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Monte Carlo Methods and Applications, Volume 8
Volume 8, Number 1, January 2002
- Sergei M. Ermakov, Wolfgang Wagner:
Monte Carlo difference schemes for the wave equation. 1-30 - David J. Horntrop:
Monte Carlo Simulation of a Random Field Model for Transport. 31-50 - Tuomas J. Lukka, Janne V. Kujala:
Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration. 51-72 - John Bonvin, Marco Picasso:
Mesoscopic Models for Viscoelastic flows: Coupling Finite Element and Monte Carlo Methods. 73-82 - Kestutis Kubilius, Eckhard Platen:
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. 83-96 - Yi Jun Xiao:
Some geometric properties of (0, m, 2)-nets in base b ≥ 2. 97-106
Volume 8, Number 2, January 2002
- Hansjörg Albrecher, Josef Kantor:
Simulation of ruin probabilities for risk processes of Markovian type. 111-128 - Fabien Campillo, Antoine Lejay:
A Monte Carlo method without grid for a fractured porous domain model. 129-148 - Takahiko Fujita, Shunji Ito, Syoiti Ninomiya:
The generalized van der Corput sequence and its application to numerical integration. 149-158 - Makoto Mori:
Construction of two dimensional low discrepancy sequences. 159-170 - Karl Sabelfeld, Irina A. Shalimova:
Random Walk on Spheres methods for iterative solution of elasticity problems. 171-202 - Hirotake Yaguchi:
Construction of a long-period nonalgebraic and nonrecursive pseudorandom number generator. 203-214
Volume 8, Number 3, January 2002
- Lucia Caramellino, Barbara Pacchiarotti:
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. 221-236 - Jean-Claude Fort, Gilles Pagès:
Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures. 237-270 - Valentin D. Konakov, Enno Mammen:
Edgeworth type expansions for Euler schemes for stochastic differential equations. 271-286 - Vadim Moskvin, Lech Papiez:
Method of trajectory rotation as a Monte Carlo variance reduction technique. 287-298 - Vladimir Nekrutkin, K. Romkin:
Propagation of chaos for Kac particle Systems. 299-316
Volume 8, Number 4, January 2002
- Héctor Cancela, Gerardo Rubino, Bruno Tuffin:
MTTF Estimation using importance sampling on Markov models. 321-342 - Dan Crisan, Terry J. Lyons:
Minimal Entropy Approximations and Optimal Algorithms. 343-356 - J. P. Heritage, L. G. G. Rogers:
Large Investors, takeovers, and the rule of law. 357-370 - Markus Kraft, Wolfgang Wagner:
An efficient stochastic chemistry approximation for the PDF transport equation. 371-394 - Daniel B. Rowe:
Jointly Distributed Mean and Mixing Coefficients for Bayesian Source Separation using MCMC and ICM. 395-404 - Evgeni Zapadinsky, Liisa Pirjola, Markku Kulmala:
Effect of Cross-correlated Fluctuations on the Aerosol Dynamics: Monte Carlo Simulations. 405-420
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