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The algorithms of the continuous time Monte Carlo
Matematičeskoe modelirovanie, Tome 6 (1994) no. 2, pp. 47-60 Cet article a éte moissonné depuis la source Math-Net.Ru

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In this paper the different algorithms of continuous time Monte Carlo methods are considered. These methods are based on Marcov jump processes and well known direct simulation methods can be obtained from them by discretization of time variable and decomposition of operators of master equations. Also the results of numerical experiments illustrating the relations of different methods are given. 
@article{MM_1994_6_2_a3,
     author = {A. I. Khisamutdinov and L. L. Sidorenko},
     title = {The algorithms of the continuous time {Monte} {Carlo}},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {47--60},
     year = {1994},
     volume = {6},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_1994_6_2_a3/}
}
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A. I. Khisamutdinov; L. L. Sidorenko. The algorithms of the continuous time Monte Carlo. Matematičeskoe modelirovanie, Tome 6 (1994) no. 2, pp. 47-60. http://geodesic.mathdoc.fr/item/MM_1994_6_2_a3/