{
  "id": "1807.09935",
  "version": "v1",
  "published": "2018-07-26T03:21:46.000Z",
  "updated": "2018-07-26T03:21:46.000Z",
  "title": "On the Validity of the Girsanov Transformation Method for Sensitivity Analysis of Stochastic Chemical Reaction Networks",
  "authors": [
    "Ting Wang",
    "Muruhan Rathinam"
  ],
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-07-26T03:21:46.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J27",
      "60J28",
      "60G09",
      "65C05"
    ],
    "keywords": [
      "stochastic chemical reaction networks",
      "girsanov transformation method",
      "exponential integrability conditions",
      "parametric sensitivity analysis"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}