


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.


Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCID














