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ORCIDMonte Carlo Methods and Applications, Volume 15
Volume 15, Number 1, May 2009
- Vladimir Nekrutkin
, R. Sabitov:
Spectral test and spectral distance for multiplicative generators with moduli 2 p. 1-10 - Kaj Nyström, Thomas Önskog:
On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains. 11-47 - Leonid Pletnev, Maxim Gvozdev, Kiryl Samartsau:
Computer modeling of stationary particles transport in open cylindrical nanosystems by Monte Carlo method. 49-62 - Karl Sabelfeld, Orazgeldy Kurbanmuradov, Alexander I. Levykin:
Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder. 63-90
Volume 15, Number 2, August 2009
- H. Fakhouri, A. Nasroallah:
On the simulation of Markov chain steady-state distribution using CFTP algorithm. 91-105 - A. A. Kirillov, I. A. Kirillov:
The exponential-normal form and its application to ultra high energy cascades investigation. 107-133 - Trifon I. Missov, Sergei M. Ermakov:
On importance sampling in the problem of global optimization. 135-144 - Yi Wang, Kent M. Eskridge, Saralees Nadarajah, Andrzey T. Galecki:
Bayesian and non-Bayesian analysis of mixed-effects PK/PD models based on differential equations. 145-167 - Giray Ökten, Michael Gnewuch:
Correction of a proof in "A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications". 169-172
Volume 15, Number 3, November 2009
- Olivier Bardou, Noufel Frikha, Gilles Pagès:
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. 173-210 - Brian Beachkofski:
Comparison of descriptive statistics for multidimensional point sets. 211-228 - Jaya P. N. Bishwal:
Berry-Esseen inequalities for discretely observed diffusions. 229-239 - Ömer Egecioglu:
Uniform generation of anonymous and neutral preference profiles for social choice rules. 241-255 - Karl K. Sabelfeld, N. S. Mozartova:
Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method. 257-284
Volume 15, Number 4, December 2009
- Denis Belomestny, Stanley Mathew, John Schoenmakers:
Multiple stochastic volatility extension of the Libor market model and its implementation. 285-310 - Michael Mascagni, Haohai Yu:
Scrambled Soboĺ sequences via permutation. 311-332 - Andreas Neuenkirch, Henryk Zähle:
Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. 333-351 - Hoang-Long Ngo, Shigeyoshi Ogawa:
A central limit theorem for the functional estimation of the spot volatility. 353-380
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