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November 2006, Volume 12, Issue 5
- 461-476 Optimal Control and Stochastic Parameter Estimation
by Ngnepieba Pierre & Hussaini M. Y. & Debreu Laurent - 477-493 Parameter estimation in multi particle Lagrangian stochastic models
by Piterbarg Leonid I. - 495-501 An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors
by Sahoo L.N. & Sahoo R.K. & Senapati S.C.
October 2006, Volume 12, Issue 3
- 191-209 First Order Strong Approximations of Jump Diffusions
by Bruti-Liberati Nicola & Nikitopoulos-Sklibosios Christina & Platen Eckhard - 211-229 Exponential bounds for the probability deviations of sums of random fields
by Kurbanmuradov O. & Sabelfeld K. - 231-238 Stratified sampling and quasi-Monte Carlo simulation of Lévy processes
by Leobacher G. - 239-259 A comparison of model selection indices for nested latent class models
by Lin Ting Hsiang - 261-269 Portfolio Resampling in Malaysian Equity Market
by Mansor Siti Nurleena Abu & Baharum Adam & Kamil Anton Abdulbasah - 271-289 Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates with Square-Wave Surface Profiles. Influence of Hole Design and Depositing Particle Surface Diffusion
by Nieto F. J. Rodríguez & Pasquale M. A. & Martins M. E. & Bareilles F.A. & Arvia A. J. - 291-342 A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions
by Wells C. G.
April 2006, Volume 12, Issue 2
- 99-112 A Taylor space for multivariate integration
by Dick Josef - 113-141 Sequential Monte Carlo Techniques for Solving Non-Linear Systems
by Halton John H. - 143-170 Balanced Milstein Methods for Ordinary SDEs
by Kahl Christian & Schurz Henri - 171-186 An importance sampling method based on the density transformation of Lévy processes
by Kawai Reiichiro
March 2006, Volume 12, Issue 1
- 1-17 A best possible upper bound on the star discrepancy of (t, m, 2)-nets
by Dick Josef & Kritzer Peter - 19-45 Explicit stochastic ODE solution methods applied to high-temperature combustion
by Mosbach S. & Kraft M. - 47-54 On the Warnock-Halton quasi-standard error
by Owen Art B. - 55-93 Random Walk on Fixed Spheres for Laplace and Lamé equations
by Sabelfeld K. K. & Shalimova I. A. & Levykin A. I.
December 2005, Volume 11, Issue 4
- 355-384 On the discretization schemes for the CIR (and Bessel squared) processes
by Alfonsi Aurélien - 385-395 Dirichlet Forms in Simulation
by Bouleau Nicolas - 397-406 Investigation of methods of numerical integration with optimal convergence speed
by E.G. Kablukova - 407-446 Functional quantization for numerics with an application to option pricing
by Pagès Gilles & Printems Jacques - 447-462 The discrete-stochastic approaches to solving the linearized Boltzmann equation
by Plotnikov Mikhail & Shkarupa Elena
September 2005, Volume 11, Issue 3
June 2005, Volume 11, Issue 2
- 97-133 Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
by Bally Vlad & Caramellino Lucia & Zanette Antonino - 135-162 Asymptotical behavior of linear congruential generators
by Gerlovina V. & Nekrutkin V. - 163-174 Construction of three-dimensional low discrepancy sequences
by Mori Makoto - 175-197 Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering-Coagulation Equation
by Wells Clive G. & Kraft Markus
March 2005, Volume 11, Issue 1
- 1-14 An ε-Optimal Portfolio with Stochastic Volatility
by Gabih Abdelali & Grecksch Wilfried - 15-37 Stochastic flow simulation in 3D porous media
by Kolyukhin Dmitry & Sabelfeld Karl - 39-55 Grid-based Quasi-Monte Carlo Applications
by Li Yaohang & Mascagni Michael - 57-81 Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation
by Pham Huyên & Runggaldier Wolfgang & Sellami Afef - 83-92 On global sensitivity analysis of quasi-Monte Carlo algorithms
by Sobol´ I.M. & Kucherenko S.S.
2004, Volume 10, Issue 3-4
- 183-196 An outline of quasi-probability*: Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically
by Halton John H. - 197-211 QMC techniques for CAT bond pricing
by Albrecher Hansjörg & Hartinger Jürgen & Tichy Robert F. - 221-226 Algorithm of statistical simulation of dynamic systems with distributed change of structure
by Averina T. A. - 235-244 The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term
by Buckwar Evelyn - 287-296 Convergence rate for spherical processes with shifted centres
by Golyandina N. - 345-357 Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers
by Kolyukhin Dmitry - 385-392 Monte Carlo methods for fissured porous media: a gridless approach
by Lejay Antoine - 393-401 Smoothed Transformed Density Rejection
by Leydold Josef & Hörmann Wolfgang - 469-479 Two variants of a stochastic Euler method for homogeneous balance differential equations
by Nekrutkin V. & Potapov P. - 551-558 Quasirandom Sequences in Branching Random Walks
by Rasulov Abdujabor & Karaivanova Aneta & Mascagni Michael - 559-574 Discrete random walk on large spherical grids generated by spherical means for PDEs
by Sabelfeld K. K. & Shalimova I. A. & Levykin A. I. - 599-608 Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media
by Simonov N. A. & Mascagni M. - 617-628 Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation
by Tuffin Bruno
December 2004, Volume 10, Issue 3-4
- 1-1 Foreword
by Sabelfeld Karl - 213-219 Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems
by Alexandov V. & Atanassov E. & Dimov I. - 227-233 Frequency Analysis of Semiconductor Devices Using Full-Band Cellular Monte Carlo Simulations
by Branlard J. & Aboud S. & Osuch P. & Goodnick S. & Saraniti M. - 245-256 Subdiffusion and Superdiffusion in Lagrangian Stochastic Models of Oceanic Transport
by Castronovo Emilio & Kramer Peter R. - 257-264 Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations
by Egorov A. D. & Zherelo A. V. - 265-274 Normalization of the Spectral Test in High Dimensions
by Entacher Karl & Laimer Gerold & Röck Harald & Uhl Andreas - 275-285 A spectral Monte Carlo method for the Poisson equation
by Gobet Emmanuel & Maire Sylvain - 297-310 On the Power of Quantum Algorithms for Vector Valued Mean Computation
by Heinrich Stefan - 311-319 Parallel Quasirandom Walks on the Boundary
by Karaivanova Aneta & Mascagni Michael & Simonov Nikolai A. - 321-329 Trajectory Splitting by Restricted Replication
by Keller Alexander - 331-343 Upper Bounds for Bermudan Style Derivatives
by Kolodko A. & Schoenmakers J. - 359-368 Solution of the Space-dependent Wigner Equation Using a Particle Model
by Kosina H. & Nedjalkov M. & Selberherr S. - 369-376 Subgrid Modeling of Filtration in a Porous Medium with Multiscale Log-Stable permeability
by Kuzmin G. A. & Soboleva O. N. - 377-384 Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov Chains
by Lécot Christian & Tuffin Bruno - 403-413 Adaptive adjoint Monte Carlo simulation for the uncertainty
by Made M. Magolu monga & Smidts O. F. & Dubus A. - 415-422 A Nuclear Measurement Technique of Water Penetration in Concrete Barriers
by Marseguerra M. & Padovani E. & Zio E. & Patelli F. Giacobbo E. - 423-434 System availability and reliability analysis by direct Monte Carlo with biasing
by Marseguerra Mario & Zio Enrico & Bosi Francesco - 435-442 On the Scrambled Halton Sequence
by Mascagni Michael & Chi Hongmei - 443-454 Monte-Carlo simulation of the chord length distribution function across convex bodies, non-convex bodies and random media
by Mazzolo Alain & Roesslinger Benoît - 455-459 Discrepancy of sequences generated by dynamical system
by Mori Makoto - 461-468 Operator-Split Method for Variance Reduction in Stochastic Solutions of the Wigner Equation
by Nedjalkov M. & Atanassov E. & Kosina H. & Selberherr S. - 481-490 Full band Monte Carlo simulation - beyond the semiclassical approach
by Nilsson Hans-Erik & Martinez Antonio & Hjelm Mats - 491-498 Coin Tossing Algorithms for Integral Equations and Tractability
by Novak Erich & Pfeiffer Harald - 499-509 Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte Carlo Algorithms
by Papancheva R. Y. - 511-529 A theoretical view on transforming low-discrepancy sequences from a cube to a simplex
by Pillards Tim & Cools Ronald - 531-539 Weighted simulation of steady-state transport within the standard Monte Carlo paradigm
by Portolan Stefano & Iotti Rita C. & Rossi Fausto - 541-549 Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields
by Protasov A. V. & Ogorodnikov V. A. - 575-585 Reusing paths in radiosity and global illumination
by Sbert Mateu & Bekaert Philippe & Halton John - 587-597 Measures of Uniform Distribution in Wavelet Based Image Compression
by Schell Thomas & Uhl Andreas & Zinterhof Peter - 609-615 Security of Pseudo-random Generator and Monte Carlo Method
by Sugita Hiroshi - 629-640 Monte Carlo Simulation of Narrow-Width SOI Devices: Incorporation of the Short Range Coulomb Interaction
by Vasileska Dragica & Ahmed Shaikh S. - 641-652 Dagger-sampling variance reduction in Monte Carlo reliability analysis
by Zio E. & Cammi A. & Cioncolini A.
June 2004, Volume 10, Issue 2
- 95-106 Exact simulation of nonlinear coagulation processes
by Fournier Nicolas & Giet Jean-Sébastien - 107-116 Discrepancy of van der Corput sequences generated by piecewise linear transformations
by Ichikawa Yuko & Mori Makoto - 117-128 Monte Carlo variance reduction in applications to Systems Reliability using Phase Space Splitting
by Khazen Michael & Dubi Arie - 129-152 Approximating and Simulating Multivalued Stochastic Differential Equations
by Lepingle Dominique & Thao Nguyen Thi - 153-177 Numerical Modeling of Large Scale Transport of Contminant Solutes Using the Global Random Walk Algorithm
by Suciu N. & Vamoş C. & Hardelauf H. & Vanderborght J. & Vereecken H.
March 2004, Volume 10, Issue 1
- 1-24 Adaptative Monte Carlo Method, A Variance Reduction Technique
by Arouna Bouhari - 25-50 Optimal Prediction in Molecular Dynamics
by Seibold Benjamin - 51-68 Some results of error evaluation for a non-Gaussian simulation method
by Akian Jean-Luc & Puig Bénédicte - 69-89 White noise and simulation of ordinary Gaussian processes
by Puig Bénédicte & Poirion Fabrice
December 2003, Volume 9, Issue 4
- 295-309 A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
by Ding Jiu & Mao Dong & Zhou Aihui - 307-314 Approximate evaluation of a class of functional integrals over space of functions taking values ±1
by Egorov A.D. & Malyutin V.B. - 315-339 Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations
by Kolodko A. & Sabelfeld K. - 341-366 A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media
by Kurbanmuradov O. & Sabelfeld K. & Smidts O.F. & Vereecken H. - 367-385 Significant FMRI Neurologic Synchrony Using Monte Carlo Methods
by Rowe Daniel B.
September 2003, Volume 9, Issue 3
- 189-199 A fractional stochastic evolution equation driven by fractional Brownian motion
by Anh V. V. & Grecksch W. - 201-217 Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes
by Barghouthi Imad A. & Qatanani Naji A. & Allan Fathi M. - 217-225 Project duration prediction using a Monte Carlo simulation of the periodic output of the project resources
by Button Scott D. - 227-239 Arithmetic average options in the hyperbolic model
by Larcher Gerhard & Predota Martin & Tichy Robert F. - 241-255 Simulating a diffusion on a graph. Application to reservoir engineering
by Lejay Antoine - 257-269 Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
by Mantalos Panagiotis - 271-290 Stochastic Eulerian model for the flow simulation in porous media
by Sabelfeld Karl & Kolyukhin Dmitry
April 2003, Volume 9, Issue 2
- 93-133 Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling
by Minier Jean-Pierre & Peirano Eric & Chibbaro Sergio - 135-165 Optimal quadratic quantization for numerics: the Gaussian case
by Pagès Gilles & Printems Jacques - 167-188 Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height
by Kurbanmuradov O. & Levykin A. & Rannik U. & Sabelfeld K. & Vesala T.
January 2003, Volume 9, Issue 1
- 1-11 Central Limit Theorem for (n, k)-particle processes solving balance equations
by Golyandina N. - 13-25 Kac particle systems with free motion and equations of Boltzmann type
by Nekrutkin V. - 27-38 A partial sampling method applied to the Kusuoka approximation
by Ninomiya Syoiti - 39-50 On a discrete stochastic approximation and its application to data analysis
by Ogihara Shuhei & Ogawa Shigeyoshi - 51-65 Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
by Sabelfeld Karl & Shkarupa Elena - 67-76 Modelling correlated random variables
by Sobol I.M. & Myshetskaya E.E. - 77-85 On asymptotic behaviour of modelling time in the importance sampling method
by V.V. Shvets
December 2002, Volume 8, Issue 4
- 321-342 MTTF Estimation using importance sampling on Markov models
by Cancela Héctor & Rubino Gerardo & Tuffin Bruno - 343-356 Minimal Entropy Approximations and Optimal Algorithms
by Crisan Dan & Lyons Terry - 357-370 Large Investors, takeovers, and the rule of law
by Heritage J.P. & Rogers L.G.G. - 371-394 An efficient stochastic chemistry approximation for the PDF transport equation
by Kraft Markus & Wagner Wolfgang - 395-404 Jointly Distributed Mean and Mixing Coefficients for Bayesian Source Separation using MCMC and ICM
by Rowe Daniel B. - 405-420 Effect of Cross-correlated Fluctuations on the Aerosol Dynamics: Monte Carlo Simulations
by Zapadinsky Evgeni & Pirjola Liisa & Kulmala Markku
December 2002, Volume 8, Issue 3
- 221-236 Sharp estimates for the hitting probability on time-dependent barriers for a Brownian Motion. Weak approximation of a Brownian motion killed on time-dependent barriers
by Caramellino Lucia & Pacchiarotti Barbara - 237-270 Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
by Fort Jean-Claude & Pagès Gilles - 271-286 Edgeworth type expansions for Euler schemes for stochastic differential equations
by Konakov Valentin & Mammen Enno - 287-298 Method of trajectory rotation as a Monte Carlo variance reduction technique
by Moskvin Vadim & Papiez Lech - 299-316 Propagation of chaos for Kac particle Systems
by Nekrutkin V. & Romkin K.
December 2002, Volume 8, Issue 2
- 111-128 Simulation of ruin probabilities for risk processes of Markovian type
by Albrecher Hansjörg & Kantor Josef - 129-148 A Monte Carlo method without grid for a fractured porous domain model
by Campillo Fabien & Lejay† Antoine - 149-158 The generalized van der Corput sequence and its application to numerical integration
by Fujita Takahiko & Ito Shunji & Ninomiya Syoiti - 159-170 Construction of two dimensional low discrepancy sequences
by Mori Makoto - 171-202 Random Walk on Spheres methods for iterative solution of elasticity problems
by Sabelfeld Karl K. & Shalimova Irina A. - 203-214 Construction of a long-period nonalgebraic and nonrecursive pseudorandom number generator
by YAGUCHI Hirotake
December 2002, Volume 8, Issue 1
- 1-30 Monte Carlo difference schemes for the wave equation
by M. Ermakov Sergej & Wagner Wolfgang - 31-50 Monte Carlo Simulation of a Random Field Model for Transport
by Horntrop David J. - 51-72 Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration
by Lukka Tuomas J. & Kujala Janne V. - 73-82 Mesoscopic Models for Viscoelastic flows: Coupling Finite Element and Monte Carlo Methods
by Bonvin John & Picasso Marco - 83-96 Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
by Kubilius Kestutis & Platen Eckhard - 97-106 Some geometric properties of (0, m, 2)-nets in base b ≥ 2
by XIAO Yi-Jun
December 2001, Volume 7, Issue 3-4
- 213-222 Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability
by Hwang Chi-Ok & Mascagni Michael & Given James A. - 223-228 Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles
by Kolodko A. A. & Sabelfeld K. K. - 229-244 A Review of Some Monte Carlo Simulation Methods for Turbulent Systems
by Kramer Peter R. - 245-264 Analysis of relative dispersion of two particles by Lagrangian stochastic models and DNS methods
by Kurbanmuradov O.A. & Orszag S.A. & Sabelfeld K.K. & Yeung P.K. - 265-272 Weak solution of semi-linear PDE, BSDE and homogenization
by Lejay Antoine - 273-282 Classification of Digital Modulations Using MCMC Methods
by LESAGE Stéphane & Tourneret Jean-Yves & Djurić Petar M. - 283-294 A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems
by Mascagni Michael & Karaivanova Aneta & Li Yaohang - 295-310 Probabilistic approach to turbulent two-phase flows modelling and simulation: theoretical and numerical issues
by Minier Jean-Pierre - 311-320 Approximations for Nonlinear Filters based on Quantisation
by Newton Nigel J. - 321-328 On a class of SPDEs called Brownian particle equation – Model for nonlinear diffusions
by Ogawa Shigeyoshi - 329-338 Diffusive Behavior of Interacting Particle Systems
by Olla Stefano - 339-348 Tagged particles of interacting Brownian motions with skew symmetric drifts
by Osada Hirofumi - 349-358 A recursive Monte Carlo method for the Boltzmann equation in the Maxwellian case
by PARESCHI Lorenzo & WENNBERG Bernt - 359-368 On the discretization in time of parabolic stochastic partial differential equations
by Printems Jacques - 369-382 Forward and Backward Stochastic Lagrangian Models for turbulent transport and the well-mixed condition
by Sabelfeld K. & Shalimova I. - 383-396 Monte Carlo methods in neutron and photon transport problems
by Sentis R. - 397-410 Real time transformation of pre-computed Monte Carlo results for fitting optical measurements in biomedical applications
by Tinet E. & Tualle J.M. & Ettori D. & Avrillier S. - 411-420 Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents
by Wihstutz Volker
December 2001, Volume 7, Issue 1-2
- 1-14 Optimal Estimation of Amplitude and Phase Modulated Signals
by Andrieu †Christophe & Doucet‡ Arnaud - 15-20 Some generic properties in backward stochastic differential equations with continuous coefficient
by Bahlali Khaled & Mezerdi Brahim & Ouknine Youssef - 21-34 A stochastic quantization method for nonlinear problems
by BALLY Vlad & PAGÈS Gilles & PRINTEMS Jacques - 35-44 Convergence of Numerical Schemes for Stochastic Differential Equations
by Bernard Pierre & Fleury Gérard - 45-54 A Stochastic Particle Method For The Solution Of A 1d Viscous Scalar Conservation Law In A Bounded Interval
by BOSSY Mireille & JOURDAIN Benjamin - 55-64 Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations
by de Bouard A. & Debussche A. & Di Menza L. - 65-72 A Monte Carlo method to compute the exchange coefficient in the double porosity model
by Campillo Fabien & Lejay Antoine - 73-80 A Monte Carlo Algorithm for a Lottery Problem
by Braverman Mark & Gueron Shay - 81-92 Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation
by Cappé Olivier - 93-98 Interacting Brownian particles with strong repulsion
by Cépa Emmanuel & Lépingle † Dominique - 99-110 Non-Markovian Optimal Prediction
by Chorin Alexandre J. & Hald Ole H. & Kupferman Raz - 111-124 Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion
by Christensen Bent Jesper & Poulsen Rolf - 125-130 A view on Noncommutative Large Deviations from a theory of Noncommutative Capacities
by Comman† Henri - 131-140 A Simple Variance Reduction Method With Applications To Finance And Queueing Theory
by Costantini C. - 141-148 A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski’s Coagulation Equation
by DEACONU Madalina & TANRɆ Etienne - 149-156 A RJMCMC Algorithm for Object Processes in Image Processing
by DESCOMBES Xavier & STOICA Radu & GARCIN Laurent & ZERUBIA Josiane - 157-166 Stochastic algorithms for studying coagulation dynamics and gelation phenomena
by Eibeck Andreas & Wagner Wolfgang - 167-176 Generalized Quantum Statistics and Testing of Randomizers with and without Asymptotic Assumptions
by Figotin A. & Gordon A. & Molchanov S. & Quinn J. & Stavrakas N. - 177-192 Monte-Carlo approximations for 2d homogeneous Boltzmann equations without cutoff and for non Maxwell molecules
by Fournier Nicolas & Méléard Sylvie - 193-202 Efficient schemes for the weak approximation of reflected diffusions
by GOBET† Emmanuel - 203-212 On Smoluchowski Equations for Coagulation Processes with Multiple Absorbing States
by Gueron Shay & Zuk Or
December 2000, Volume 6, Issue 4
- 263-296 Momte Carlo Simulation of killed diffusion
by Hausenblas Erika - 297-322 On convergence of semi-statistical and projection-statistical methods for integral equations
by Ivanov Vladimir M. & Korenevski Maxim L. - 323-340 On connection between "Continuous time" and "Direct simulation" Monte Carlo methods for Boltzmann equation and on some new approximate methods
by Khisamutdinov A.I. - 341-348 Usage of the importance sample in Monte Carlo methods
by Uhinov S.A. & Voytishek A.V.
December 2000, Volume 6, Issue 3
- 167-174 On pseudorandom functions and asymptotic distributions
by Fukuyama Katusi & Tomokuni Tetsuo - 175-190 Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem
by Grecksch W. & Heyde F. & Tammer Chr. - 191-204 Monte Carlo Simulation of Evaporation Process into the Vacuum
by Pletnev Leonid - 205-210 Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling
by Rowe Daniel B. - 211-254 Coagulation of aerosol particles in intermittent turbulent flows
by Sabelfeld K. & Kurbanmuradov O.
December 2000, Volume 6, Issue 2
- 81-104 A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary
by Hausenblas Erika - 105-114 Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation
by Kanagawa S. & Saisho Y. - 115-130 Generating uniform random points inside a cone
by Stefanescu Stefan V. - 131-140 Geometrical Monte Carlo method and its modifications
by Voytishek A. V. & Dyatlova E. G. & Mezentseva T. E. - 141-158 Stochastic relaxation for building some classes of piecewise linear regression functions
by Zalesky B.A.
December 2000, Volume 6, Issue 1
- 1-14 Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures
by Hausenblas Erika - 15-26 The application of the Monte Carlo technique for estimation of the detector depth sensitivity for the skin oxygenation measurements
by Meglinsky I. V. & Matcher S. J. - 27-48 Random Weyl sampling for robust numerical integration of complicated functions
by Sugita Hiroshi & Takanobu † Satoshi - 49-60 Hybrid pseudo-random number generation
by Takashima K. - 61-76 Randomness of Horner’s rule and a new method of generating random numbers
by YAGUCHI Hirotake
December 1999, Volume 5, Issue 4
- 287-310 A Direct Simulation Methodfor the Coagulation-Fragmentation. Equations with Multiplicative Coagulation Kernels
by Guiaș Flavius - 311-324 Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input
by Grecksch W. & Anh V.V. - 325-344 Numerical Integration using Markov Chains
by Mathé Peter - 345-374 A Note on Variance Reduction Methods in Monte Carlo Applications to Systems Engineering and Reliability
by Khazen Michael & Dubi Arie
December 1999, Volume 5, Issue 3
- 193-262 Homogeneous Balance Equation for Measures: Errors of the Stochastic Solution
by Golyandina N. & Nekrutkin V. - 263-280 Solution of stationary boundary value problems for the Boltzmann equation by the Monte Carlo method
by Rogasinsky S.V.
December 1999, Volume 5, Issue 2
- 85-112 Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem
by Kurbanmuradov O. & Rannik U. & Sabelfeld K. & Vesala T. - 113-134 On the distribution of random ranges
by Sobol I.M. & Shukhman B.V. & Guinzbourg A.