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Monte Carlo Methods and Applications, Volume 6
Volume 6, Number 1, January 2000
- Erika Hausenblas:
Monte Carlo Simulation of Reflected Stochastic Differential Equations driven by Poisson Random Measures. 1-14 - Igor V. Meglinski, S. J. Matcher:
The application of the Monte Carlo technique for estimation of the detector depth sensitivity for the skin oxygenation measurements. 15-26 - Hiroshi Sugita, Satoshi Takanobu:
Random Weyl sampling for robust numerical integration of complicated functions. 27-48 - K. Takashima:
Hybrid pseudo-random number generation. 49-60 - Hirotake Yaguchi:
Randomness of Horner's rule and a new method of generating random numbers. 61-76
Volume 6, Number 2, January 2000
- Erika Hausenblas:
A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary. 81-104 - S. Kanagawa, Y. Saisho:
Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation. 105-114 - Stefan V. Stefanescu:
Generating uniform random points inside a cone. 115-130 - Anton V. Voytishek, E. G. Dyatlova, T. E. Mezentseva:
Geometrical Monte Carlo method and its modifications. 131-140 - Boris A. Zalesky:
Stochastic relaxation for building some classes of piecewise linear regression functions. 141-158
Volume 6, Number 3, January 2000
- Katusi Fukuyama, Tetsuo Tomokuni:
On pseudorandom functions and asymptotic distributions. 167-174 - Wilfried Grecksch, Frank Heyde, Christiane Tammer:
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem. 175-190 - Leonid Pletnev:
Monte Carlo Simulation of Evaporation Process into the Vacuum. 191-204 - Daniel B. Rowe:
Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling. 205-210 - Karl Sabelfeld, Orazgeldy Kurbanmuradov:
Coagulation of aerosol particles in intermittent turbulent flows. 211-254
Volume 6, Number 4, January 2000
- Erika Hausenblas:
Momte Carlo Simulation of killed diffusion. 263-296 - Vladimir M. Ivanov, Maxim L. Korenevski:
On convergence of semi-statistical and projection-statistical methods for integral equations. 297-322 - A. I. Khisamutdinov:
On connection between "Continuous time" and "Direct simulation" Monte Carlo methods for Boltzmann equation and on some new approximate methods. 323-340 - S. A. Uhinov, Anton V. Voytishek:
Usage of the importance sample in Monte Carlo methods. 341-348
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