Geodesic
The algorithms of the continuous time Monte Carlo
Matematičeskoe modelirovanie, Tome 6 (1994) no. 2, pp. 47-60.

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {6},
     number = {2},
     year = {1994},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_1994_6_2_a3/}
}
TY  - JOUR
AU  - A. I. Khisamutdinov
AU  - L. L. Sidorenko
TI  - The algorithms of the continuous time Monte Carlo
JO  - Matematičeskoe modelirovanie
PY  - 1994
SP  - 47
EP  - 60
VL  - 6
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_1994_6_2_a3/
LA  - ru
ID  - MM_1994_6_2_a3
ER  - 
%0 Journal Article
%A A. I. Khisamutdinov
%A L. L. Sidorenko
%T The algorithms of the continuous time Monte Carlo
%J Matematičeskoe modelirovanie
%D 1994
%P 47-60
%V 6
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MM_1994_6_2_a3/
%G ru
%F MM_1994_6_2_a3
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/