default search action
Monte Carlo Methods and Applications, Volume 7
Volume 7, Numbers 1-2, January 2001
- Christophe Andrieu, Arnaud Doucet:
Optimal Estimation of Amplitude and Phase Modulated Signals. 1-14 - Khaled Bahlali, Brahim Mezerdi, Youssef Ouknine:
Some generic properties in backward stochastic differential equations with continuous coefficient. 15-20 - Vlad Bally, Gilles Pagès, Jacques Printems:
A stochastic quantization method for nonlinear problems. 21-34 - Pierre Bernard, Gérard Fleury:
Convergence of Numerical Schemes for Stochastic Differential Equations. 35-44 - Mireille Bossy, Benjamin Jourdain:
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval. 45-54 - Anne de Bouard, Arnaud Debussche, Laurent Di Menza:
Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations. 55-64 - Fabien Campillo, Antoine Lejay:
A Monte Carlo method to compute the exchange coefficient in the double porosity model. 65-72 - Mark Braverman, Shay Gueron:
A Monte Carlo Algorithm for a Lottery Problem. 73-80 - Olivier Cappé:
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation. 81-92 - Emmanuel Cépa, Dominique Lépingle:
Interacting Brownian particles with strong repulsion. 93-98 - Alexandre J. Chorin, Ole H. Hald, Raz Kupferman:
Non-Markovian Optimal Prediction. 99-110 - Bent Jesper Christensen, Rolf Poulsen:
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. 111-124 - Henri Comman:
A view on Noncommutative Large Deviations from a theory of Noncommutative Capacities. 125-130 - C. Costantini:
A Simple Variance Reduction Method with Applications to Finance and Queueing Theory. 131-140 - Madalina Deaconu, Etienne Tanré:
A generalization of the Connection Between the Additive and Multiplicative Solutions for the Smoluchowski's Coagulation Equation. 141-148 - Xavier Descombes, Radu Stoica, Laurent Garcin, Josiane Zerubia:
A RJMCMC Algorithm for Object Processes in Image Processing. 149-156 - Andreas Eibeck, Wolfgang Wagner:
Stochastic algorithms for studying coagulation dynamics and gelation phenomena. 157-166 - Alexander Figotin, Alexander Gordon, Stanislav Molchanov, J. Quinn, N. Stavrakas:
Generalized Quantum Statistics and Testing of Randomizers with and without Asymptotic Assumptions. 167-176 - Nicolas Fournier, Sylvie Méléard:
Monte-Carlo approximations for 2d homogeneous Boltzmann equations without cutoff and for non Maxwell molecules. 177-192 - Emmanuel Gobet:
Efficient schemes for the weak approximation of reflected diffusions. 193-202 - Shay Gueron, Or Zuk:
On Smoluchowski Equations for Coagulation Processes with Multiple Absorbing States. 203-212
Volume 7, Numbers 3-4, January 2001
- Chi-Ok Hwang, Michael Mascagni, James A. Given:
Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability. 213-222 - Anastasia Kolodko, Karl K. Sabelfeld:
Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski equation governing coagulating and diffusing particles. 223-228 - Peter R. Kramer:
A Review of Some Monte Carlo Simulation Methods for Turbulent Systems. 229-244 - Orazgeldy Kurbanmuradov, Steven A. Orszag, Karl K. Sabelfeld, P.-K. Yeung:
Analysis of relative dispersion of two particles by Lagrangian stochastic models and DNS methods. 245-264 - Antoine Lejay:
Weak solution of semi-linear PDE, BSDE and homogenization. 265-272 - Stéphane Lesage, Jean-Yves Tourneret, Petar M. Djuric:
Classification of Digital Modulations Using MCMC Methods. 273-282 - Michael Mascagni, Aneta Karaivanova, Yaohang Li:
A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems. 283-294 - Jean-Pierre Minier:
Probabilistic approach to turbulent two-phase flows modelling and simulation: theoretical and numerical issues. 295-310 - Nigel J. Newton:
Approximations for Nonlinear Filters based on Quantisation. 311-320 - Shigeyoshi Ogawa:
On a class of SPDEs called Brownian particle equation - Model for nonlinear diffusions. 321-328 - Stefano Olla:
Diffusive Behavior of Interacting Particle Systems. 329-338 - Hirofumi Osada:
Tagged particles of interacting Brownian motions with skew symmetric drifts. 339-348 - Lorenzo Pareschi, Bernt Wennberg:
A recursive Monte Carlo method for the Boltzmann equation in the Maxwellian case. 349-358 - Jacques Printems:
On the discretization in time of parabolic stochastic partial differential equations. 359-368 - Karl Sabelfeld, Irina A. Shalimova:
Forward and Backward Stochastic Lagrangian Models for turbulent transport and the well-mixed condition. 369-382 - Rémi Sentis:
Monte Carlo methods in neutron and photon transport problems. 383-396 - Eric Tinet, Jean-Michel Tualle, Dominique Ettori, Sigrid Avrillier:
Real time transformation of pre-computed Monte Carlo results for fitting optical measurements in biomedical applications. 397-410 - Volker Wihstutz:
Communication structure of discretized degenerate diffusion processes and approximation of Lyapunov exponents. 411-420
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.