Gene expression is inherently stochastic. Advanced single-cell microscopy techniques together with mathematical models for single gene expression led to important insights in elucidating the sources of intrinsic noise in prokaryotic and eukaryotic cells. In addition to the finite size effects due to low copy numbers, translational bursting is a dominant source of stochasticity in cell scenarios involving few short lived mRNA transcripts with high translational efficiency (as is typically the case for prokaryotes), causing protein synthesis to occur in random bursts. In the context of gene regulation cascades, the Chemical Master Equation (CME) governing gene expression has in general no closed form solution, and the accurate stochastic simulation of the dynamics of complex gene regulatory networks is a major computational challenge. The CME associated to a single gene self regulatory motif has been previously approximated by a one dimensional time dependent partial integral differential equation (PIDE). However, to the best of our knowledge, multidimensional versions for such PIDE have not been developed yet. Here we propose a multidimensional PIDE model for regulatory networks involving multiple genes with self and cross regulations (in which genes can be regulated by different transcription factors) derived as the continuous counterpart of a CME with jump process. The model offers a reliable description of systems with translational bursting. In order to provide an efficient numerical solution, we develop a semilagrangian method to discretize the differential part of the PIDE, combined with a composed trapezoidal quadrature formula to approximate the integral term. We apply the model and numerical method to study sustained stochastic oscillations and the development of competence, a particular case of transient differentiation attained by certain bacterial cells under stress conditions. We found that the resulting probability distributions are distinguishable from those characteristic of other transient differentiation processes. In this way, they can be employed as markers or signatures that identify such phenomena from bacterial population experimental data, for instance. The computational efficiency of the semilagrangian method makes it suitable for purposes like model identification and parameter estimation from experimental data or, in combination with optimization routines, the design of gene regulatory networks under molecular noise.