Work

On the Validity of the Girsanov Transformation Method for Sensitivity Analysis of Stochastic Chemical Reaction Networks

Year: 2018

Type: preprint

Abstract: We investigate the validity of the Girsanov Transformation (GT) method for parametric sensitivity analysis of stochastic models of chemical reaction networks. The validity depends on the likelihood ratio process being a martingale and the commutation of a certain derivative with expectation. We derive some exponential integrability conditions which imply both these requirements. We provide further conditions in terms of a reaction network that imply these exponential integrability conditions.

Source: arXiv (Cornell University)

DOI: 10.13016/m2707ws11

Authors: Wang, Ting, Rathinam, Muruhan

Institutions: University of Delaware, University of Maryland, Baltimore County

Language: English

Topic: Gene Regulatory Network Analysis

Subfield: Molecular Biology

Field: Biochemistry, Genetics and Molecular Biology

Domain: Life Sciences

Open Access status: green

OpenAlex ID: W2883173489

Cites: 18

Cited by: 2

Related to: 10