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@article{DBLP:journals/mcma/AlbrecherK02,
author = {Hansj{\"{o}}rg Albrecher and
Josef Kantor},
title = {Simulation of ruin probabilities for risk processes of Markovian type},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {111--128},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.111},
doi = {10.1515/MCMA.2002.8.2.111},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlbrecherK02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BonvinP02,
author = {John Bonvin and
Marco Picasso},
title = {Mesoscopic Models for Viscoelastic flows: Coupling Finite Element
and Monte Carlo Methods},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {73--82},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.73},
doi = {10.1515/MCMA.2002.8.1.73},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BonvinP02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CampilloL02,
author = {Fabien Campillo and
Antoine Lejay},
title = {A Monte Carlo method without grid for a fractured porous domain model},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {129--148},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.129},
doi = {10.1515/MCMA.2002.8.2.129},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CampilloL02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CancelaRT02,
author = {H{\'{e}}ctor Cancela and
Gerardo Rubino and
Bruno Tuffin},
title = {{MTTF} Estimation using importance sampling on Markov models},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {321--342},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.321},
doi = {10.1515/MCMA.2002.8.4.321},
timestamp = {Wed, 14 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CancelaRT02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CaramellinoP02,
author = {Lucia Caramellino and
Barbara Pacchiarotti},
title = {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},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {3},
pages = {221--236},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.3.221},
doi = {10.1515/MCMA.2002.8.3.221},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CaramellinoP02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CrisanL02,
author = {Dan Crisan and
Terry J. Lyons},
title = {Minimal Entropy Approximations and Optimal Algorithms},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {343--356},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.343},
doi = {10.1515/MCMA.2002.8.4.343},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CrisanL02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ErmakovW02,
author = {Sergei M. Ermakov and
Wolfgang Wagner},
title = {Monte Carlo difference schemes for the wave equation},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {1--30},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.1},
doi = {10.1515/MCMA.2002.8.1.1},
timestamp = {Wed, 09 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ErmakovW02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FortP02,
author = {Jean{-}Claude Fort and
Gilles Pag{\`{e}}s},
title = {Decreasing step Stochastic algorithms: a.s. behaviour of weighted
empirical measures},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {3},
pages = {237--270},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.3.237},
doi = {10.1515/MCMA.2002.8.3.237},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FortP02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FujitaIN02,
author = {Takahiko Fujita and
Shunji Ito and
Syoiti Ninomiya},
title = {The generalized van der Corput sequence and its application to numerical
integration},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {149--158},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.149},
doi = {10.1515/MCMA.2002.8.2.149},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FujitaIN02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HeritageR02,
author = {J. P. Heritage and
L. G. G. Rogers},
title = {Large Investors, takeovers, and the rule of law},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {357--370},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.357},
doi = {10.1515/MCMA.2002.8.4.357},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HeritageR02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Horntrop02,
author = {David J. Horntrop},
title = {Monte Carlo Simulation of a Random Field Model for Transport},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {31--50},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.31},
doi = {10.1515/MCMA.2002.8.1.31},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Horntrop02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KonakovM02,
author = {Valentin D. Konakov and
Enno Mammen},
title = {Edgeworth type expansions for Euler schemes for stochastic differential
equations},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {3},
pages = {271--286},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.3.271},
doi = {10.1515/MCMA.2002.8.3.271},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KonakovM02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KraftW02,
author = {Markus Kraft and
Wolfgang Wagner},
title = {An efficient stochastic chemistry approximation for the {PDF} transport
equation},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {371--394},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.371},
doi = {10.1515/MCMA.2002.8.4.371},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KraftW02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KubiliusP02,
author = {Kestutis Kubilius and
Eckhard Platen},
title = {Rate of Weak Convergence of the Euler Approximation for Diffusion
Processes with Jumps},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {83--96},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.83},
doi = {10.1515/MCMA.2002.8.1.83},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KubiliusP02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LukkaK02,
author = {Tuomas J. Lukka and
Janne V. Kujala},
title = {Using Genetic Operators to Speed up Markov Chain Monte Carlo Integration},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {51--72},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.51},
doi = {10.1515/MCMA.2002.8.1.51},
timestamp = {Wed, 16 Mar 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/LukkaK02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori02,
author = {Makoto Mori},
title = {Construction of two dimensional low discrepancy sequences},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {159--170},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.159},
doi = {10.1515/MCMA.2002.8.2.159},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MoskvinP02,
author = {Vadim Moskvin and
Lech Papiez},
title = {Method of trajectory rotation as a Monte Carlo variance reduction
technique},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {3},
pages = {287--298},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.3.287},
doi = {10.1515/MCMA.2002.8.3.287},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MoskvinP02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NekrutkinR02,
author = {Vladimir Nekrutkin and
K. Romkin},
title = {Propagation of chaos for Kac particle Systems},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {3},
pages = {299--316},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.3.299},
doi = {10.1515/MCMA.2002.8.3.299},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NekrutkinR02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rowe02,
author = {Daniel B. Rowe},
title = {Jointly Distributed Mean and Mixing Coefficients for Bayesian Source
Separation using {MCMC} and {ICM}},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {395--404},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.395},
doi = {10.1515/MCMA.2002.8.4.395},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rowe02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS02,
author = {Karl Sabelfeld and
Irina A. Shalimova},
title = {Random Walk on Spheres methods for iterative solution of elasticity
problems},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {171--202},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.171},
doi = {10.1515/MCMA.2002.8.2.171},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Xiao02,
author = {Yi Jun Xiao},
title = {Some geometric properties of (0, m, 2)-nets in base b {\(\geq\)} 2},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {1},
pages = {97--106},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.1.97},
doi = {10.1515/MCMA.2002.8.1.97},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Xiao02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Yaguchi02,
author = {Hirotake Yaguchi},
title = {Construction of a long-period nonalgebraic and nonrecursive pseudorandom
number generator},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {2},
pages = {203--214},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.2.203},
doi = {10.1515/MCMA.2002.8.2.203},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Yaguchi02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZapadinskyPK02,
author = {Evgeni Zapadinsky and
Liisa Pirjola and
Markku Kulmala},
title = {Effect of Cross-correlated Fluctuations on the Aerosol Dynamics: Monte
Carlo Simulations},
journal = {Monte Carlo Methods Appl.},
volume = {8},
number = {4},
pages = {405--420},
year = {2002},
url = {https://doi.org/10.1515/mcma.2002.8.4.405},
doi = {10.1515/MCMA.2002.8.4.405},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZapadinskyPK02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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