A Mathematical Framework for Exact Milestoning
نویسندگان
چکیده
We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.
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ورودعنوان ژورنال:
- Multiscale modeling & simulation : a SIAM interdisciplinary journal
دوره 14 1 شماره
صفحات -
تاریخ انتشار 2016