Under mild growth and regularity conditions on reaction rates, the stacked coupling for finite-difference sensitivity estimators has O(ε) variance, extending the classic global-Lipschitz result to binary and time-dependent reaction networks.
Anderson, Timo Sepp¨ al¨ ainen, and Benedek Valk´ o.Introduction to Probability
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Variance of finite difference methods for reaction networks with non-Lipschitz rate functions
Under mild growth and regularity conditions on reaction rates, the stacked coupling for finite-difference sensitivity estimators has O(ε) variance, extending the classic global-Lipschitz result to binary and time-dependent reaction networks.