Article citationsMore>>

Kurtz, T.G. (1982) Representation and Approximation of Counting Processes. In: Advances in Filtering and Optimal Stochastic Control, Lecture Notes in Control and Information Sciences, Vol. 42, Springer, Berlin, 177-191.
https://doi.org/10.1007/BFb0004537

has been cited by the following article:

• TITLE: Effective Finite-Difference Techniques for Estimating Sensitivities for Stochastic Biochemical Systems

  AUTHORS: Fauzia Jabeen, Silvana Ilie

  KEYWORDS: Stochastic Simulation Algorithm, Stochastic Biochemical Kinetics, Sensitivity Analysis

  JOURNAL NAME: Applied Mathematics, Vol.13 No.11, November 24, 2022

  ABSTRACT: Cellular environments are in essence stochastic, owing to the random character of the biochemical reaction events in a single cell. Stochastic fluctuations may substantially contribute to the dynamics of systems with small copy numbers of some biochemical species. Then, stochastic models are indispensable for properly portraying the behaviour of the system. Sensitivity analysis is one of the central tools for studying stochastic models of cellular dynamics. Here, we propose some finite-difference strategies for estimating parametric sensitivities of higher-order moments of the system state for stochastic discrete biochemical kinetic models. To reduce the variance of the sensitivity estimator, we employ various coupling techniques. The advantages of the proposed methods are illustrated in several models of biochemical systems of practical relevance.