorrelated variance reduced Monte Carlo estimation. CDC 2014: 3401-3407

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