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@article{DBLP:journals/mcma/BahajH24,
author = {Faiz Bahaj and
Kamal Hiderah},
title = {Existence and uniqueness of solutions for perturbed stochastic differential
equations with reflected boundary},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {31--41},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2018},
doi = {10.1515/MCMA-2023-2018},
timestamp = {Fri, 17 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BahajH24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BryzgalovSV24,
author = {Viktor Bryzgalov and
Nurlibay Shlimbetov and
Anton V. Voytishek},
title = {Choice of a constant in the expression for the error of the Monte
Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {131--136},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2004},
doi = {10.1515/MCMA-2024-2004},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BryzgalovSV24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ClementKP24,
author = {Fran{\c{c}}ois Cl{\'{e}}ment and
Nathan Kirk and
Florian Pausinger},
title = {Partitions for stratified sampling},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {163--181},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2025},
doi = {10.1515/MCMA-2023-2025},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ClementKP24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Coffie24,
author = {Emmanuel Coffie},
title = {Strong approximation of a two-factor stochastic volatility model under
local Lipschitz condition},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {55--72},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2021},
doi = {10.1515/MCMA-2023-2021},
timestamp = {Mon, 06 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Coffie24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DjabaliHZA24,
author = {Yasmina Djabali and
Sedda Hakmi and
Nabil Zougab and
Djamil A{\"{\i}}ssani},
title = {Asymmetric kernel method in the study of strong stability of the {PH/M/1}
queuing system},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {81--92},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2023},
doi = {10.1515/MCMA-2023-2023},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DjabaliHZA24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DobronetsP24,
author = {Boris S. Dobronets and
Olga A. Popova},
title = {Joint application of the Monte Carlo method and computational probabilistic
analysis in problems of numerical modeling with data uncertainties},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {217--223},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2006},
doi = {10.1515/MCMA-2024-2006},
timestamp = {Mon, 16 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DobronetsP24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GhajariZS24,
author = {Zakaria Alizadeh Ghajari and
Karim Zare and
Soheil Shokri},
title = {Estimation in shape mixtures of skew-normal linear regression models
via {ECM} coupled with Gibbs sampling},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {137--148},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2003},
doi = {10.1515/MCMA-2024-2003},
timestamp = {Fri, 19 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GhajariZS24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GnamehoSP24,
author = {Kossi Gnameho and
Mitja Stadje and
Antoon Pelsser},
title = {A gradient method for high-dimensional BSDEs},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {183--203},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2002},
doi = {10.1515/MCMA-2024-2002},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GnamehoSP24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GuefassaCB24,
author = {Imane Guefassa and
Yacine Chaib and
Tahar Bechouat},
title = {Another hybrid conjugate gradient method as a convex combination of
{WYL} and {CD} methods},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {225--234},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2007},
doi = {10.1515/MCMA-2024-2007},
timestamp = {Mon, 16 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GuefassaCB24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias24,
author = {Nikolaos Halidias},
title = {Option pricing: Examples and open problems},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {1--17},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2014},
doi = {10.1515/MCMA-2023-2014},
timestamp = {Fri, 17 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias24a,
author = {Nikolaos Halidias},
title = {A novel portfolio optimization method and its application to the hedging
problem},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {249--267},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2009},
doi = {10.1515/MCMA-2024-2009},
timestamp = {Fri, 20 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias24a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JasraMO24,
author = {Ajay Jasra and
Mohamed Maama and
Hernando Ombao},
title = {An improved unbiased particle filter},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {149--162},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2024},
doi = {10.1515/MCMA-2023-2024},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JasraMO24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KroumbiN24,
author = {Hafssa Kroumbi and
Abdelaziz Nasroallah},
title = {Likelihood and decoding problems for mixed space hidden Markov model},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {93--105},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2005},
doi = {10.1515/MCMA-2024-2005},
timestamp = {Fri, 19 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KroumbiN24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LameiA24,
author = {Sanaz Lamei and
Mozhgan Akbari},
title = {Dynamics of a multigroup stochastic {SIQR} epidemic model},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {269--280},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2010},
doi = {10.1515/MCMA-2024-2010},
timestamp = {Mon, 16 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LameiA24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NaiduV24,
author = {Srinath R. Naidu and
Gopalakrishnan Venkiteswaran},
title = {Optimal oversampling ratio in two-step simulation},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {281--297},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2011},
doi = {10.1515/MCMA-2024-2011},
timestamp = {Mon, 16 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NaiduV24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamPY24,
author = {Hoa Pham and
Huong T. T. Pham and
Kai Siong Yow},
title = {On bias reduction in parametric estimation in stage structured development
models},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {205--216},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2001},
doi = {10.1515/MCMA-2024-2001},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PhamPY24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PlanasR24,
author = {Christophe Planas and
Alessandro Rossi},
title = {The slice sampler and centrally symmetric distributions},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {299--313},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2012},
doi = {10.1515/MCMA-2024-2012},
timestamp = {Mon, 16 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PlanasR24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PramestiS24,
author = {Getut Pramesti and
Ristu Saptono},
title = {On the estimation of periodic signals in the diffusion process using
a high-frequency scheme},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {43--53},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2020},
doi = {10.1515/MCMA-2023-2020},
timestamp = {Fri, 17 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PramestiS24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldB24,
author = {Karl K. Sabelfeld and
Oleg Bukhasheev},
title = {Random walk algorithms for solving nonlinear chemotaxis problems},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {235--248},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2008},
doi = {10.1515/MCMA-2024-2008},
timestamp = {Fri, 20 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldB24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldG24,
author = {Karl K. Sabelfeld and
Stepan Glazkov},
title = {Simulation of doubly stochastic Poisson point processes and application
to nucleation of nanocrystals and evaluation of exciton fluxes},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {3},
pages = {315--330},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-2014},
doi = {10.1515/MCMA-2024-2014},
timestamp = {Fri, 20 Sep 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldG24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS24,
author = {Irina A. Shalimova and
Karl Sabelfeld},
title = {Random walk on spheres method for solving anisotropic transient diffusion
problems and flux calculations},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {73--80},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2022},
doi = {10.1515/MCMA-2023-2022},
timestamp = {Fri, 17 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sousa24,
author = {Alex Rodrigo dos S. Sousa},
title = {A wavelet-based method in aggregated functional data analysis},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {19--30},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2016},
doi = {10.1515/MCMA-2023-2016},
timestamp = {Fri, 17 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sousa24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/UchaikinK24,
author = {Vladimir V. Uchaikin and
Elena Kozhemiakina},
title = {A weight Monte Carlo estimation of fluctuations in branching processes},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {2},
pages = {107--129},
year = {2024},
url = {https://doi.org/10.1515/mcma-2023-2015},
doi = {10.1515/MCMA-2023-2015},
timestamp = {Fri, 19 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/UchaikinK24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X24,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {30},
number = {1},
pages = {i--iv},
year = {2024},
url = {https://doi.org/10.1515/mcma-2024-frontmatter1},
doi = {10.1515/MCMA-2024-FRONTMATTER1},
timestamp = {Mon, 06 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/X24.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlsolamiM23,
author = {Maryam Alsolami and
Michael Mascagni},
title = {A Metropolis random walk algorithm to estimate a lower bound of the
star discrepancy},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {2},
pages = {161--171},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2005},
doi = {10.1515/MCMA-2023-2005},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlsolamiM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BalvetMHRF23,
author = {Guilhem Balvet and
Jean{-}Pierre Minier and
Christophe Henry and
Yelva Roustan and
Martin Ferrand},
title = {A time-step-robust algorithm to compute particle trajectories in 3-D
unstructured meshes for Lagrangian stochastic methods},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {2},
pages = {95--126},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2002},
doi = {10.1515/MCMA-2023-2002},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BalvetMHRF23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BalvetMRF23,
author = {Guilhem Balvet and
Jean{-}Pierre Minier and
Yelva Roustan and
Martin Ferrand},
title = {Analysis of wall-modelled particle/mesh {PDF} methods for turbulent
parietal flows},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {4},
pages = {275--305},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2017},
doi = {10.1515/MCMA-2023-2017},
timestamp = {Sat, 13 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BalvetMRF23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrasP23,
author = {Pierre Bras and
Gilles Pag{\`{e}}s},
title = {Convergence of Langevin-simulated annealing algorithms with multiplicative
noise {II:} Total variation},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {203--219},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2009},
doi = {10.1515/MCMA-2023-2009},
timestamp = {Mon, 13 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BrasP23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Grigoriu23,
author = {Mircea Dan Grigoriu},
title = {Monte Carlo estimates of extremes of stationary/nonstationary Gaussian
processes},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {2},
pages = {127--142},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2006},
doi = {10.1515/MCMA-2023-2006},
timestamp = {Tue, 11 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Grigoriu23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JiaoL23,
author = {Caiyu Jiao and
Changpin Li},
title = {Monte Carlo method for parabolic equations involving fractional Laplacian},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {1},
pages = {33--53},
year = {2023},
url = {https://doi.org/10.1515/mcma-2022-2129},
doi = {10.1515/MCMA-2022-2129},
timestamp = {Sat, 25 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/JiaoL23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KablukovaSPZ23,
author = {Evgenia Kablukova and
Karl K. Sabelfeld and
Dmitry Protasov and
Konstantin S. Zhuravlev},
title = {Stochastic simulation of electron transport in a strong electrical
field in low-dimensional heterostructures},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {4},
pages = {307--322},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2019},
doi = {10.1515/MCMA-2023-2019},
timestamp = {Sat, 13 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KablukovaSPZ23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KireevaAS23,
author = {Anastasiya E. Kireeva and
Ivan Aksyuk and
Karl K. Sabelfeld},
title = {Two stochastic algorithms for solving elastostatics problems governed
by the Lam{\'{e}} equation},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {2},
pages = {143--160},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2008},
doi = {10.1515/MCMA-2023-2008},
timestamp = {Fri, 21 Jul 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KireevaAS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LeschebS23,
author = {Ines Lescheb and
Walid Slimani},
title = {On the stationarity and existence of moments of the periodic {EGARCH}
process},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {4},
pages = {333--350},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2011},
doi = {10.1515/MCMA-2023-2011},
timestamp = {Tue, 02 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/LeschebS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mehreyan23,
author = {Sedigheh Zamani Mehreyan},
title = {Bootstrap choice of non-nested autoregressive model with non-normal
innovations},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {243--258},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2010},
doi = {10.1515/MCMA-2023-2010},
timestamp = {Tue, 28 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Mehreyan23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NitaACA23,
author = {Hadjer Nita and
Fa{\"{\i}}rouz Afroun and
Mouloud Cherfaoui and
Djamil A{\"{\i}}ssani},
title = {Statistical analysis of the estimates of some stationary performances
of the unreliable \emph{M}/\emph{M}/1/\emph{N} queue with Bernoulli
feedback},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {4},
pages = {351--366},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2004},
doi = {10.1515/MCMA-2023-2004},
timestamp = {Wed, 24 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/NitaACA23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Pramesti23,
author = {Getut Pramesti},
title = {Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck
process},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {1},
pages = {1--32},
year = {2023},
url = {https://doi.org/10.1515/mcma-2022-2127},
doi = {10.1515/MCMA-2022-2127},
timestamp = {Sat, 13 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Pramesti23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK23,
author = {Karl K. Sabelfeld and
Anastasiya E. Kireeva},
title = {Randomized vector iterative linear solvers of high precision for large
dense system},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {4},
pages = {323--332},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2013},
doi = {10.1515/MCMA-2023-2013},
timestamp = {Sat, 13 Jan 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS23,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {Development and implementation of branching random walk on spheres
algorithms for solving the 2D elastostatics Lam{\'{e}} equation},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {1},
pages = {79--93},
year = {2023},
url = {https://doi.org/10.1515/mcma-2022-2131},
doi = {10.1515/MCMA-2022-2131},
timestamp = {Tue, 28 Mar 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ValadesPelayoRB23,
author = {Patricio Javier Valades{-}Pelayo and
Manuel A. Ramirez{-}Cabrera and
Argelia Balbuena{-}Ortega},
title = {Linking the Monte Carlo radiative transfer algorithm to the radiative
transfer equation},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {2},
pages = {173--180},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2001},
doi = {10.1515/MCMA-2023-2001},
timestamp = {Tue, 12 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ValadesPelayoRB23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X23,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {1},
pages = {i--iv},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-frontmatter1},
doi = {10.1515/MCMA-2023-FRONTMATTER1},
timestamp = {Sat, 25 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/X23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X23a,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {i--iv},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-frontmatter3},
doi = {10.1515/MCMA-2023-FRONTMATTER3},
timestamp = {Mon, 13 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/X23a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Yamada23,
author = {Toshihiro Yamada},
title = {Total variation bound for Milstein scheme without iterated integrals},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {221--242},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2007},
doi = {10.1515/MCMA-2023-2007},
timestamp = {Mon, 13 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Yamada23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZakradN23,
author = {Az{-}eddine Zakrad and
Abdelaziz Nasroallah},
title = {Computation of the steady-state probability of Markov chain evolving
on a mixed state space},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {259--274},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2003},
doi = {10.1515/MCMA-2023-2003},
timestamp = {Mon, 13 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ZakradN23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZhangM23,
author = {Bolong Zhang and
Michael Mascagni},
title = {Pass-efficient randomized {LU} algorithms for computing low-rank matrix
approximation},
journal = {Monte Carlo Methods Appl.},
volume = {29},
number = {3},
pages = {181--202},
year = {2023},
url = {https://doi.org/10.1515/mcma-2023-2012},
doi = {10.1515/MCMA-2023-2012},
timestamp = {Mon, 13 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ZhangM23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AkiyamaY22,
author = {Naho Akiyama and
Toshihiro Yamada},
title = {A high order weak approximation for jump-diffusions using Malliavin
calculus and operator splitting},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {97--110},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2109},
doi = {10.1515/MCMA-2022-2109},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AkiyamaY22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Al-LabadiT22,
author = {Luai Al{-}Labadi and
Muhammad Tahir},
title = {Estimation of entropy and extropy based on right censored data: {A}
Bayesian non-parametric approach},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {319--328},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2123},
doi = {10.1515/MCMA-2022-2123},
timestamp = {Wed, 04 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Al-LabadiT22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AldossariM22,
author = {Haifa Aldossari and
Michael Mascagni},
title = {Scrambling additive lagged-Fibonacci generators},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {199--210},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2115},
doi = {10.1515/MCMA-2022-2115},
timestamp = {Tue, 18 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AldossariM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlsolamiM22,
author = {Maryam Alsolami and
Michael Mascagni},
title = {A random walk algorithm to estimate a lower bound of the star discrepancy},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {341--348},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2125},
doi = {10.1515/MCMA-2022-2125},
timestamp = {Sun, 15 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/AlsolamiM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BallesioJ22,
author = {Marco Ballesio and
Ajay Jasra},
title = {Unbiased estimation of the gradient of the log-likelihood for a class
of continuous-time state-space models},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {61--83},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2105},
doi = {10.1515/MCMA-2022-2105},
timestamp = {Fri, 01 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BallesioJ22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Bishwal22,
author = {Jaya P. N. Bishwal},
title = {Berry-Esseen inequalities for the fractional Black-Karasinski model
of term structure of interest rates},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {111--124},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2111},
doi = {10.1515/MCMA-2022-2111},
timestamp = {Mon, 20 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Bishwal22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CasquilhoB22,
author = {Miguel Casquilho and
Jorge Buescu},
title = {Standard deviation estimation from sums of unequal size samples},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {235--253},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2118},
doi = {10.1515/MCMA-2022-2118},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CasquilhoB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CherabliOB22,
author = {Meriem Cherabli and
Megdouda Ourbih{-}Tari and
Meriem Boubalou},
title = {Refined descriptive sampling simulated annealing algorithm for solving
the traveling salesman problem},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {175--188},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2113},
doi = {10.1515/MCMA-2022-2113},
timestamp = {Mon, 20 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CherabliOB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CorcoranM22,
author = {Jem N. Corcoran and
Caleb Miller},
title = {Controlled accuracy Gibbs sampling of order-constrained non-iid ordered
random variates},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {279--292},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2121},
doi = {10.1515/MCMA-2022-2121},
timestamp = {Wed, 04 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/CorcoranM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DimovTS22,
author = {Ivan Dimov and
Venelin Todorov and
Karl Sabelfeld},
title = {A study of highly efficient stochastic sequences for multidimensional
sensitivity analysis},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {1--12},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2101},
doi = {10.1515/MCMA-2022-2101},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DimovTS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias22,
author = {Nikolaos Halidias},
title = {On the practical point of view of option pricing},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {307--318},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2122},
doi = {10.1515/MCMA-2022-2122},
timestamp = {Wed, 04 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Halidias22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HalidiasS22,
author = {Nikolaos Halidias and
Ioannis S. Stamatiou},
title = {A note on the asymptotic stability of the semi-discrete method for
stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {13--25},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2102},
doi = {10.1515/MCMA-2022-2102},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HalidiasS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Harringer22,
author = {Manfred Harringer},
title = {Superposition of forward and backward motion},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {329--339},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2124},
doi = {10.1515/MCMA-2022-2124},
timestamp = {Thu, 05 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Harringer22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Hiderah22,
author = {Kamal Hiderah},
title = {Carath{\'{e}}odory approximate solutions for a class of stochastic
differential equations involving the local time at point zero with
one-sided Lipschitz continuous drift coefficients},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {189--198},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2107},
doi = {10.1515/MCMA-2022-2107},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Hiderah22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IanevychRP22,
author = {Tetiana Ianevych and
Iryna Rozora and
Anatolii Pashko},
title = {On one way of modeling a stochastic process with given accuracy and
reliability},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {135--147},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2110},
doi = {10.1515/MCMA-2022-2110},
timestamp = {Tue, 28 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IanevychRP22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolyukhinM22,
author = {Dmitriy Kolyukhin and
Alexander Minakov},
title = {Simulation of Gaussian random field in a ball},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {85--95},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2108},
doi = {10.1515/MCMA-2022-2108},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolyukhinM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolyukhinSD22,
author = {Dmitriy Kolyukhin and
Karl K. Sabelfeld and
Ivan Dimov},
title = {Sensitivity analysis of the concentration transport estimation in
a turbulent flow},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {211--219},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2116},
doi = {10.1515/MCMA-2022-2116},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolyukhinSD22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KonovalovVKMM22,
author = {Alexander B. Konovalov and
Vitaly V. Vlasov and
Sergey V. Kolchugin and
Gennady Malyshkin and
Rim Mukhamadiyev},
title = {Monte Carlo simulation of sensitivity functions for few-view computed
tomography of strongly absorbing media},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {269--278},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2120},
doi = {10.1515/MCMA-2022-2120},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KonovalovVKMM22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld22,
author = {Karl K. Sabelfeld},
title = {Randomized Monte Carlo algorithms for matrix iterations and solving
large systems of linear equations},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {125--133},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2114},
doi = {10.1515/MCMA-2022-2114},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldA22,
author = {Karl K. Sabelfeld and
Ivan Aksyuk},
title = {Simulation of drift-diffusion process at high P{\'{e}}clet numbers
by the random walk on spheres method},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {349--367},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2128},
doi = {10.1515/MCMA-2022-2128},
timestamp = {Sun, 15 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldA22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldB22,
author = {Karl K. Sabelfeld and
Oleg Bukhasheev},
title = {Global random walk on grid algorithm for solving Navier-Stokes and
Burgers equations},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {4},
pages = {293--305},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2126},
doi = {10.1515/MCMA-2022-2126},
timestamp = {Sun, 15 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldB22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS22,
author = {Karl K. Sabelfeld and
Viacheslav Sapozhnikov},
title = {Simulation of transient and spatial structure of the radiative flux
produced by multiple recombinations of excitons},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {255--268},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2117},
doi = {10.1515/MCMA-2022-2117},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SlaouiH22,
author = {Yousri Slaoui and
Salima Helali},
title = {Recursive regression estimation based on the two-time-scale stochastic
approximation method and Bernstein polynomials},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {45--59},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2104},
doi = {10.1515/MCMA-2022-2104},
timestamp = {Fri, 01 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SlaouiH22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Spade22,
author = {David A. Spade},
title = {Approximate bounding of mixing time for multiple-step Gibbs samplers},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {3},
pages = {221--233},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2119},
doi = {10.1515/MCMA-2022-2119},
timestamp = {Fri, 23 Sep 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Spade22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/TalhiAR22,
author = {Hamida Talhi and
Hiba Aiachi and
Nadji Rahmania},
title = {Bayesian estimation of a competing risk model based on Weibull and
exponential distributions under right censored data},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {163--174},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2112},
doi = {10.1515/MCMA-2022-2112},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/TalhiAR22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WangS22,
author = {Shijia Wang and
Tim B. Swartz},
title = {Moment matching adaptive importance sampling with skew-student proposals},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {149--162},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2106},
doi = {10.1515/MCMA-2022-2106},
timestamp = {Wed, 24 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/WangS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X22,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {i--iv},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-frontmatter1},
doi = {10.1515/MCMA-2022-FRONTMATTER1},
timestamp = {Fri, 18 Mar 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/X22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X22a,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {2},
pages = {i--iv},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-frontmatter2},
doi = {10.1515/MCMA-2022-FRONTMATTER2},
timestamp = {Mon, 20 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/X22a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZakradN22,
author = {Az{-}eddine Zakrad and
Abdelaziz Nasroallah},
title = {Estimation of steady-state quantities of an {HMM} with some rarely
generated emissions},
journal = {Monte Carlo Methods Appl.},
volume = {28},
number = {1},
pages = {27--44},
year = {2022},
url = {https://doi.org/10.1515/mcma-2022-2103},
doi = {10.1515/MCMA-2022-2103},
timestamp = {Fri, 18 Mar 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ZakradN22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Beentjes21,
author = {Casper H. l. Beentjes},
title = {Optimising Poisson bridge constructions for variance reduction methods},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {249--275},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2090},
doi = {10.1515/MCMA-2021-2090},
timestamp = {Tue, 05 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Beentjes21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChraibiDGG21,
author = {Hassane Chraibi and
Anne Dutfoy and
Thomas Galtier and
Josselin Garnier},
title = {Optimal potential functions for the interacting particle system method},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {137--152},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2086},
doi = {10.1515/MCMA-2021-2086},
timestamp = {Mon, 12 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChraibiDGG21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ech-ChafiqLR21,
author = {Zineb El Filali Ech{-}Chafiq and
J{\'{e}}r{\^{o}}me Lelong and
Adil Reghai},
title = {Automatic control variates for option pricing using neural networks},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {91--104},
year = {2021},
url = {https://doi.org/10.1515/mcma-2020-2081},
doi = {10.1515/MCMA-2020-2081},
timestamp = {Thu, 29 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ech-ChafiqLR21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias21,
author = {Nikolaos Halidias},
title = {On the absorption probabilities and mean time for absorption for discrete
Markov chains},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {105--115},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2084},
doi = {10.1515/MCMA-2021-2084},
timestamp = {Mon, 12 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IzydorczykOR21,
author = {Lucas Izydorczyk and
Nadia Oudjane and
Francesco Russo},
title = {A fully backward representation of semilinear PDEs applied to the
control of thermostatic loads in power systems},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {347--371},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2095},
doi = {10.1515/MCMA-2021-2095},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IzydorczykOR21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KharroubiLW21,
author = {Idris Kharroubi and
Thomas Lim and
Xavier Warin},
title = {Discretization and machine learning approximation of BSDEs with a
constraint on the Gains-process},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {1},
pages = {27--55},
year = {2021},
url = {https://doi.org/10.1515/mcma-2020-2080},
doi = {10.1515/MCMA-2020-2080},
timestamp = {Thu, 25 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KharroubiLW21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kolyukhin21,
author = {Dmitriy Kolyukhin},
title = {Global sensitivity analysis of statistical models by double randomization
method},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {341--346},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2096},
doi = {10.1515/MCMA-2021-2096},
timestamp = {Thu, 09 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Kolyukhin21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LapeyreL21,
author = {Bernard Lapeyre and
J{\'{e}}r{\^{o}}me Lelong},
title = {Neural network regression for Bermudan option pricing},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {227--247},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2091},
doi = {10.1515/MCMA-2021-2091},
timestamp = {Tue, 05 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LapeyreL21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NakagawaT21,
author = {Takuya Nakagawa and
Akihiro Tanaka},
title = {On a Monte Carlo scheme for some linear stochastic partial differential
equations},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {169--193},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2088},
doi = {10.1515/MCMA-2021-2088},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NakagawaT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamP21,
author = {Huong T. T. Pham and
Hoa Pham},
title = {On the existence of posterior mean for Bayesian logistic regression},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {277--288},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2089},
doi = {10.1515/MCMA-2021-2089},
timestamp = {Fri, 01 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PhamP21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RabieiS21,
author = {Nima Rabiei and
Elias G. Saleeby},
title = {On intersection volumes of confidence hyper-ellipsoids and two geometric
Monte Carlo methods},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {153--167},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2087},
doi = {10.1515/MCMA-2021-2087},
timestamp = {Mon, 12 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RabieiS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RefasBB21,
author = {Salah Eddine Chouaib Refas and
Abdelkader Bouazza and
Youcef Belhadji},
title = {3D sputtering simulations of the CZTS, Si and {CIGS} thin films using
Monte-Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {373--382},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2094},
doi = {10.1515/MCMA-2021-2094},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RefasBB21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS21,
author = {Karl K. Sabelfeld and
Dmitrii Smirnov},
title = {A global random walk on grid algorithm for second order elliptic equations},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {211--225},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2092},
doi = {10.1515/MCMA-2021-2092},
timestamp = {Tue, 05 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldSDT21,
author = {Karl K. Sabelfeld and
Dmitry Smirnov and
Ivan Dimov and
Venelin Todorov},
title = {A global random walk on grid algorithm for second order elliptic equations},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {325--339},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2097},
doi = {10.1515/MCMA-2021-2097},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldSDT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SakouvoguiSDM21,
author = {Kekoura Sakouvogui and
Saleem Shaik and
Curt Doetkott and
Rhonda C. Magel},
title = {Sensitivity analysis of stochastic frontier analysis models},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {1},
pages = {71--90},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2083},
doi = {10.1515/MCMA-2021-2083},
timestamp = {Sun, 10 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SakouvoguiSDM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS21,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {Random walk on spheres algorithm for solving steady-state and transient
diffusion-recombination problems},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {301--313},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2099},
doi = {10.1515/MCMA-2021-2099},
timestamp = {Wed, 15 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Spade21,
author = {David A. Spade},
title = {Estimating drift and minorization coefficients for Gibbs sampling
algorithms},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {195--209},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2093},
doi = {10.1515/MCMA-2021-2093},
timestamp = {Fri, 01 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Spade21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SvitZKS21,
author = {Kirill Svit and
Konstantin S. Zhuravlev and
Sergey Kireev and
Karl K. Sabelfeld},
title = {A stochastic model, simulation, and application to aggregation of
cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett
matrix},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {289--299},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2100},
doi = {10.1515/MCMA-2021-2100},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SvitZKS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WiartLD21,
author = {Jaspar Wiart and
Christiane Lemieux and
Gracia Y. Dong},
title = {On the dependence structure and quality of scrambled (t, m, s)-nets},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {1},
pages = {1--26},
year = {2021},
url = {https://doi.org/10.1515/mcma-2020-2079},
doi = {10.1515/MCMA-2020-2079},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/WiartLD21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X21,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {1},
pages = {i--iv},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-frontmatter1},
doi = {10.1515/MCMA-2021-FRONTMATTER1},
timestamp = {Thu, 25 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/X21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X21a,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {i--iv},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-frontmatter2},
doi = {10.1515/MCMA-2021-FRONTMATTER2},
timestamp = {Mon, 12 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/X21a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X21b,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {3},
pages = {i--iv},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-frontmatter3},
doi = {10.1515/MCMA-2021-FRONTMATTER3},
timestamp = {Fri, 01 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/X21b.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/X21c,
title = {Frontmatter},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {i--iv},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-frontmatter4},
doi = {10.1515/MCMA-2021-FRONTMATTER4},
timestamp = {Thu, 09 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/X21c.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Yamada21,
author = {Toshihiro Yamada},
title = {High order weak approximation for irregular functionals of time-inhomogeneous
SDEs},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {2},
pages = {117--136},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2085},
doi = {10.1515/MCMA-2021-2085},
timestamp = {Mon, 12 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Yamada21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/YuJH21,
author = {Unjong Yu and
Hoseung Jang and
Chi{-}Ok Hwang},
title = {A diffusion Monte Carlo method for charge density on a conducting
surface at non-constant potentials},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {4},
pages = {315--324},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2098},
doi = {10.1515/MCMA-2021-2098},
timestamp = {Wed, 15 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/YuJH21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZianeZA21,
author = {Yasmina Ziane and
Nabil Zougab and
Smail Adjabi},
title = {Body tail adaptive kernel density estimation for nonnegative heavy-tailed
data},
journal = {Monte Carlo Methods Appl.},
volume = {27},
number = {1},
pages = {57--69},
year = {2021},
url = {https://doi.org/10.1515/mcma-2021-2082},
doi = {10.1515/MCMA-2021-2082},
timestamp = {Thu, 25 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ZianeZA21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BedouheneZ20,
author = {Kahina Bedouhene and
Nabil Zougab},
title = {A Bayesian procedure for bandwidth selection in circular kernel density
estimation},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {1},
pages = {69--82},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2056},
doi = {10.1515/MCMA-2020-2056},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BedouheneZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BourgeyMGZ20,
author = {Florian Bourgey and
Stefano De Marco and
Emmanuel Gobet and
Alexandre Zhou},
title = {Multilevel Monte Carlo methods and lower-upper bounds in initial margin
computations},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {2},
pages = {131--161},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2062},
doi = {10.1515/MCMA-2020-2062},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BourgeyMGZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Egorov20,
author = {Alexander Egorov},
title = {An approximate formula for calculating the expectations of functionals
from random processes based on using the Wiener chaos expansion},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {285--292},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2074},
doi = {10.1515/MCMA-2020-2074},
timestamp = {Tue, 02 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Egorov20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/El-KhaldiS20,
author = {Khaldoun El{-}Khaldi and
Elias G. Saleeby},
title = {On the density of lines and Santalo's formula for computing geometric
size measures},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {315--323},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2071},
doi = {10.1515/MCMA-2020-2071},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/El-KhaldiS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ElkimakhN20,
author = {Karima Elkimakh and
Abdelaziz Nasroallah},
title = {Hidden Markov Model with Markovian emission},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {303--313},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2072},
doi = {10.1515/MCMA-2020-2072},
timestamp = {Tue, 02 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ElkimakhN20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Hiderah20,
author = {Kamal Hiderah},
title = {Approximation of Euler-Maruyama for one-dimensional stochastic differential
equations involving the maximum process},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {1},
pages = {33--47},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2057},
doi = {10.1515/MCMA-2020-2057},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Hiderah20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JiML20,
author = {Hao Ji and
Michael Mascagni and
Yaohang Li},
title = {Gaussian variant of Freivalds' algorithm for efficient and reliable
matrix product verification},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {273--284},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2076},
doi = {10.1515/MCMA-2020-2076},
timestamp = {Thu, 10 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/JiML20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KablukovaSPZ20,
author = {Evgenia Kablukova and
Karl Sabelfeld and
Dmitrii Y. Protasov and
Konstantin S. Zhuravlev},
title = {Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison
with experimental measurements},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {263--271},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2077},
doi = {10.1515/MCMA-2020-2077},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KablukovaSPZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kolyukhin20,
author = {Dmitriy Kolyukhin},
title = {Statistical modeling of three-dimensional fractal point sets with
a given spatial probability distribution},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {245--252},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2066},
doi = {10.1515/MCMA-2020-2066},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kolyukhin20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LeeL20,
author = {Seung{-}Hwan Lee and
Eun{-}Joo Lee},
title = {A weighted log-rank test for comparing two survival curves},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {253--262},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2064},
doi = {10.1515/MCMA-2020-2064},
timestamp = {Fri, 16 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LeeL20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MalekzadehM20,
author = {Ahad Malekzadeh and
Seyed Mahdi Mahmoudi},
title = {Constructing a confidence interval for the ratio of normal distribution
quantiles},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {325--334},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2070},
doi = {10.1515/MCMA-2020-2070},
timestamp = {Tue, 02 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/MalekzadehM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MarozziC20,
author = {Marco Marozzi and
Shovan Chowdhury},
title = {An index of teaching performance based on students' feedback},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {2},
pages = {83--91},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2059},
doi = {10.1515/MCMA-2020-2059},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MarozziC20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MullerDMS20,
author = {Christian M{\"{u}}ller and
Holger Diedam and
Thomas Mrziglod and
Andreas Schuppert},
title = {A neural network assisted Metropolis adjusted Langevin algorithm},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {2},
pages = {93--111},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2060},
doi = {10.1515/MCMA-2020-2060},
timestamp = {Fri, 16 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MullerDMS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NagyEW20,
author = {Shady Ahmed Nagy and
Mohamed A. El{-}Beltagy and
Mohamed I. Wafa},
title = {Multilevel Monte Carlo by using the Halton sequence},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {193--203},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2065},
doi = {10.1515/MCMA-2020-2065},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NagyEW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nekrutkin20,
author = {Vladimir Nekrutkin},
title = {Binary decompositions of probability densities and random-bit simulation},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {2},
pages = {163--169},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2063},
doi = {10.1515/MCMA-2020-2063},
timestamp = {Fri, 16 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nekrutkin20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamPN20,
author = {Huong T. T. Pham and
Hoa Pham and
Darfiana Nur},
title = {A Bayesian inference for the penalizedspline joint models of longitudinal
and time-to-event data: {A} priorsensitivity analysis},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {1},
pages = {49--68},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2058},
doi = {10.1515/MCMA-2020-2058},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/PhamPN20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PolalaO20,
author = {Arun Kumar Polala and
Giray {\"{O}}kten},
title = {Implementing de-biased estimators using mixed sequences},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {293--301},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2075},
doi = {10.1515/MCMA-2020-2075},
timestamp = {Thu, 10 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/PolalaO20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Reichl20,
author = {Johannes Reichl},
title = {Estimating marginal likelihoods from the posterior draws through a
geometric identity},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {205--221},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2068},
doi = {10.1515/MCMA-2020-2068},
timestamp = {Sat, 13 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Reichl20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RuzayqatJ20,
author = {Hamza M. Ruzayqat and
Ajay Jasra},
title = {Unbiased estimation of the solution to Zakai's equation},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {2},
pages = {113--129},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2061},
doi = {10.1515/MCMA-2020-2061},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RuzayqatJ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldP20,
author = {Karl K. Sabelfeld and
Nikita Popov},
title = {Monte Carlo tracking drift-diffusion trajectories algorithm for solving
narrow escape problems},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {177--191},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2073},
doi = {10.1515/MCMA-2020-2073},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS20,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {Random walk on ellipsoids method for solving elliptic and parabolic
equations},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {4},
pages = {335--353},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2078},
doi = {10.1515/MCMA-2020-2078},
timestamp = {Tue, 02 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS20,
author = {Ilya M. Sobol and
Boris V. Shukhman},
title = {{QMC} integration errors and quasi-asymptotics},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {171--176},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2067},
doi = {10.1515/MCMA-2020-2067},
timestamp = {Fri, 16 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ThrasherM20,
author = {W. John Thrasher and
Michael Mascagni},
title = {Examining sharp restart in a Monte Carlo method for the linearized
Poisson-Boltzmann equation},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {3},
pages = {223--244},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2069},
doi = {10.1515/MCMA-2020-2069},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ThrasherM20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Torres20,
author = {David J. Torres},
title = {Describing the Pearson {R} distribution of aggregate data},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {1},
pages = {17--32},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2054},
doi = {10.1515/MCMA-2020-2054},
timestamp = {Sun, 16 Apr 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Torres20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VansletteAY20,
author = {Kevin Vanslette and
Abdullatif Al{-}Alshaikh and
Kamal Youcef{-}Toumi},
title = {Why simple quadrature is just as good as Monte Carlo},
journal = {Monte Carlo Methods Appl.},
volume = {26},
number = {1},
pages = {1--16},
year = {2020},
url = {https://doi.org/10.1515/mcma-2020-2055},
doi = {10.1515/MCMA-2020-2055},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VansletteAY20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AchihaSTY19,
author = {Taku Achiha and
Hiroshi Sugita and
Kenta Tonohiro and
Yuto Yamamoto},
title = {Generation of k-wise independent random variables with small randomness},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {259--270},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2046},
doi = {10.1515/MCMA-2019-2046},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AchihaSTY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BayousefM19,
author = {Manal Bayousef and
Michael Mascagni},
title = {A computational investigation of the optimal Halton sequence in {QMC}
applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {187--207},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2041},
doi = {10.1515/MCMA-2019-2041},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BayousefM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BoubalouOAZ19,
author = {Meriem Boubalou and
Megdouda Ourbih{-}Tari and
Abdelouhab Aloui and
Arezki Zioui},
title = {Comparing {M/G/1} queue estimators in Monte Carlo simulation through
the tested generator "getRDS" and the proposed "getLHS" using variance
reduction},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {177--186},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2033},
doi = {10.1515/MCMA-2019-2033},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BoubalouOAZ19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrahamBBR19,
author = {Hayette Braham and
Louiza Berdjoudj and
Mohamed Boualem and
Nadji Rahmania},
title = {Analysis of a non-Markovian queueing model: Bayesian statistics and
{MCMC} methods},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {147--154},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2035},
doi = {10.1515/MCMA-2019-2035},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BrahamBBR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ErmakovP19,
author = {Sergej M. Ermakov and
Anna A. Pogosian},
title = {On solving stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {155--161},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2038},
doi = {10.1515/MCMA-2019-2038},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ErmakovP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GurP19,
author = {Sercan G{\"{u}}r and
Klaus P{\"{o}}tzelberger},
title = {Sensitivity of boundary crossing probabilities of the Brownian motion},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {75--83},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2031},
doi = {10.1515/MCMA-2019-2031},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GurP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HamlinTKM19,
author = {Preston Hamlin and
W. John Thrasher and
Walid Keyrouz and
Michael Mascagni},
title = {Geometry entrapment in Walk-on-Subdomains},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {329--340},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2052},
doi = {10.1515/MCMA-2019-2052},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HamlinTKM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Harase19,
author = {Shin Harase},
title = {Comparison of Sobol' sequences in financial applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {61--74},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2029},
doi = {10.1515/MCMA-2019-2029},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Harase19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JangWK19,
author = {Hanbyeol Jang and
Jian Wang and
Junseok Kim},
title = {Equity-linked security pricing and Greeks at arbitrary intermediate
times using Brownian bridge},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {291--305},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2048},
doi = {10.1515/MCMA-2019-2048},
timestamp = {Mon, 28 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JangWK19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NaitoY19,
author = {Riu Naito and
Toshihiro Yamada},
title = {A third-order weak approximation of multidimensional It{\^{o}} stochastic
differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {97--120},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2036},
doi = {10.1515/MCMA-2019-2036},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NaitoY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NaitoY19a,
author = {Riu Naito and
Toshihiro Yamada},
title = {A second-order discretization for forward-backward SDEs using local
approximations with Malliavin calculus},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {341--361},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2053},
doi = {10.1515/MCMA-2019-2053},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NaitoY19a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NasroallahB19,
author = {Abdelaziz Nasroallah and
Mohamed Yasser Bounnite},
title = {A kind of dual form for coupling from the past algorithm, to sample
from Markov chain steady-state probability},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {317--327},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2050},
doi = {10.1515/MCMA-2019-2050},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NasroallahB19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OkanoY19,
author = {Yusuke Okano and
Toshihiro Yamada},
title = {A control variate method for weak approximation of SDEs via discretization
of numerical error of asymptotic expansion},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {239--252},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2044},
doi = {10.1515/MCMA-2019-2044},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OkanoY19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PagesR19,
author = {Gilles Pag{\`{e}}s and
Cl{\'{e}}ment Rey},
title = {Recursive computation of the invariant distributions of Feller processes:
Revisited examples and new applications},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {1--36},
year = {2019},
url = {https://doi.org/10.1515/mcma-2018-2027},
doi = {10.1515/MCMA-2018-2027},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PagesR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PelsserG19,
author = {Antoon Pelsser and
Kossi Gnameho},
title = {A Monte Carlo method for backward stochastic differential equations
with Hermite martingales},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {37--60},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2028},
doi = {10.1515/MCMA-2019-2028},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/PelsserG19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamP19,
author = {Hoa Pham and
Huong T. T. Pham},
title = {A Bayesian approach for multi-stage models with linear time-dependent
hazard rate},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {307--316},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2051},
doi = {10.1515/MCMA-2019-2051},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PhamP19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RabieiS19,
author = {Nima Rabiei and
Elias G. Saleeby},
title = {On the sample-mean method for computing hyper-volumes},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {163--176},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2034},
doi = {10.1515/MCMA-2019-2034},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RabieiS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rajput19,
author = {Nikhil Kumar Rajput},
title = {Gillespie algorithm and diffusion approximation based on Monte Carlo
simulation for innovation diffusion: {A} comparative study},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {209--215},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2040},
doi = {10.1515/MCMA-2019-2040},
timestamp = {Wed, 16 Mar 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Rajput19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld19,
author = {Karl K. Sabelfeld},
title = {A global random walk on spheres algorithm for transient heat equation
and some extensions},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {1},
pages = {85--96},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2032},
doi = {10.1515/MCMA-2019-2032},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld19a,
author = {Karl K. Sabelfeld},
title = {Random walk on rectangles and parallelepipeds algorithm for solving
transient anisotropic drift-diffusion-reaction problems},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {131--146},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2039},
doi = {10.1515/MCMA-2019-2039},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld19a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS19,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {A random walk on small spheres method for solving transientanisotropic
diffusion problems},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {271--282},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2047},
doi = {10.1515/MCMA-2019-2047},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS19,
author = {Ilya M. Sobol and
Boris V. Shukhman},
title = {Quasi-Monte Carlo method for solving Fredholm equations},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {253--257},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2045},
doi = {10.1515/MCMA-2019-2045},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Turchyn19,
author = {Ievgen Turchyn},
title = {Wavelet-based simulation of random processes from certain classes
with given accuracy and reliability},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {217--225},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2042},
doi = {10.1515/MCMA-2019-2042},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Turchyn19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WeissN19,
author = {Christian Wei{\ss} and
Zoran Nikolic},
title = {An aspect of optimal regression design for {LSMC}},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {4},
pages = {283--290},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2049},
doi = {10.1515/MCMA-2019-2049},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/WeissN19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZarezadehC19,
author = {Zakarya Zarezadeh and
Giovanni Costantini},
title = {Particle diffusion Monte Carlo {(PDMC)}},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {2},
pages = {121--130},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2037},
doi = {10.1515/MCMA-2019-2037},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZarezadehC19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZhangYD19,
author = {Lihao Zhang and
Zeyang Ye and
Yuefan Deng},
title = {Parallel {MCMC} methods for global optimization},
journal = {Monte Carlo Methods Appl.},
volume = {25},
number = {3},
pages = {227--237},
year = {2019},
url = {https://doi.org/10.1515/mcma-2019-2043},
doi = {10.1515/MCMA-2019-2043},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZhangYD19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlouiniRKT18,
author = {Mohamed{-}Slim Alouini and
Nadhir Ben Rached and
Abla Kammoun and
Ra{\'{u}}l Tempone},
title = {On the efficient simulation of the left-tail of the sum of correlated
log-normal variates},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {101--115},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0009},
doi = {10.1515/MCMA-2018-0009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlouiniRKT18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BalitiHA18,
author = {Jamal Baliti and
Mohamed Hssikou and
Mohammed Alaoui},
title = {Monte Carlo simulation of nonlinear gravity driven Poiseuille-Couette
flow in a dilute gas},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {153--163},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0014},
doi = {10.1515/MCMA-2018-0014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BalitiHA18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BenabdallahH18,
author = {Mohsine Benabdallah and
Kamal Hiderah},
title = {Strong rate of convergence for the Euler-Maruyama approximation of
one-dimensional stochastic differential equations involving the local
time at point zero},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {249},
year = {2018},
url = {https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2021/mcma-2018-2021.xml},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BenabdallahH18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BouazzaS18,
author = {Abdelkader Bouazza and
Abderrahmane Settaouti},
title = {Understanding the contribution of energy and angular distribution
in the morphology of thin films using Monte Carlo simulation},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {215--224},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0019},
doi = {10.1515/MCMA-2018-0019},
timestamp = {Mon, 03 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BouazzaS18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CavilOR18,
author = {Anthony Le Cavil and
Nadia Oudjane and
Francesco Russo},
title = {Monte-Carlo algorithms for a forward Feynman-Kac-type representation
for semilinear nonconservative partial differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {55--70},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0005},
doi = {10.1515/MCMA-2018-0005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CavilOR18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CoskunK18,
author = {Sema Coskun and
Ralf Korn},
title = {Pricing barrier options in the Heston model using the Heath-Platen
estimator},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {29--41},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0004},
doi = {10.1515/MCMA-2018-0004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CoskunK18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CreaseyL18,
author = {Peter E. Creasey and
Annika Lang},
title = {Fast generation of isotropic Gaussian random fields on the sphere},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {1--11},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0001},
doi = {10.1515/MCMA-2018-0001},
timestamp = {Fri, 13 May 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CreaseyL18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ElkhechafiHE18,
author = {Mariam Elkhechafi and
Hanaa Hachimi and
Youssfi Elkettani},
title = {A new hybrid cuckoo search and firefly optimization},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {71--77},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0003},
doi = {10.1515/MCMA-2018-0003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ElkhechafiHE18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ErmakovL18,
author = {Sergej M. Ermakov and
Svetlana N. Leora},
title = {Remarks on randomization of quasi-random numbers},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {139--145},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0012},
doi = {10.1515/MCMA-2018-0012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ErmakovL18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EvarestBSY18,
author = {Emmanuel Evarest and
Fredrik Berntsson and
Martin Singull and
Xiangfeng Yang},
title = {Weather derivatives pricing using regime switching model},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {13--27},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0002},
doi = {10.1515/MCMA-2018-0002},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EvarestBSY18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kolyukhin18,
author = {Dmitry Kolyukhin},
title = {Global sensitivity analysis for a stochastic flow problem},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {263--270},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-2022},
doi = {10.1515/MCMA-2018-2022},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Kolyukhin18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoPV18,
author = {Yuriy Kozachenko and
Anatolii Pashko and
Olga Vasylyk},
title = {Simulation of generalized fractional Brownian motion in C([0, {T])}},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {179--192},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0016},
doi = {10.1515/MCMA-2018-0016},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoPV18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LayCRK18,
author = {Harold A. Lay and
Zane Colgin and
Viktor Reshniak and
Abdul Q. M. Khaliq},
title = {On the implementation of multilevel Monte Carlo simulation of the
stochastic volatility and interest rate model using multi-GPU clusters},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {309--321},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-2025},
doi = {10.1515/MCMA-2018-2025},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LayCRK18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LiuWC18,
author = {Baisen Liu and
Liangliang Wang and
Jiguo Cao},
title = {Bayesian estimation of ordinary differential equation models when
the likelihood has multiple local modes},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {117--127},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0010},
doi = {10.1515/MCMA-2018-0010},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LiuWC18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MullerWMS18,
author = {Christian M{\"{u}}ller and
Fabian Weysser and
Thomas Mrziglod and
Andreas Schuppert},
title = {Markov-Chain Monte-Carlo methods and non-identifiabilities},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {203--214},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0018},
doi = {10.1515/MCMA-2018-0018},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MullerWMS18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NguyenXO18,
author = {Nguyet Nguyen and
Linlin Xu and
Giray {\"{O}}kten},
title = {A quasi-Monte Carlo implementation of the ziggurat method},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {93--99},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0008},
doi = {10.1515/MCMA-2018-0008},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NguyenXO18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RozoraL18,
author = {Iryna Rozora and
Mariia Lyzhechko},
title = {On the modeling of linear system input stochastic processes with given
accuracy and reliability},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {129--137},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0011},
doi = {10.1515/MCMA-2018-0011},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/RozoraL18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldE18,
author = {Karl K. Sabelfeld and
Georgy Eremeev},
title = {A hybrid kinetic-thermodynamic Monte Carlo model for simulation of
homogeneous burst nucleation},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {193--202},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0017},
doi = {10.1515/MCMA-2018-0017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldE18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK18,
author = {Karl K. Sabelfeld and
Anastasiya E. Kireeva},
title = {Probability distribution of the life time of a drift-diffusion-reaction
process inside a sphere with applications to transient cathodoluminescence
imaging},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {79--92},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0007},
doi = {10.1515/MCMA-2018-0007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS18,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {Random walk on spheres method for solving anisotropic drift-diffusion
problems},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {43--54},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0006},
doi = {10.1515/MCMA-2018-0006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Simonov18,
author = {Nikolai A. Simonov},
title = {Random walk algorithms for elliptic equations and boundary singularities},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {323--327},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-2026},
doi = {10.1515/MCMA-2018-2026},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Simonov18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS18,
author = {Ilya M. Sobol and
Boris V. Shukhman},
title = {On average dimensions of particle transport estimators},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {1},
pages = {147--151},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0013},
doi = {10.1515/MCMA-2018-0013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/TamitiOAI18,
author = {Kenza Tamiti and
Megdouda Ourbih{-}Tari and
Abdelouhab Aloui and
Khelidja Idjis},
title = {The use of variance reduction, relative error and bias in testing
the performance of {M/G/1} retrial queues estimators in Monte Carlo
simulation},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {3},
pages = {165--178},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-0015},
doi = {10.1515/MCMA-2018-0015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/TamitiOAI18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Warin18,
author = {Xavier Warin},
title = {Nesting Monte Carlo for high-dimensional non-linear PDEs},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {225},
year = {2018},
url = {https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2020/mcma-2018-2020.xml},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Warin18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/YamadaY18,
author = {Toshihiro Yamada and
Kenta Yamamoto},
title = {A second-order weak approximation of SDEs using a Markov chain without
L{\'{e}}vy area simulation},
journal = {Monte Carlo Methods Appl.},
volume = {24},
number = {4},
pages = {289--308},
year = {2018},
url = {https://doi.org/10.1515/mcma-2018-2024},
doi = {10.1515/MCMA-2018-2024},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/YamadaY18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AljahdaliM17,
author = {Asia Aljahdali and
Michael Mascagni},
title = {Feistel-inspired scrambling improves the quality of linear congruential
generators},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {89},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0105},
doi = {10.1515/MCMA-2017-0105},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AljahdaliM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BouchardTWZ17,
author = {Bruno Bouchard and
Xiaolu Tan and
Xavier Warin and
Yiyi Zou},
title = {Numerical approximation of BSDEs using local polynomial drivers and
branching processes},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {241--263},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0116},
doi = {10.1515/MCMA-2017-0116},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BouchardTWZ17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CattiauxLP17,
author = {Patrick Cattiaux and
Jos{\'{e}} Rafael Le{\'{o}}n and
Cl{\'{e}}mentine Prieur},
title = {Invariant density estimation for a reflected diffusion using an Euler
scheme},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {71},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0104},
doi = {10.1515/MCMA-2017-0104},
timestamp = {Thu, 28 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CattiauxLP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChouraquiLD17,
author = {A{\"{\i}}cha Chouraqui and
Christian L{\'{e}}cot and
Bachir Djebbar},
title = {Quasi-Monte Carlo simulation of differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {265--275},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0114},
doi = {10.1515/MCMA-2017-0114},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChouraquiLD17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EgorovM17,
author = {Alexander D. Egorov and
Victor Malyutin},
title = {A method for the calculation of characteristics for the solution to
stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {3},
pages = {149},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0110},
doi = {10.1515/MCMA-2017-0110},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EgorovM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/El-KhaldiS17,
author = {Khaldoun El{-}Khaldi and
Elias G. Saleeby},
title = {On the tangent model for the density of lines and a Monte Carlo method
for computing hypersurface area},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {1},
pages = {13--20},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0100},
doi = {10.1515/MCMA-2017-0100},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/El-KhaldiS17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FortGM17,
author = {Gersende Fort and
Emmanuel Gobet and
Eric Moulines},
title = {{MCMC} design-based non-parametric regression for rare event. Application
to nested risk computations},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {1},
pages = {21--42},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0101},
doi = {10.1515/MCMA-2017-0101},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FortGM17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GiorgiLP17,
author = {Daphn{\'{e}} Giorgi and
Vincent Lemaire and
Gilles Pag{\`{e}}s},
title = {Limit theorems for weighted and regular Multilevel estimators},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {1},
pages = {43--70},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0102},
doi = {10.1515/MCMA-2017-0102},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GiorgiLP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Grigoriu17,
author = {Mircea Grigoriu},
title = {Monte Carlo algorithm for vector-valued Gaussianfunctions with preset
component accuracies},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {3},
pages = {165},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0112},
doi = {10.1515/MCMA-2017-0112},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Grigoriu17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IddiN17,
author = {Samuel Iddi and
Esther O. Nwoko},
title = {Effect of covariate misspecifications in the marginalized zero-inflated
Poisson model},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {111},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0106},
doi = {10.1515/MCMA-2017-0106},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IddiN17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IglesiasP17,
author = {Emma M. Iglesias and
Garry D. A. Phillips},
title = {The use of bias correction versus the Jackknife when testing the mean
reversion and long term mean parameters in continuous time models},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {3},
pages = {159},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0111},
doi = {10.1515/MCMA-2017-0111},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IglesiasP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kashtanov17,
author = {Yuri N. Kashtanov},
title = {Stochastic mesh method for optimal stopping problems},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {121},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0107},
doi = {10.1515/MCMA-2017-0107},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kashtanov17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KhanRSJ17,
author = {Naushad Mamode Khan and
Wasseem Rumjaun and
Yuvraj Sunecher and
Vandna Jowaheer},
title = {Computing with bivariate COM-Poisson model under different copulas},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {131},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0103},
doi = {10.1515/MCMA-2017-0103},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KhanRSJ17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoP17,
author = {Yuriy Kozachenko and
Marina Petranova},
title = {Simulation of Gaussian stationary Ornstein-Uhlenbeck process with
given reliability and accuracy in space {C} {\unicode{8290}} {(} {[}
0 , {T} {]} {)} C([0, {T])}},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {277--286},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0115},
doi = {10.1515/MCMA-2017-0115},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoP17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KraftW17,
author = {Markus Kraft and
Wolfgang Wagner},
title = {A random cloud algorithm for the Schr{\"{o}}dinger equation},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {221--240},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0118},
doi = {10.1515/MCMA-2017-0118},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KraftW17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NasroallahE17,
author = {Abdelaziz Nasroallah and
Karima Elkimakh},
title = {{HMM} with emission process resulting from a special combination of
independent Markovian emissions},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {287--306},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0117},
doi = {10.1515/MCMA-2017-0117},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NasroallahE17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rey17,
author = {Cl{\'{e}}ment Rey},
title = {Convergence in total variation distance of a third order scheme for
one-dimensional diffusion processes},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {1},
pages = {1--12},
year = {2017},
url = {https://doi.org/10.1515/mcma-2016-0120},
doi = {10.1515/MCMA-2016-0120},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rey17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld17,
author = {Karl K. Sabelfeld},
title = {Random walk on spheres algorithm for solving transient drift-diffusion-reaction
problems},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {3},
pages = {189},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0113},
doi = {10.1515/MCMA-2017-0113},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS17,
author = {Irina A. Shalimova and
Karl K. Sabelfeld},
title = {Stochastic polynomial chaos expansion method for random Darcy equation},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {101},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0109},
doi = {10.1515/MCMA-2017-0109},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Simonov17,
author = {Nikolai A. Simonov},
title = {Monte Carlo algorithm for the Robin boundary conditions in application
to solving a model diffusion-recombination problem},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {4},
pages = {213--220},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0119},
doi = {10.1515/MCMA-2017-0119},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Simonov17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VajargahK17,
author = {Behrouz Fathi Vajargah and
Mohadeseh Kanafchian},
title = {Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition
cipher},
journal = {Monte Carlo Methods Appl.},
volume = {23},
number = {2},
pages = {147},
year = {2017},
url = {https://doi.org/10.1515/mcma-2017-0108},
doi = {10.1515/MCMA-2017-0108},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VajargahK17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BenabdallahEH16,
author = {Mohsine Benabdallah and
Youssfi Elkettani and
Kamal Hiderah},
title = {Approximation of Euler-Maruyama for one-dimensional stochastic differential
equations involving the local times of the unknown process},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {307--322},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0115},
doi = {10.1515/MCMA-2016-0115},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BenabdallahEH16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Benov16,
author = {Dobriyan M. Benov},
title = {The Manhattan Project, the first electronic computer and the Monte
Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {1},
pages = {73--79},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0102},
doi = {10.1515/MCMA-2016-0102},
timestamp = {Tue, 16 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Benov16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BouazzaS16,
author = {Abdelkader Bouazza and
Abderrahmane Settaouti},
title = {Study and simulation of the sputtering process of material layers
in plasma},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {2},
pages = {149--159},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0106},
doi = {10.1515/MCMA-2016-0106},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BouazzaS16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrisLM16,
author = {Claude Le Bris and
Fr{\'{e}}d{\'{e}}ric Legoll and
William Minvielle},
title = {Special quasirandom structures: {A} selection approach for stochastic
homogenization},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {1},
pages = {25--54},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0101},
doi = {10.1515/MCMA-2016-0101},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BrisLM16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CorcoranJV16,
author = {Jem N. Corcoran and
Dale Jennings and
Paul VaughanMiller},
title = {Perfect and {\(\epsilon\)}-perfect simulation methods for the one-dimensional
Kac equation},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {291--305},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0114},
doi = {10.1515/MCMA-2016-0114},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CorcoranJV16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DereudreMR16,
author = {David Dereudre and
Sara Mazzonetto and
Sylvie Roelly},
title = {An explicit representation of the transition densities of the skew
Brownian motion with drift and two semipermeable barriers},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {1},
pages = {1--23},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0100},
doi = {10.1515/MCMA-2016-0100},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DereudreMR16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GerbiJC16,
author = {Anis Al Gerbi and
Benjamin Jourdain and
Emmanuelle Clement},
title = {Ninomiya-Victoir scheme: Strong convergence, antithetic version and
application to multilevel estimators},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {3},
pages = {197--228},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0109},
doi = {10.1515/MCMA-2016-0109},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GerbiJC16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias16,
author = {Nikolaos Halidias},
title = {On the construction of boundary preserving numerical schemes},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {277--289},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0113},
doi = {10.1515/MCMA-2016-0113},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Harase16,
author = {Shin Harase},
title = {A search for extensible low-WAFOM point sets},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {349--357},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0119},
doi = {10.1515/MCMA-2016-0119},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Harase16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HssikouBA16,
author = {Mohamed Hssikou and
Jamal Baliti and
Mohammed Alaoui},
title = {The planar Couette flow with slip and jumpboundary conditions in a
microchannel},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {337--347},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0117},
doi = {10.1515/MCMA-2016-0117},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HssikouBA16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KongS16,
author = {Rong Kong and
Jerome Spanier},
title = {A new proof of geometric convergence for the adaptive generalized
weighted analog sampling {(GWAS)} method},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {3},
pages = {161--196},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0110},
doi = {10.1515/MCMA-2016-0110},
timestamp = {Mon, 13 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KongS16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Levada16,
author = {Alexandre L. M. Levada},
title = {Information geometry, simulation and complexity in Gaussian random
fields},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {2},
pages = {81--107},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0107},
doi = {10.1515/MCMA-2016-0107},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Levada16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MatoussiS16,
author = {Anis Matoussi and
Wissal Sabbagh},
title = {Numerical computation for backward doubly SDEs with random terminal
time},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {3},
pages = {229--258},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0111},
doi = {10.1515/MCMA-2016-0111},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MatoussiS16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nekrutkin16,
author = {Vladimir Nekrutkin},
title = {On the complexity of binary floating point pseudorandom generation},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {2},
pages = {109--116},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0105},
doi = {10.1515/MCMA-2016-0105},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nekrutkin16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NguyenO16,
author = {Nguyet Nguyen and
Giray {\"{O}}kten},
title = {The acceptance-rejection method for low-discrepancy sequences},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {2},
pages = {133--148},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0104},
doi = {10.1515/MCMA-2016-0104},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NguyenO16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld16,
author = {Karl Sabelfeld},
title = {Splitting and survival probabilities in stochastic random walk methods
and applications},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {1},
pages = {55--72},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0103},
doi = {10.1515/MCMA-2016-0103},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld16a,
author = {Karl Sabelfeld},
title = {Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin
boundary conditions},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {2},
pages = {117--131},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0108},
doi = {10.1515/MCMA-2016-0108},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld16a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld16b,
author = {Karl K. Sabelfeld},
title = {Vector Monte Carlo stochastic matrix-based algorithms for large linear
systems},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {3},
pages = {259--264},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0112},
doi = {10.1515/MCMA-2016-0112},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld16b.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld16c,
author = {Karl K. Sabelfeld},
title = {Random walk on spheres method for solving drift-diffusion problems},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {265--275},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0118},
doi = {10.1515/MCMA-2016-0118},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld16c.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VajargahK16,
author = {Behrouz Fathi Vajargah and
Mohadeseh Kanafchian},
title = {Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition
cipher},
journal = {Monte Carlo Methods Appl.},
volume = {22},
number = {4},
pages = {323--335},
year = {2016},
url = {https://doi.org/10.1515/mcma-2016-0116},
doi = {10.1515/MCMA-2016-0116},
timestamp = {Sun, 22 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VajargahK16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AndersenM15,
author = {Timothy D. Andersen and
Michael Mascagni},
title = {Memory efficient lagged-Fibonacci random number generators for {GPU}
supercomputing},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {163--174},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0017},
doi = {10.1515/MCMA-2014-0017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AndersenM15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AntonovE15,
author = {Anton A. Antonov and
Sergei M. Ermakov},
title = {Random cubatures and quasi-Monte Carlo methods},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {3},
pages = {179--187},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0102},
doi = {10.1515/MCMA-2015-0102},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AntonovE15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Antyufeev15,
author = {Victor S. Antyufeev},
title = {Mathematical verification of the Monte Carlo maximum cross-section
technique},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {275--281},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0106},
doi = {10.1515/MCMA-2015-0106},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Antyufeev15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Aristoff15,
author = {David Aristoff},
title = {The parallel replica method for computing equilibrium averages of
Markov chains},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {255--273},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0110},
doi = {10.1515/MCMA-2015-0110},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Aristoff15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BeginBG15,
author = {Jean{-}Fran{\c{c}}ois B{\'{e}}gin and
Myl{\`{e}}ne B{\'{e}}dard and
Patrice Gaillardetz},
title = {Simulating from the Heston model: {A} gamma approximation scheme},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {3},
pages = {205--231},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0105},
doi = {10.1515/MCMA-2015-0105},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BeginBG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BounniteN15,
author = {Mohamed Yasser Bounnite and
Abdelaziz Nasroallah},
title = {Widening and clustering techniques allowing the use of monotone {CFTP}
algorithm},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {301--312},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0111},
doi = {10.1515/MCMA-2015-0111},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BounniteN15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BurchL15,
author = {Nathanial Burch and
Richard B. Lehoucq},
title = {Computing the exit-time for a finite-range symmetric jump process},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {139--152},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0015},
doi = {10.1515/MCMA-2014-0015},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BurchL15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CorlayP15,
author = {Sylvain Corlay and
Gilles Pag{\`{e}}s},
title = {Functional quantization-based stratified sampling methods},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {1--32},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0010},
doi = {10.1515/MCMA-2014-0010},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CorlayP15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CuervoG15,
author = {Edilberto Cepeda Cuervo and
Liliana Garrido Lopera},
title = {Bayesian beta regression models with joint mean and dispersion modeling},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {49--58},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0007},
doi = {10.1515/MCMA-2014-0007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CuervoG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias15,
author = {Nikolaos Halidias},
title = {A new numerical scheme for the {CIR} process},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {3},
pages = {245--253},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0101},
doi = {10.1515/MCMA-2015-0101},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halidias15a,
author = {Nikolaos Halidias},
title = {Constructing positivity preserving numerical schemes for the two-factor
{CIR} model},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {313--323},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0109},
doi = {10.1515/MCMA-2015-0109},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halidias15a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HssikouBBA15,
author = {Mohamed Hssikou and
Jamal Baliti and
Yassir Bouzineb and
Mohammed Alaoui},
title = {{DSMC} method for a two-dimensional flow with a gravity field in a
square cavity},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {59--67},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0009},
doi = {10.1515/MCMA-2014-0009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HssikouBBA15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KabanikhinSNS15,
author = {Sergey Igorevich Kabanikhin and
Karl K. Sabelfeld and
Nikita S. Novikov and
Maxim A. Shishlenin},
title = {Numerical solution of an inverse problem of coefficient recovering
for a wave equation by a stochastic projection methods},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {3},
pages = {189--203},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0103},
doi = {10.1515/MCMA-2015-0103},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KabanikhinSNS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolyukhinS15,
author = {Dmitry Kolyukhin and
Karl Sabelfeld},
title = {Stochastic small perturbation based simulation technique for solving
isotropic elastostatics equations},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {153--161},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0016},
doi = {10.1515/MCMA-2014-0016},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KolyukhinS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoM15,
author = {Yury Kozachenko and
Yu. Yu. Mlavets},
title = {Reliability and accuracy in the space Lp(T) for the calculation of
integrals depending on a parameter by the Monte Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {3},
pages = {233--244},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0104},
doi = {10.1515/MCMA-2015-0104},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoM15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LiNO15,
author = {Kai Li and
Kaj Nystr{\"{o}}m and
Marcus Olofsson},
title = {Optimal switching problems under partial information},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {91--120},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0013},
doi = {10.1515/MCMA-2014-0013},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LiNO15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Makhotkin15,
author = {Oleg A. Makhotkin},
title = {Simulation of random variates with the Morgenstern distribution},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {325--328},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0107},
doi = {10.1515/MCMA-2015-0107},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Makhotkin15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Pantsulaia15,
author = {Gogi R. Pantsulaia},
title = {Infinite-dimensional Monte-Carlo integration},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {4},
pages = {283--299},
year = {2015},
url = {https://doi.org/10.1515/mcma-2015-0108},
doi = {10.1515/MCMA-2015-0108},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Pantsulaia15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldLK15,
author = {Karl Sabelfeld and
Alexander I. Levykin and
Anastasiya E. Kireeva},
title = {Stochastic simulation of fluctuation-induced reaction-diffusion kinetics
governed by Smoluchowski equations},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {33--48},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0012},
doi = {10.1515/MCMA-2014-0012},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldLK15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SharifzadehAKG15,
author = {Mohsen Sharifzadeh and
Hosein Afarideh and
Hosein Khalafi and
Reza Gholipour},
title = {A Matlab-based Monte Carlo algorithm for transport of gamma-rays in
matter},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {77--90},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0011},
doi = {10.1515/MCMA-2014-0011},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SharifzadehAKG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShukhmanS15,
author = {Boris V. Shukhman and
Ilya M. Sobol},
title = {A limit theorem for average dimensions},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {175--178},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0018},
doi = {10.1515/MCMA-2014-0018},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShukhmanS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/StallingaK15,
author = {Peter Stallinga and
Igor Khmelinskii},
title = {Consensus in science},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {1},
pages = {69--76},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0008},
doi = {10.1515/MCMA-2014-0008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/StallingaK15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Wagner15,
author = {Wolfgang Wagner},
title = {A class of probabilistic models for the Schr{\"{o}}dinger equation},
journal = {Monte Carlo Methods Appl.},
volume = {21},
number = {2},
pages = {121--137},
year = {2015},
url = {https://doi.org/10.1515/mcma-2014-0014},
doi = {10.1515/MCMA-2014-0014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Wagner15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Abbas-TurkiBM14,
author = {Lokman A. Abbas{-}Turki and
Aych I. Bouselmi and
Mohammed A. Mikou},
title = {Toward a coherent Monte Carlo simulation of {CVA}},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {3},
pages = {195},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0026},
doi = {10.1515/MCMA-2013-0026},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Abbas-TurkiBM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlayaK14,
author = {Mohamed Ben Alaya and
Ahmed Kebaier},
title = {Multilevel Monte Carlo for Asian options and limit theorems},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {3},
pages = {181},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0025},
doi = {10.1515/MCMA-2013-0025},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlayaK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChatterjeeRS14,
author = {Kausik Chatterjee and
John R. Roadcap and
Surendra Singh},
title = {A new Green's function Monte Carlo algorithm for the solution of the
three-dimensional nonlinear Poisson-Boltzmann equation: Application
to the modeling of plasma sheath layers},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {1},
pages = {53--59},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0016},
doi = {10.1515/MCMA-2013-0016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChatterjeeRS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChiccaL14,
author = {Lucia Del Chicca and
Gerhard Larcher},
title = {Hybrid Monte Carlo methods in credit risk management},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {4},
pages = {245--260},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0004},
doi = {10.1515/MCMA-2014-0004},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChiccaL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Grigoriu14,
author = {Mircea Grigoriu},
title = {An efficient Monte Carlo solution for problems with random matrices},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {2},
pages = {121--136},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0021},
doi = {10.1515/MCMA-2013-0021},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Grigoriu14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Heinz14,
author = {Stefan Heinz},
title = {Uncertainty quantification of world population growth: {A} self-similar
{PDF} model},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {4},
pages = {261--277},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0005},
doi = {10.1515/MCMA-2014-0005},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Heinz14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HoelSST14,
author = {H{\aa}kon Hoel and
Erik von Schwerin and
Anders Szepessy and
Ra{\'{u}}l Tempone},
title = {Implementation and analysis of an adaptive multilevel Monte Carlo
algorithm},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {1},
pages = {1--41},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0014},
doi = {10.1515/MCMA-2013-0014},
timestamp = {Mon, 13 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HoelSST14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HwangK14,
author = {Chi{-}Ok Hwang and
Seung{-}Yeon Kim},
title = {Field-induced Kosterlitz-Thouless transition in critical triangular-lattice
antiferromagnets},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {3},
pages = {217},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0027},
doi = {10.1515/MCMA-2013-0027},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HwangK14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ImamuraIO14,
author = {Yuri Imamura and
Yuta Ishigaki and
Toshiki Okumura},
title = {A numerical scheme based on semi-static hedging strategy},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {4},
pages = {223--235},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0002},
doi = {10.1515/MCMA-2014-0002},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ImamuraIO14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KharroubiLP14,
author = {Idris Kharroubi and
Nicolas Langren{\'{e}} and
Huy{\^{e}}n Pham},
title = {A numerical algorithm for fully nonlinear {HJB} equations: An approach
by control randomization},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {2},
pages = {145--165},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0024},
doi = {10.1515/MCMA-2013-0024},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KharroubiLP14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoS14,
author = {Yuriy Kozachenko and
Mykola P. Sergiienko},
title = {The criterion of hypothesis testing on the covariance function of
a Gaussian stochastic process},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {2},
pages = {137--144},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0023},
doi = {10.1515/MCMA-2013-0023},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LeeL14,
author = {Seung{-}Hwan Lee and
Eun{-}Joo Lee},
title = {A martingale approach to estimating confidence band with censored
data},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {4},
pages = {237--243},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0003},
doi = {10.1515/MCMA-2014-0003},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LeeL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniQH14,
author = {Michael Mascagni and
Yue Qiu and
Lin{-}Yee Hin},
title = {High performance computing in quantitative finance: {A} review from
the pseudo-random number generator perspective},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {2},
pages = {101--120},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0020},
doi = {10.1515/MCMA-2013-0020},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniQH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MetzlerS14,
author = {Adam Metzler and
Alexandre Scott},
title = {Rare event simulation for diffusion processes via two-stage importance
sampling},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {2},
pages = {77--100},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0019},
doi = {10.1515/MCMA-2013-0019},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MetzlerS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldL14,
author = {Karl Sabelfeld and
Alexander I. Levykin},
title = {A spectral method for isotropic diffusion equation with random concentration
fluctuations of incoming flux of particles through circular-shaped
boundaries},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {3},
pages = {173},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0001},
doi = {10.1515/MCMA-2014-0001},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldL14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SellierNDS14,
author = {Jean Michel D. Sellier and
Mihail Nedjalkov and
Ivan Dimov and
Siegfried Selberherr},
title = {A benchmark study of the Wigner Monte Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {1},
pages = {43--51},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0018},
doi = {10.1515/MCMA-2013-0018},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SellierNDS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ShalimovaS14,
author = {Irina A. Shalimova and
Karl Sabelfeld},
title = {Stochastic polynomial chaos based algorithm for solving PDEs with
random coefficients},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {4},
pages = {279--289},
year = {2014},
url = {https://doi.org/10.1515/mcma-2014-0006},
doi = {10.1515/MCMA-2014-0006},
timestamp = {Thu, 23 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ShalimovaS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Singh14,
author = {Vipul Kumar Singh},
title = {Competency of Monte Carlo and Black-Scholes in pricing Nifty index
options: {A} vis-{\`{a}}-vis study},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {1},
pages = {61--76},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0017},
doi = {10.1515/MCMA-2013-0017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Singh14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS14,
author = {Ilya M. Sobol and
Boris Shukhman},
title = {Quasi-Monte Carlo: {A} high-dimensional experiment},
journal = {Monte Carlo Methods Appl.},
volume = {20},
number = {3},
pages = {167},
year = {2014},
url = {https://doi.org/10.1515/mcma-2013-0022},
doi = {10.1515/MCMA-2013-0022},
timestamp = {Fri, 10 Jun 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Chi13,
author = {Hongmei Chi},
title = {Generation of parallel modified Kronecker sequences},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {4},
pages = {261--271},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0008},
doi = {10.1515/MCMA-2013-0008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Chi13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EtoreM13,
author = {Pierre Etor{\'{e}} and
Miguel Martinez},
title = {Exact simulation of one-dimensional stochastic differential equations
involving the local time at zero of the unknown process},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {1},
pages = {41--71},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0002},
doi = {10.1515/MCMA-2013-0002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EtoreM13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FernandezHS13,
author = {Lexuri Fern{\'{a}}ndez and
Peter Hieber and
Matthias Scherer},
title = {Double-barrier first-passage times of jump-diffusion processes},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {2},
pages = {107--141},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0005},
doi = {10.1515/MCMA-2013-0005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FernandezHS13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FieldGD13,
author = {Richard V. Field Jr. and
Mircea Grigoriu and
Clark R. Dohrmann},
title = {An algorithm for on-the-fly generation of samples of non-stationary
Gaussian processes based on a sampling theorem},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {2},
pages = {143--169},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0004},
doi = {10.1515/MCMA-2013-0004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FieldGD13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Imai13,
author = {Junichi Imai},
title = {Comparison of random number generators via Fourier transform},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {3},
pages = {237--259},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0012},
doi = {10.1515/MCMA-2013-0012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Imai13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoKS13,
author = {Yury Kozachenko and
Oleksandr Kurchenko and
Olga Synyavska},
title = {Levy-Baxter theorems for one class of non-Gaussian random fields},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {3},
pages = {171--182},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0007},
doi = {10.1515/MCMA-2013-0007},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoKS13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LabartL13,
author = {C{\'{e}}line Labart and
J{\'{e}}r{\^{o}}me Lelong},
title = {A parallel algorithm for solving BSDEs},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {1},
pages = {11--39},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0001},
doi = {10.1515/MCMA-2013-0001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LabartL13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LangP13,
author = {Annika Lang and
J{\"{u}}rgen Potthoff},
title = {Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods
Appl. 17(2011), 195-214]},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {1},
pages = {73--75},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0003},
doi = {10.1515/MCMA-2013-0003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LangP13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MaireT13,
author = {Sylvain Maire and
Etienne Tanr{\'{e}}},
title = {Monte Carlo approximations of the Neumann problem},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {3},
pages = {201--236},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0010},
doi = {10.1515/MCMA-2013-0010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MaireT13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniH13,
author = {Michael Mascagni and
Lin{-}Yee Hin},
title = {Parallel pseudo-random number generators: {A} derivative pricing perspective
with the Heston stochastic volatility model},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {2},
pages = {77--105},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0006},
doi = {10.1515/MCMA-2013-0006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniH13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RostamyJG13,
author = {Davoud Rostamy and
Mohammad Jabbari and
Mahshid Gadirian},
title = {Worst case error for integro-differential equations by a lattice-Nystr{\"{o}}m
method},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {4},
pages = {281--330},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0013},
doi = {10.1515/MCMA-2013-0013},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/RostamyJG13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SchretterN13,
author = {Colas Schretter and
Harald Niederreiter},
title = {A direct inversion method for non-uniform quasi-random point sequences},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {1},
pages = {1--9},
year = {2013},
url = {https://doi.org/10.1515/mcma-2012-0014},
doi = {10.1515/MCMA-2012-0014},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SchretterN13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Yang13,
author = {Xuewei Yang},
title = {A new numerical scheme for a class of reflected stochastic differential
equations},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {4},
pages = {273--279},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0011},
doi = {10.1515/MCMA-2013-0011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Yang13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Zherelo13,
author = {Anatoly Zherelo},
title = {On convergence of the method based on approximately exact formulas
for functional polynomials for calculation of expectations of functionals
to solutions of stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {3},
pages = {183--199},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0009},
doi = {10.1515/MCMA-2013-0009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Zherelo13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZinebG13,
author = {Tarik Ben Zineb and
Emmanuel Gobet},
title = {Preliminary control variates to improve empirical regression methods},
journal = {Monte Carlo Methods Appl.},
volume = {19},
number = {4},
pages = {331--354},
year = {2013},
url = {https://doi.org/10.1515/mcma-2013-0015},
doi = {10.1515/MCMA-2013-0015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZinebG13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AistleitnerH12,
author = {Christoph Aistleitner and
Markus Hofer},
title = {Probabilistic error bounds for the discrepancy of mixed sequences},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {2},
pages = {181--200},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0006},
doi = {10.1515/MCMA-2012-0006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AistleitnerH12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Al-OmariA12,
author = {Amer Ibrahim Al{-}Omari and
Amjad D. Al{-}Nasser},
title = {On the population median estimation using robust extreme ranked set
sampling},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {2},
pages = {109--118},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0002},
doi = {10.1515/MCMA-2012-0002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Al-OmariA12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Azevedo12,
author = {Juarez S. Azevedo},
title = {Quasi Monte Carlo methods applied to equations in transient regime
on the Theis equation},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {3},
pages = {201--216},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0007},
doi = {10.1515/MCMA-2012-0007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Azevedo12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrisLLP12,
author = {Claude Le Bris and
Tony Leli{\`{e}}vre and
Mitchell Luskin and
Danny Perez},
title = {A mathematical formalization of the parallel replica dynamics},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {2},
pages = {119--146},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0003},
doi = {10.1515/MCMA-2012-0003},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/BrisLLP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChatterjeeA12,
author = {Kausik Chatterjee and
Akshay Anantapadmanabhan},
title = {A Green's function Monte Carlo algorithm for the Helmholtz equation
subject to Neumann and mixed boundary conditions: Validation with
an 1D benchmark problem},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {3},
pages = {265--273},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0009},
doi = {10.1515/MCMA-2012-0009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChatterjeeA12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FrikhaS12,
author = {Noufel Frikha and
Abass Sagna},
title = {Quantization based recursive importance sampling},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {4},
pages = {287--326},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0011},
doi = {10.1515/MCMA-2012-0011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FrikhaS12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GreslehnerP12,
author = {Julia Greslehner and
Friedrich Pillichshammer},
title = {Discrepancy of higher rank polynomial lattice point sets},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {1},
pages = {79--108},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0001},
doi = {10.1515/MCMA-2012-0001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GreslehnerP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Habibi12,
author = {Reza Habibi},
title = {A note on Newton's method for system of stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {4},
pages = {275--285},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0010},
doi = {10.1515/MCMA-2012-0010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Habibi12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HanousekKN12,
author = {Jan Hanousek and
Evzen Kocenda and
Jan Novotn{\'{y}}},
title = {The identification of price jumps},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {1},
pages = {53--77},
year = {2012},
url = {https://doi.org/10.1515/mcma-2011-0019},
doi = {10.1515/MCMA-2011-0019},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HanousekKN12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LaruelleP12,
author = {Sophie Laruelle and
Gilles Pag{\`{e}}s},
title = {Stochastic approximation with averaging innovation applied to Finance},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {1},
pages = {1--51},
year = {2012},
url = {https://doi.org/10.1515/mcma-2011-0018},
doi = {10.1515/MCMA-2011-0018},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LaruelleP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MaireP12,
author = {Sylvain Maire and
Cyril Prissette},
title = {A restarted estimation of distribution algorithm for solving sudoku
puzzles},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {2},
pages = {147--160},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0004},
doi = {10.1515/MCMA-2012-0004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MaireP12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniH12,
author = {Michael Mascagni and
Lin{-}Yee Hin},
title = {Parallel random number generators in Monte Carlo derivative pricing:
An application-based test},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {2},
pages = {161--179},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0005},
doi = {10.1515/MCMA-2012-0005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniH12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MoriM12,
author = {Makoto Mori and
Masaki Mori},
title = {Dynamical system generated by algebraic method and low discrepancy
sequences},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {4},
pages = {327--351},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0012},
doi = {10.1515/MCMA-2012-0012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MoriM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Potzelberger12,
author = {Klaus P{\"{o}}tzelberger},
title = {Improving the Monte Carlo estimation of boundary crossing probabilities
by control variables},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {4},
pages = {353--377},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0013},
doi = {10.1515/MCMA-2012-0013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Potzelberger12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldM12,
author = {Karl Sabelfeld and
Nadezhda Mozartova},
title = {Stochastic boundary collocation and spectral methods for solving PDEs},
journal = {Monte Carlo Methods Appl.},
volume = {18},
number = {3},
pages = {217--263},
year = {2012},
url = {https://doi.org/10.1515/mcma-2012-0008},
doi = {10.1515/MCMA-2012-0008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Antyufeev11,
author = {Victor S. Antyufeev},
title = {Non-negative regularization for systems of linear algebraic equations},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {4},
pages = {399--410},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.016},
doi = {10.1515/MCMA.2011.016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Antyufeev11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BelaribiCR11,
author = {Nadia Belaribi and
Fran{\c{c}}ois Cuvelier and
Francesco Russo},
title = {A probabilistic algorithm approximating solutions of a singular {PDE}
of porous media type},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {4},
pages = {317--369},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.014},
doi = {10.1515/MCMA.2011.014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BelaribiCR11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BrumbackC11,
author = {Terry Brumback and
Chien{-}Pin Chen},
title = {Hybrid modeling of homogenous gas-phase combustion reactions},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {2},
pages = {133--154},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.006},
doi = {10.1515/MCMA.2011.006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BrumbackC11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EichlerLZ11,
author = {Andreas Eichler and
Gunther Leobacher and
Heidrun Zellinger},
title = {Calibration of financial models using quasi-Monte Carlo},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {2},
pages = {99--131},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.004},
doi = {10.1515/MCMA.2011.004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EichlerLZ11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EnglanderS11,
author = {J{\'{a}}nos Engl{\"{a}}nder and
N{\'{a}}ndor Sieben},
title = {Critical branching random walk in an {IID} environment},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {2},
pages = {169--193},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.008},
doi = {10.1515/MCMA.2011.008},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/EnglanderS11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ermakov11,
author = {Sergei M. Ermakov},
title = {Variance of the simplest Monte Carlo estimators in the sign-changing
case},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {4},
pages = {411--417},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.017},
doi = {10.1515/MCMA.2011.017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ermakov11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Habibi11,
author = {Reza Habibi},
title = {A note on approximating distribution functions of cusum and cusumsq
tests},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {1},
pages = {1--10},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.005},
doi = {10.1515/MCMA.2011.005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Habibi11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KarlssonT11,
author = {Jesper Karlsson and
Ra{\'{u}}l Tempone},
title = {Towards automatic global error control: Computable weak error expansion
for the tau-leap method},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {3},
pages = {233--278},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.011},
doi = {10.1515/MCMA.2011.011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KarlssonT11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KawaiM11,
author = {Reiichiro Kawai and
Hiroki Masuda},
title = {Exact discrete sampling of finite variation tempered stable Ornstein-Uhlenbeck
processes},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {3},
pages = {279--300},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.012},
doi = {10.1515/MCMA.2011.012},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KawaiM11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KiesslingT11,
author = {Jonas Kiessling and
Ra{\'{u}}l Tempone},
title = {Diffusion approximation of L{\'{e}}vy processes with a view towards
finance},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {1},
pages = {11--45},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.003},
doi = {10.1515/MCMA.2011.003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KiesslingT11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KloedenS11,
author = {Peter E. Kloeden and
Carlos Sanz{-}Chac{\'{o}}n},
title = {Efficient price sensitivity estimation of financial derivatives by
weak derivatives},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {1},
pages = {47--75},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.001},
doi = {10.1515/MCMA.2011.001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KloedenS11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KozachenkoM11,
author = {Yurij Kozachenko and
Yu. Yu. Mlavets},
title = {Probability of large deviations of sums of random processes from Orlicz
space},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {2},
pages = {155--168},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.007},
doi = {10.1515/MCMA.2011.007},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KozachenkoM11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LangP11,
author = {Annika Lang and
J{\"{u}}rgen Potthoff},
title = {Fast simulation of Gaussian random fields},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {3},
pages = {195--214},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.009},
doi = {10.1515/MCMA.2011.009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LangP11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LapeyreL11,
author = {Bernard Lapeyre and
J{\'{e}}r{\^{o}}me Lelong},
title = {A framework for adaptive Monte Carlo procedures},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {1},
pages = {77--98},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.002},
doi = {10.1515/MCMA.2011.002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LapeyreL11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/McLeish11,
author = {Don McLeish},
title = {A general method for debiasing a Monte Carlo estimator},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {4},
pages = {301--315},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.013},
doi = {10.1515/MCMA.2011.013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/McLeish11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sagna11,
author = {Abass Sagna},
title = {Pricing of barrier options by marginal functional quantization},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {4},
pages = {371--398},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.015},
doi = {10.1515/MCMA.2011.015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sagna11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Turchyn11,
author = {Yevgen V. Turchyn},
title = {Simulation of sub-Gaussian processes using wavelets},
journal = {Monte Carlo Methods Appl.},
volume = {17},
number = {3},
pages = {215--231},
year = {2011},
url = {https://doi.org/10.1515/mcma.2011.010},
doi = {10.1515/MCMA.2011.010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Turchyn11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AgapieW10,
author = {Stefan C. Agapie and
Paula A. Whitlock},
title = {Random packing of hyperspheres and Marsaglia's parking lot test},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {197--209},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.019},
doi = {10.1515/MCMA.2010.019},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AgapieW10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BayerST10,
author = {Christian Bayer and
Anders Szepessy and
Ra{\'{u}}l Tempone},
title = {Adaptive weak approximation of reflected and stopped diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {1},
pages = {1--67},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.001},
doi = {10.1515/MCMA.2010.001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BayerST10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DubusS10,
author = {Alain Dubus and
Karl Sabelfeld},
title = {Editiorial},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {195},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.021},
doi = {10.1515/MCMA.2010.021},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DubusS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EgorovS10,
author = {Alexander D. Egorov and
Karl Sabelfeld},
title = {Approximate formulas for expectations of functionals of solutions
to stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {2},
pages = {95--127},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.003},
doi = {10.1515/MCMA.2010.003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EgorovS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FaureL10,
author = {Henri Faure and
Christiane Lemieux},
title = {Improved Halton sequences and discrepancy bounds},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {231--250},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.008},
doi = {10.1515/MCMA.2010.008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FaureL10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Grigoriu10,
author = {Mircea Grigoriu},
title = {A spectral-based Monte Carlo algorithm for generating samples of nonstationary
Gaussian processes},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {2},
pages = {143--165},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.006},
doi = {10.1515/MCMA.2010.006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Grigoriu10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HaddadLV10,
author = {Rami El Haddad and
Christian L{\'{e}}cot and
Gopalakrishnan Venkiteswaran},
title = {Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {211--230},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.009},
doi = {10.1515/MCMA.2010.009},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HaddadLV10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JimenezLH10,
author = {Edwin Jimenez and
Nathan Lay and
M. Yousuff Hussaini},
title = {A systematic study of efficient sampling methods to quantify uncertainty
in crack propagation and the Burgers equation},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {1},
pages = {69--93},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.002},
doi = {10.1515/MCMA.2010.002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JimenezLH10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JourdainS10,
author = {Benjamin Jourdain and
Mohamed Karim Sbai},
title = {Erratum. Exact retrospective Monte Carlo computation of arithmetic
average Asian options},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {2},
pages = {191--193},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.005},
doi = {10.1515/MCMA.2010.005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JourdainS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LambertW10,
author = {Tiffany A. Lambert and
Paula A. Whitlock},
title = {Generalizing Sudoku to three dimensions},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {251--263},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.018},
doi = {10.1515/MCMA.2010.018},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LambertW10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LuigiM10,
author = {Christophe De Luigi and
Sylvain Maire},
title = {Adaptive integration and approximation over hyper-rectangular regions
with applications to basket option pricing},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {265--282},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.011},
doi = {10.1515/MCMA.2010.011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LuigiM10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MakarovG10,
author = {Roman N. Makarov and
Devin Glew},
title = {Exact simulation of Bessel diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {283--306},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.010},
doi = {10.1515/MCMA.2010.010},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/MakarovG10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Marxen10,
author = {Henning Marxen},
title = {The Multilevel Monte Carlo method used on a L{\'{e}}vy driven
{SDE}},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {2},
pages = {167--190},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.007},
doi = {10.1515/MCMA.2010.007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Marxen10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PausingerS10,
author = {Florian Pausinger and
Wolfgang Ch. Schmid},
title = {A good permutation for one-dimensional diaphony},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {307--322},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.015},
doi = {10.1515/MCMA.2010.015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PausingerS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PrigarinMW10,
author = {Sergei Prigarin and
Andreas Martin and
Gerhard Winkler},
title = {Simulation of binary random fields with Gaussian numerical models},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {2},
pages = {129--142},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.004},
doi = {10.1515/MCMA.2010.004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PrigarinMW10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rudolf10,
author = {Daniel Rudolf},
title = {Error bounds for computing the expectation by Markov chain Monte Carlo},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {323--342},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.012},
doi = {10.1515/MCMA.2010.012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rudolf10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldL10,
author = {Karl Sabelfeld and
Nadja Loshchina},
title = {Stochastic iterative projection methods for large linear systems},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {343--359},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.020},
doi = {10.1515/MCMA.2010.020},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldL10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sak10,
author = {Halis Sak},
title = {Increasing the number of inner replications of multifactor portfolio
credit risk simulation in the t-copula model},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {361--377},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.013},
doi = {10.1515/MCMA.2010.013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sak10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Shah10,
author = {Manan Shah},
title = {A genetic algorithm approach to estimate lower bounds of the star
discrepancy},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {379--398},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.014},
doi = {10.1515/MCMA.2010.014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Shah10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Wagner10,
author = {Wolfgang Wagner},
title = {Random and deterministic fragmentation models},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {399--420},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.016},
doi = {10.1515/MCMA.2010.016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Wagner10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZalewskaNS10,
author = {Marta Zalewska and
Wojciech Niemiro and
Boleslaw Samolinski},
title = {{MCMC} imputation in autologistic model},
journal = {Monte Carlo Methods Appl.},
volume = {16},
number = {3-4},
pages = {421--438},
year = {2010},
url = {https://doi.org/10.1515/mcma.2010.017},
doi = {10.1515/MCMA.2010.017},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ZalewskaNS10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BardouFP09,
author = {Olivier Bardou and
Noufel Frikha and
Gilles Pag{\`{e}}s},
title = {Computing VaR and CVaR using stochastic approximation and adaptive
unconstrained importance sampling},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {3},
pages = {173--210},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.011},
doi = {10.1515/MCMA.2009.011},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BardouFP09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Beachkofski09,
author = {Brian Beachkofski},
title = {Comparison of descriptive statistics for multidimensional point sets},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {3},
pages = {211--228},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.012},
doi = {10.1515/MCMA.2009.012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Beachkofski09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BelomestnyMS09,
author = {Denis Belomestny and
Stanley Mathew and
John Schoenmakers},
title = {Multiple stochastic volatility extension of the Libor market model
and its implementation},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {4},
pages = {285--310},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.016},
doi = {10.1515/MCMA.2009.016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BelomestnyMS09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Bishwal09,
author = {Jaya P. N. Bishwal},
title = {Berry-Esseen inequalities for discretely observed diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {3},
pages = {229--239},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.013},
doi = {10.1515/MCMA.2009.013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Bishwal09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Egecioglu09,
author = {{\"{O}}mer Egecioglu},
title = {Uniform generation of anonymous and neutral preference profiles for
social choice rules},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {3},
pages = {241--255},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.014},
doi = {10.1515/MCMA.2009.014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Egecioglu09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FakhouriN09,
author = {H. Fakhouri and
A. Nasroallah},
title = {On the simulation of Markov chain steady-state distribution using
{CFTP} algorithm},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {2},
pages = {91--105},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.005},
doi = {10.1515/MCMA.2009.005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FakhouriN09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KirillovK09,
author = {A. A. Kirillov and
I. A. Kirillov},
title = {The exponential-normal form and its application to ultra high energy
cascades investigation},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {2},
pages = {107--133},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.006},
doi = {10.1515/MCMA.2009.006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KirillovK09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniY09,
author = {Michael Mascagni and
Haohai Yu},
title = {Scrambled Sobo{\'{l}} sequences via permutation},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {4},
pages = {311--332},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.017},
doi = {10.1515/MCMA.2009.017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniY09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MissovE09,
author = {Trifon I. Missov and
Sergei M. Ermakov},
title = {On importance sampling in the problem of global optimization},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {2},
pages = {135--144},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.007},
doi = {10.1515/MCMA.2009.007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MissovE09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NekrutkinS09,
author = {Vladimir Nekrutkin and
R. Sabitov},
title = {Spectral test and spectral distance for multiplicative generators
with moduli 2 p},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {1},
pages = {1--10},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.001},
doi = {10.1515/MCMA.2009.001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NekrutkinS09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NeuenkirchZ09,
author = {Andreas Neuenkirch and
Henryk Z{\"{a}}hle},
title = {Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz
coefficients},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {4},
pages = {333--351},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.018},
doi = {10.1515/MCMA.2009.018},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NeuenkirchZ09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NgoO09,
author = {Hoang{-}Long Ngo and
Shigeyoshi Ogawa},
title = {A central limit theorem for the functional estimation of the spot
volatility},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {4},
pages = {353--380},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.019},
doi = {10.1515/MCMA.2009.019},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NgoO09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NystromO09,
author = {Kaj Nystr{\"{o}}m and
Thomas {\"{O}}nskog},
title = {On Monte Carlo algorithms applied to Dirichlet problems for parabolic
operators in the setting of time-dependent domains},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {1},
pages = {11--47},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.002},
doi = {10.1515/MCMA.2009.002},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NystromO09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OktenG09,
author = {Giray {\"{O}}kten and
Michael Gnewuch},
title = {Correction of a proof in "A probabilistic result on the discrepancy
of a hybrid-Monte Carlo sequence and applications"},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {2},
pages = {169--172},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.010},
doi = {10.1515/MCMA.2009.010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OktenG09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PletnevGS09,
author = {Leonid Pletnev and
Maxim Gvozdev and
Kiryl Samartsau},
title = {Computer modeling of stationary particles transport in open cylindrical
nanosystems by Monte Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {1},
pages = {49--62},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.003},
doi = {10.1515/MCMA.2009.003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PletnevGS09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldKL09,
author = {Karl Sabelfeld and
Orazgeldy Kurbanmuradov and
Alexander I. Levykin},
title = {Stochastic simulation of particle transport by a random Darcy flow
through a porous cylinder},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {1},
pages = {63--90},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.004},
doi = {10.1515/MCMA.2009.004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldKL09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldM09,
author = {Karl K. Sabelfeld and
N. S. Mozartova},
title = {Sparsified Randomization Algorithms for large systems of linear equations
and a new version of the Random Walk on Boundary method},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {3},
pages = {257--284},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.015},
doi = {10.1515/MCMA.2009.015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldM09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WangENG09,
author = {Yi Wang and
Kent M. Eskridge and
Saralees Nadarajah and
Andrzey T. Galecki},
title = {Bayesian and non-Bayesian analysis of mixed-effects {PK/PD} models
based on differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {15},
number = {2},
pages = {145--167},
year = {2009},
url = {https://doi.org/10.1515/MCMA.2009.009},
doi = {10.1515/MCMA.2009.009},
timestamp = {Wed, 04 Nov 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/WangENG09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Baldeaux08,
author = {Jan Baldeaux},
title = {Quasi-Monte Carlo methods for the Kou model},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {4},
pages = {281--302},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.012},
doi = {10.1515/MCMA.2008.012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Baldeaux08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BartyGSR08,
author = {Kengy Barty and
Pierre Girardeau and
Cyrille Strugarek and
Jean{-}S{\'{e}}bastien Roy},
title = {Application of kernel-based stochastic gradient algorithms to option
pricing},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {2},
pages = {99--127},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.006},
doi = {10.1515/MCMA.2008.006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BartyGSR08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CaoCMZ08,
author = {Yanzhao Cao and
Hongmei Chi and
C. Milton and
Weidong Zhao},
title = {Exploitation of sensitivity derivatives via randomized quasi-Monte
Carlo methods},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {3},
pages = {269--279},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.011},
doi = {10.1515/MCMA.2008.011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CaoCMZ08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DoerrGKP08,
author = {Benjamin Doerr and
Michael Gnewuch and
Peter Kritzer and
Friedrich Pillichshammer},
title = {Component-by-component construction of low-discrepancy point sets
of small size},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {2},
pages = {129--149},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.007},
doi = {10.1515/MCMA.2008.007},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DoerrGKP08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FujitaKM08,
author = {Takahiko Fujita and
Hiroshi Kaneko and
Shin Matsumoto},
title = {A uniformly distributed sequence on the ring of p-adic integers},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {4},
pages = {303--310},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.013},
doi = {10.1515/MCMA.2008.013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FujitaKM08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GorminK08,
author = {Anatoly A. Gormin and
Yuri N. Kashtanov},
title = {The weighted variance minimization for options pricing},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {333--351},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.018},
doi = {10.1515/MCMA.2007.018},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GorminK08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GreckschR08,
author = {Wilfried Grecksch and
Christian Roth},
title = {A quasilinear stochastic partial differential equation driven by fractional
white noise},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {353--367},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.019},
doi = {10.1515/MCMA.2007.019},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GreckschR08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Guias08,
author = {Flavius Guias},
title = {Generalized Becker-D{\"{o}}ring equations modeling the time evolution
of a process of preferential attachment with fitness},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {2},
pages = {151--170},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.008},
doi = {10.1515/MCMA.2008.008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Guias08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halton08,
author = {John H. Halton},
title = {Sequential Monte Carlo for linear systems - a practical summary},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {1},
pages = {1--27},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.001},
doi = {10.1515/MCMA.2008.001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halton08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halton08a,
author = {John H. Halton},
title = {Sigma-algebra theorems},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {2},
pages = {171--189},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.009},
doi = {10.1515/MCMA.2008.009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halton08a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Heinz08,
author = {Stefan Heinz},
title = {Realizability of dynamic subgrid-scale stress models via stochastic
analysis},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {4},
pages = {311--329},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.014},
doi = {10.1515/MCMA.2008.014},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Heinz08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LecotT08,
author = {Christian L{\'{e}}cot and
Ali Tarhini},
title = {A quasi-stochastic simulation of the general dynamics equation for
aerosols},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {369--388},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.020},
doi = {10.1515/MCMA.2007.020},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LecotT08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MaireT08,
author = {Sylvain Maire and
Etienne Tanr{\'{e}}},
title = {Some new simulations schemes for the evaluation of Feynman-Kac representations},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {1},
pages = {29--51},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.002},
doi = {10.1515/MCMA.2008.002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MaireT08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori08,
author = {Makoto Mori},
title = {Spectra of Perron-Frobenius operator and new construction of two dimensional
low discrepancy sequences},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {1},
pages = {53--74},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.003},
doi = {10.1515/MCMA.2008.003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nadarajah08,
author = {Saralees Nadarajah},
title = {Skewed distributions generated by the Student's t kernel},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {389--404},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.021},
doi = {10.1515/MCMA.2007.021},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nadarajah08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nadarajah08a,
author = {Saralees Nadarajah},
title = {Computing percentage points of the largest among Student's t random
variables},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {1},
pages = {75--84},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.004},
doi = {10.1515/MCMA.2008.004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nadarajah08a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ogawa08,
author = {Shigeyoshi Ogawa},
title = {Real-time scheme for the volatility estimation in the presence of
microstructure noise},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {4},
pages = {331--342},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.015},
doi = {10.1515/MCMA.2008.015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ogawa08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld08,
author = {Karl Sabelfeld},
title = {Expansion of random boundary excitations for elliptic PDEs},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {405--453},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.022},
doi = {10.1515/MCMA.2007.022},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolM08,
author = {Ilya M. Sobol and
E. E. Myshetskaya},
title = {Monte Carlo estimators for small sensitivity indices},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {455--465},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.023},
doi = {10.1515/MCMA.2007.023},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolM08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/StollingerH08,
author = {Michael St{\"{o}}llinger and
Stefan Heinz},
title = {{PDF} modeling and simulation of premixed turbulent combustion},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {4},
pages = {343--377},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.016},
doi = {10.1515/MCMA.2008.016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/StollingerH08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VoytishekMS08,
author = {Anton V. Voytishek and
Alexandr Myasnikov and
Leonid Saneev},
title = {A use of algorithms for numerical modeling of order statistics},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {5-6},
pages = {467--483},
year = {2008},
url = {https://doi.org/10.1515/mcma.2007.024},
doi = {10.1515/MCMA.2007.024},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VoytishekMS08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Wagner08,
author = {Wolfgang Wagner},
title = {Deviational particle Monte Carlo for the Boltzmann equation},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {3},
pages = {191--268},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.010},
doi = {10.1515/MCMA.2008.010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Wagner08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/YaguchiK08,
author = {Hirotake Yaguchi and
Izumi Kubo},
title = {A new nonrecursive pseudorandom number generator based on chaos mappings},
journal = {Monte Carlo Methods Appl.},
volume = {14},
number = {1},
pages = {85--98},
year = {2008},
url = {https://doi.org/10.1515/MCMA.2008.005},
doi = {10.1515/MCMA.2008.005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/YaguchiK08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Arsham07,
author = {Hossein Arsham},
title = {Monte Carlo Techniques for Parametric Finite Multidimensional Integral
Equations},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {3},
pages = {173--195},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.009},
doi = {10.1515/MCMA.2007.009},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Arsham07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CastroPSH07,
author = {Francesc Castro and
Gustavo Patow and
Mateu Sbert and
John H. Halton},
title = {Fast GPU-based reuse of paths in radiosity},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {4},
pages = {253--273},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.014},
doi = {10.1515/MCMA.2007.014},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CastroPSH07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Egorov07,
author = {Alexander D. Egorov},
title = {Approximations for expectations of functionals of solutions to stochastic
differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {4},
pages = {275--285},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.015},
doi = {10.1515/MCMA.2007.015},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Egorov07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HuangPY07,
author = {Mao Lin Huang and
Marco Pollanen and
W. K. Yuen},
title = {An Efficient Randomized Quasi-Monte Carlo Algorithm for the Pareto
Distribution},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {1},
pages = {1--20},
year = {2007},
url = {https://doi.org/10.1515/MCMA.2007.001},
doi = {10.1515/MCMA.2007.001},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HuangPY07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/JourdainS07,
author = {Benjamin Jourdain and
Mohamed Karim Sbai},
title = {Exact retrospective Monte Carlo computation of arithmetic average
Asian options},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {2},
pages = {135--171},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.008},
doi = {10.1515/MCMA.2007.008},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/JourdainS07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kawai07,
author = {Reiichiro Kawai},
title = {Adaptive Monte Carlo Variance Reduction with Two-time-scale Stochastic
Approximation},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {3},
pages = {197--217},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.010},
doi = {10.1515/MCMA.2007.010},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kawai07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Malyutin07,
author = {Victor Malyutin},
title = {On approximation of matrix valued functional integrals},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {4},
pages = {287--298},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.016},
doi = {10.1515/MCMA.2007.016},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Malyutin07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Missov07,
author = {Trifon I. Missov},
title = {Integral Evaluation Using the {\(\Delta\)}2-distribution. Simulation
and Illustration},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {3},
pages = {219--225},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.011},
doi = {10.1515/MCMA.2007.011},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Missov07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nadarajah07,
author = {Saralees Nadarajah},
title = {Comparison of Time-to-Event Data for Clinical Trials},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {1},
pages = {21--35},
year = {2007},
url = {https://doi.org/10.1515/MCMA.2007.002},
doi = {10.1515/MCMA.2007.002},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nadarajah07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NedjalkovVDA07,
author = {Mihail Nedjalkov and
Dragica Vasileska and
Ivan Dimov and
Goce L. Arsov},
title = {Mixed initial-boundary value problem in particle modeling of microelectronic
devices},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {4},
pages = {299--331},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.017},
doi = {10.1515/MCMA.2007.017},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NedjalkovVDA07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NekrutkinS07,
author = {Vladimir Nekrutkin and
M. Samakhova},
title = {Admissible and Asymptotically Optimal Linear Congruential Generators},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {3},
pages = {227--244},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.012},
doi = {10.1515/MCMA.2007.012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NekrutkinS07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OgawaW07,
author = {Shigeyoshi Ogawa and
Koji Wakayama},
title = {On a real-time scheme for the estimation of volatility},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {2},
pages = {99--116},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.006},
doi = {10.1515/MCMA.2007.006},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OgawaW07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Pages07,
author = {Gilles Pag{\`{e}}s},
title = {Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control
and Complexity},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {1},
pages = {37--70},
year = {2007},
url = {https://doi.org/10.1515/MCMA.2007.003},
doi = {10.1515/MCMA.2007.003},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Pages07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Roth07,
author = {Christian Roth},
title = {Weak approximations of solutions of a first order hyperbolic stochastic
partial differential equation},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {2},
pages = {117--133},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.007},
doi = {10.1515/MCMA.2007.007},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Roth07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldLP07,
author = {Karl Sabelfeld and
Alexander I. Levykin and
Tatiana Privalova},
title = {A Fast Stratified Sampling Simulation of Coagulation Processes},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {1},
pages = {71--88},
year = {2007},
url = {https://doi.org/10.1515/MCMA.2007.004},
doi = {10.1515/MCMA.2007.004},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldLP07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolS07,
author = {Ilya M. Sobol and
Boris Shukhman},
title = {On Global Sensitivity Indices: Monte Carlo Estimates Affected by Random
Errors},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {1},
pages = {89--97},
year = {2007},
url = {https://doi.org/10.1515/MCMA.2007.005},
doi = {10.1515/MCMA.2007.005},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolS07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Vidya07,
author = {K. P. Vidya},
title = {Pollard's rho attack on {ECDLP} and Threshold Schemes},
journal = {Monte Carlo Methods Appl.},
volume = {13},
number = {3},
pages = {245--252},
year = {2007},
url = {https://doi.org/10.1515/mcma.2007.013},
doi = {10.1515/MCMA.2007.013},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Vidya07.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BenderKS06,
author = {Christian Bender and
Anastasia Kolodko and
John Schoenmakers},
title = {Policy iteration for american options: overview},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {347--362},
year = {2006},
url = {https://doi.org/10.1515/156939606779329053},
doi = {10.1515/156939606779329053},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BenderKS06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Dick06,
author = {Josef Dick},
title = {A Taylor space for multivariate integration},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {2},
pages = {99--112},
year = {2006},
url = {https://doi.org/10.1515/156939606777488860},
doi = {10.1515/156939606777488860},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Dick06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DickK06,
author = {Josef Dick and
Peter Kritzer},
title = {A best possible upper bound on the star discrepancy of (t, m, 2)-nets},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {1},
pages = {1--17},
year = {2006},
url = {https://doi.org/10.1515/156939606776886643},
doi = {10.1515/156939606776886643},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DickK06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ErmakovR06,
author = {Sergei M. Ermakov and
Anna Rukavishnikova},
title = {Quasi- Monte Carlo algorithms for solving linear algebraic equations},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {363--384},
year = {2006},
url = {https://doi.org/10.1515/156939606779329071},
doi = {10.1515/156939606779329071},
timestamp = {Mon, 11 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ErmakovR06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GilGP06,
author = {Manuel Gil and
Gaston H. Gonnet and
Wesley P. Petersen},
title = {A Repetition Test for Pseudo-Random Number Generators},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {385--393},
year = {2006},
url = {https://doi.org/10.1515/156939606779329017},
doi = {10.1515/156939606779329017},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GilGP06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halton06,
author = {John H. Halton},
title = {Sequential Monte Carlo Techniques for Solving Non-Linear Systems},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {2},
pages = {113--141},
year = {2006},
url = {https://doi.org/10.1515/156939606777488879},
doi = {10.1515/156939606777488879},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halton06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KahlS06,
author = {Christian Kahl and
Henri Schurz},
title = {Balanced Milstein Methods for Ordinary SDEs},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {2},
pages = {143--170},
year = {2006},
url = {https://doi.org/10.1515/156939606777488842},
doi = {10.1515/156939606777488842},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KahlS06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kawai06,
author = {Reiichiro Kawai},
title = {An importance sampling method based on the density transformation
of L{\'{e}}vy processes},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {2},
pages = {171--186},
year = {2006},
url = {https://doi.org/10.1515/156939606777488833},
doi = {10.1515/156939606777488833},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kawai06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovS06,
author = {Orazgeldy Kurbanmuradov and
Karl Sabelfeld},
title = {Exponential bounds for the probability deviations of sums of random
fields},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {211--229},
year = {2006},
url = {https://doi.org/10.1515/156939606778705218},
doi = {10.1515/156939606778705218},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovS06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovS06a,
author = {Orazgeldy Kurbanmuradov and
Karl Sabelfeld},
title = {Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian
Random Fields},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {395--445},
year = {2006},
url = {https://doi.org/10.1515/156939606779329080},
doi = {10.1515/156939606779329080},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovS06a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Leobacher06,
author = {Gunther Leobacher},
title = {Stratified sampling and quasi-Monte Carlo simulation of L{\'{e}}vy
processes},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {231--238},
year = {2006},
url = {https://doi.org/10.1515/156939606778705155},
doi = {10.1515/156939606778705155},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Leobacher06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LiberatiNP06,
author = {Nicola Bruti Liberati and
Christina Nikitopoulos{-}Sklibosios and
Eckhard Platen},
title = {First Order Strong Approximations of Jump Diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {191--209},
year = {2006},
url = {https://doi.org/10.1515/156939606778705191},
doi = {10.1515/156939606778705191},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LiberatiNP06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Lin06,
author = {Ting Hsiang Lin},
title = {A comparison of model selection indices for nested latent class models},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {239--259},
year = {2006},
url = {https://doi.org/10.1515/156939606778705164},
doi = {10.1515/156939606778705164},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Lin06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MansorBK06,
author = {Siti Nurleena Abu Mansor and
Adam Baharum and
Anton Abdulbasah Kamil},
title = {Portfolio Resampling in Malaysian Equity Market},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {261--269},
year = {2006},
url = {https://doi.org/10.1515/156939606778705146},
doi = {10.1515/156939606778705146},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MansorBK06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MosbachK06,
author = {Sebastian Mosbach and
Markus Kraft},
title = {Explicit stochastic {ODE} solution methods applied to high-temperature
combustion},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {1},
pages = {19--45},
year = {2006},
url = {https://doi.org/10.1515/156939606776886670},
doi = {10.1515/156939606776886670},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MosbachK06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NadarajahK06,
author = {Saralees Nadarajah and
Samuel Kotz},
title = {Determination of Software Reliability based on Multivariate Exponential,
Lomax and Weibull Models},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {447--459},
year = {2006},
url = {https://doi.org/10.1515/156939606779329035},
doi = {10.1515/156939606779329035},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NadarajahK06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NgnepiebaHD06,
author = {Pierre Ngnepieba and
M. Yousuff Hussaini and
Laurent Debreu},
title = {Optimal Control and Stochastic Parameter Estimation},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {461--476},
year = {2006},
url = {https://doi.org/10.1515/156939606779329062},
doi = {10.1515/156939606779329062},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NgnepiebaHD06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NietoPMBA06,
author = {Felipe Jorge Rodr{\'{\i}}guez Nieto and
Miguel A. Pasquale and
Maria Elisa Martins and
Federico A. Bareilles and
A. J. Arvia},
title = {Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates
with Square-Wave Surface Profiles. Influence of Hole Design and Depositing
Particle Surface Diffusion},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {271--289},
year = {2006},
url = {https://doi.org/10.1515/156939606778705209},
doi = {10.1515/156939606778705209},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NietoPMBA06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Owen06,
author = {Art B. Owen},
title = {On the Warnock-Halton quasi-standard error},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {1},
pages = {47--54},
year = {2006},
url = {https://doi.org/10.1515/156939606776886652},
doi = {10.1515/156939606776886652},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Owen06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Piterbarg06,
author = {Leonid I. Piterbarg},
title = {Parameter estimation in multi particle Lagrangian stochastic models},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {477--493},
year = {2006},
url = {https://doi.org/10.1515/156939606779329044},
doi = {10.1515/156939606779329044},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Piterbarg06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldSL06,
author = {Karl K. Sabelfeld and
Irina A. Shalimova and
Alexander I. Levykin},
title = {Random Walk on Fixed Spheres for Laplace and Lam{\'{e}} equations},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {1},
pages = {55--93},
year = {2006},
url = {https://doi.org/10.1515/156939606776886634},
doi = {10.1515/156939606776886634},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldSL06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SahooSS06,
author = {Lokanath Sahoo and
R. K. Sahoo and
S. C. Senapati},
title = {An Empirical Study on the Accuracy of Ratio and Regression Estimators
in the Presence of Measurement Errors},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {5},
pages = {495--501},
year = {2006},
url = {https://doi.org/10.1515/156939606779329026},
doi = {10.1515/156939606779329026},
timestamp = {Fri, 06 Nov 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SahooSS06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Wells06,
author = {Clive G. Wells},
title = {A stochastic approximation scheme and convergence theorem for particle
interactions with perfectly reflecting boundary conditions},
journal = {Monte Carlo Methods Appl.},
volume = {12},
number = {3},
pages = {291--342},
year = {2006},
url = {https://doi.org/10.1515/156939606778705182},
doi = {10.1515/156939606778705182},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Wells06.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Alfonsi05,
author = {Aur{\'{e}}lien Alfonsi},
title = {On the discretization schemes for the {CIR} (and Bessel squared) processes},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {4},
pages = {355--384},
year = {2005},
url = {https://doi.org/10.1515/156939605777438569},
doi = {10.1515/156939605777438569},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Alfonsi05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BallyCZ05,
author = {Vlad Bally and
Lucia Caramellino and
Antonino Zanette},
title = {Pricing and hedging American options by Monte Carlo methods using
a Malliavin calculus approach},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {2},
pages = {97--133},
year = {2005},
url = {https://doi.org/10.1515/156939605777585944},
doi = {10.1515/156939605777585944},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BallyCZ05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Bouleau05,
author = {Nicolas Bouleau},
title = {Dirichlet Forms in Simulation},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {4},
pages = {385--395},
year = {2005},
url = {https://doi.org/10.1515/156939605777438541},
doi = {10.1515/156939605777438541},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Bouleau05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GabihG05,
author = {Abdelali Gabih and
Wilfried Grecksch},
title = {An {\(\epsilon\)}-Optimal Portfolio with Stochastic Volatility},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {1},
pages = {1--14},
year = {2005},
url = {https://doi.org/10.1515/1569396054027256},
doi = {10.1515/1569396054027256},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GabihG05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GerlovinaN05,
author = {V. Gerlovina and
Vladimir Nekrutkin},
title = {Asymptotical behavior of linear congruential generators},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {2},
pages = {135--162},
year = {2005},
url = {https://doi.org/10.1515/156939605777585971},
doi = {10.1515/156939605777585971},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GerlovinaN05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halton05,
author = {John H. Halton},
title = {Quasi-Probability: Why quasi-Monte-Carlo methods are statistically
valid and how their errors can be estimated statistically},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {3},
pages = {203--350},
year = {2005},
url = {https://doi.org/10.1515/1569396054495130},
doi = {10.1515/1569396054495130},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halton05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kablukova05,
author = {E. G. Kablukova},
title = {Investigation of methods of numerical integration with optimal convergence
speed},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {4},
pages = {397--406},
year = {2005},
url = {https://doi.org/10.1515/156939605777438587},
doi = {10.1515/156939605777438587},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kablukova05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolyukhinS05,
author = {Dmitry Kolyukhin and
Karl Sabelfeld},
title = {Stochastic flow simulation in 3D porous media},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {1},
pages = {15--37},
year = {2005},
url = {https://doi.org/10.1515/1569396054027292},
doi = {10.1515/1569396054027292},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolyukhinS05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LiM05,
author = {Yaohang Li and
Michael Mascagni},
title = {Grid-based Quasi-Monte Carlo Applications},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {1},
pages = {39--55},
year = {2005},
url = {https://doi.org/10.1515/1569396054027265},
doi = {10.1515/1569396054027265},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LiM05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori05,
author = {Makoto Mori},
title = {Construction of three-dimensional low discrepancy sequences},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {2},
pages = {163--174},
year = {2005},
url = {https://doi.org/10.1515/156939605777585962},
doi = {10.1515/156939605777585962},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PagesP05,
author = {Gilles Pag{\`{e}}s and
Jacques Printems},
title = {Functional quantization for numerics with an application to option
pricing},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {4},
pages = {407--446},
year = {2005},
url = {https://doi.org/10.1515/156939605777438578},
doi = {10.1515/156939605777438578},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PagesP05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PhamRS05,
author = {Huy{\^{e}}n Pham and
Wolfgang J. Runggaldier and
Afef Sellami},
title = {Approximation by quantization of the filter process and applications
to optimal stopping problems under partial observation},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {1},
pages = {57--81},
year = {2005},
url = {https://doi.org/10.1515/1569396054027283},
doi = {10.1515/1569396054027283},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PhamRS05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PlotnikovS05,
author = {Mikhail Yu. Plotnikov and
Elena V. Shkarupa},
title = {The discrete-stochastic approaches to solving the linearized Boltzmann
equation},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {4},
pages = {447--462},
year = {2005},
url = {https://doi.org/10.1515/156939605777438532},
doi = {10.1515/156939605777438532},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PlotnikovS05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolK05,
author = {Ilya M. Sobol and
Sergei S. Kucherenko},
title = {On global sensitivity analysis of quasi-Monte Carlo algorithms},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {1},
pages = {83--92},
year = {2005},
url = {https://doi.org/10.1515/1569396054027274},
doi = {10.1515/1569396054027274},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/SobolK05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/WellsK05,
author = {Clive G. Wells and
Markus Kraft},
title = {Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering-Coagulation
Equation},
journal = {Monte Carlo Methods Appl.},
volume = {11},
number = {2},
pages = {175--197},
year = {2005},
url = {https://doi.org/10.1515/156939605777585980},
doi = {10.1515/156939605777585980},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/WellsK05.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AkianP04,
author = {Jean{-}Luc Akian and
B{\'{e}}n{\'{e}}dicte Puig},
title = {Some results of error evaluation for a non-Gaussian simulation method},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {1},
pages = {51--68},
year = {2004},
url = {https://doi.org/10.1515/156939604323091207},
doi = {10.1515/156939604323091207},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AkianP04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlbrecherHT04,
author = {Hansj{\"{o}}rg Albrecher and
J{\"{u}}rgen Hartinger and
Robert F. Tichy},
title = {{QMC} techniques for {CAT} bond pricing},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {197--211},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.197},
doi = {10.1515/MCMA.2004.10.3-4.197},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlbrecherHT04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AlexandovAD04,
author = {V. Alexandov and
Emanouil I. Atanassov and
Ivan Dimov},
title = {Parallel Quasi-Monte Carlo Methods for Linear Algebra Problems},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {213--219},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.213},
doi = {10.1515/MCMA.2004.10.3-4.213},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AlexandovAD04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Arouna04,
author = {Bouhari Arouna},
title = {Adaptative Monte Carlo Method, {A} Variance Reduction Technique},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {1},
pages = {1--24},
year = {2004},
url = {https://doi.org/10.1515/156939604323091180},
doi = {10.1515/156939604323091180},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Arouna04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Averina04,
author = {T. A. Averina},
title = {Algorithm of statistical simulation of dynamic systems with distributed
change of structure},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {221--226},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.221},
doi = {10.1515/MCMA.2004.10.3-4.221},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Averina04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BranlardAOGS04,
author = {Julien Branlard and
Shela Aboud and
P. Osuch and
Stephen M. Goodnick and
Marco Saraniti},
title = {Frequency Analysis of Semiconductor Devices Using Full-Band Cellular
Monte Carlo Simulations},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {227--233},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.227},
doi = {10.1515/MCMA.2004.10.3-4.227},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BranlardAOGS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Buckwar04,
author = {Evelyn Buckwar},
title = {The {\(\circleddash\)}-Maruyama scheme for stochastic functional differential
equations with distributed memory term},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {235--244},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.235},
doi = {10.1515/MCMA.2004.10.3-4.235},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Buckwar04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CastronovoK04,
author = {Emilio Castronovo and
Peter R. Kramer},
title = {Subdiffusion and Superdiffusion in Lagrangian Stochastic Models of
Oceanic Transport},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {245--256},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.245},
doi = {10.1515/MCMA.2004.10.3-4.245},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CastronovoK04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EgorovZ04,
author = {Alexander D. Egorov and
A. V. Zherelo},
title = {Approximations of functional integrals with respect to measures generated
by solutions of stochastic differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {257--264},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.257},
doi = {10.1515/MCMA.2004.10.3-4.257},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EgorovZ04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EntacherLRU04,
author = {Karl Entacher and
Gerold Laimer and
Harald R{\"{o}}ck and
Andreas Uhl},
title = {Normalization of the Spectral Test in High Dimensions},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {265--274},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.265},
doi = {10.1515/MCMA.2004.10.3-4.265},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EntacherLRU04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FournierG04,
author = {Nicolas Fournier and
Jean{-}S{\'{e}}bastien Giet},
title = {Exact simulation of nonlinear coagulation processes},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {2},
pages = {95--106},
year = {2004},
url = {https://doi.org/10.1515/156939604777303253},
doi = {10.1515/156939604777303253},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FournierG04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GobetM04,
author = {Emmanuel Gobet and
Sylvain Maire},
title = {A spectral Monte Carlo method for the Poisson equation},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {275--285},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.275},
doi = {10.1515/MCMA.2004.10.3-4.275},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GobetM04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Golyandina04,
author = {Nina Golyandina},
title = {Convergence rate for spherical processes with shifted centres},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {287--296},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.287},
doi = {10.1515/MCMA.2004.10.3-4.287},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Golyandina04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Halton04,
author = {John H. Halton},
title = {An outline of quasi-probability * : Why quasi-Monte-Carlo methods
are statistically valid and how their errors can be estimated statistically},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {183--196},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.183},
doi = {10.1515/MCMA.2004.10.3-4.183},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Halton04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Heinrich04,
author = {Stefan Heinrich},
title = {On the Power of Quantum Algorithms for Vector Valued Mean Computation},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {297--310},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.297},
doi = {10.1515/MCMA.2004.10.3-4.297},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Heinrich04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IchikawaM04,
author = {Yuko Ichikawa and
Makoto Mori},
title = {Discrepancy of van der Corput sequences generated by piecewise linear
transformations},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {2},
pages = {107--116},
year = {2004},
url = {https://doi.org/10.1515/156939604777303217},
doi = {10.1515/156939604777303217},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IchikawaM04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KaraivanovaMS04,
author = {Aneta Karaivanova and
Michael Mascagni and
Nikolai A. Simonov},
title = {Parallel Quasirandom Walks on the Boundary},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {311--319},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.311},
doi = {10.1515/MCMA.2004.10.3-4.311},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KaraivanovaMS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Keller04,
author = {Alexander Keller},
title = {Trajectory Splitting by Restricted Replication},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {321--329},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.321},
doi = {10.1515/MCMA.2004.10.3-4.321},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Keller04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KhazenD04,
author = {Michael Khazen and
Arie Dubi},
title = {Monte Carlo variance reduction in applications to Systems Reliability
using Phase Space Splitting},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {2},
pages = {117--128},
year = {2004},
url = {https://doi.org/10.1515/156939604777303226},
doi = {10.1515/156939604777303226},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KhazenD04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolodkoS04,
author = {Anastasia Kolodko and
John Schoenmakers},
title = {Upper Bounds for Bermudan Style Derivatives},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {331--343},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.331},
doi = {10.1515/MCMA.2004.10.3-4.331},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolodkoS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolyukhinS04,
author = {Dmitry Kolyukhin and
Karl Sabelfeld},
title = {Stochastic Eulerian model for the flow simulation in porous media.
Unconfined aquifers},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {345--357},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.345},
doi = {10.1515/MCMA.2004.10.3-4.345},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/KolyukhinS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KosinaNS04,
author = {Hans Kosina and
Mihail Nedjalkov and
Siegfried Selberherr},
title = {Solution of the Space-dependent Wigner Equation Using a Particle Model},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {359--368},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.359},
doi = {10.1515/MCMA.2004.10.3-4.359},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KosinaNS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KuzminS04,
author = {Gennady A. Kuzmin and
Olga N. Soboleva},
title = {Subgrid Modeling of Filtration in a Porous Medium with Multiscale
Log-Stable permeability},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {369--376},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.369},
doi = {10.1515/MCMA.2004.10.3-4.369},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KuzminS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LecotT04,
author = {Christian L{\'{e}}cot and
Bruno Tuffin},
title = {Comparison of Quasi-Monte Carlo-Based Methods for Simulation of Markov
Chains},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {377--384},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.377},
doi = {10.1515/MCMA.2004.10.3-4.377},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LecotT04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Lejay04,
author = {Antoine Lejay},
title = {Monte Carlo methods for fissured porous media: a gridless approach},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {385--392},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.385},
doi = {10.1515/MCMA.2004.10.3-4.385},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Lejay04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LepingleT04,
author = {Dominique L{\'{e}}pingle and
Nguyen T. Thao},
title = {Approximating and Simulating Multivalued Stochastic Differential Equations},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {2},
pages = {129--152},
year = {2004},
url = {https://doi.org/10.1515/156939604777303244},
doi = {10.1515/156939604777303244},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LepingleT04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LeydoldH04,
author = {Josef Leydold and
Wolfgang H{\"{o}}rmann},
title = {Smoothed Transformed Density Rejection},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {393--401},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.393},
doi = {10.1515/MCMA.2004.10.3-4.393},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LeydoldH04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MadeSD04,
author = {Mardoch{\'{e}}e Magolu monga Made and
Olivier F. Smidts and
Alain Dubus},
title = {Adaptive adjoint Monte Carlo simulation for the uncertainty},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {403--413},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.403},
doi = {10.1515/MCMA.2004.10.3-4.403},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MadeSD04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MarseguerraPZGP04,
author = {Marzio Marseguerra and
Enrico Padovani and
Enrico Zio and
Francesca Giacobbo and
Edoardo Patelli},
title = {A Nuclear Measurement Technique of Water Penetration in Concrete Barriers},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {415--422},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.415},
doi = {10.1515/MCMA.2004.10.3-4.415},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MarseguerraPZGP04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MarseguerraZB04,
author = {Marzio Marseguerra and
Enrico Zio and
Francesco Bosi},
title = {System availability and reliability analysis by direct Monte Carlo
with biasing},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {423--434},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.423},
doi = {10.1515/MCMA.2004.10.3-4.423},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MarseguerraZB04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniC04,
author = {Michael Mascagni and
Hongmei Chi},
title = {On the Scrambled Halton Sequence},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {435--442},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.435},
doi = {10.1515/MCMA.2004.10.3-4.435},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniC04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MazzoloR04,
author = {Alain Mazzolo and
Beno{\^{\i}}t Roesslinger},
title = {Monte-Carlo simulation of the chord length distribution function across
convex bodies, non-convex bodies and random media},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {443--454},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.443},
doi = {10.1515/MCMA.2004.10.3-4.443},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MazzoloR04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori04,
author = {Makoto Mori},
title = {Discrepancy of sequences generated by dynamical system},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {455--459},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.455},
doi = {10.1515/MCMA.2004.10.3-4.455},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NedjalkovAKS04,
author = {Mihail Nedjalkov and
Emanouil I. Atanassov and
Hans Kosina and
Siegfried Selberherr},
title = {Operator-Split Method for Variance Reduction in Stochastic Solutions
of the Wigner Equation},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {461--468},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.461},
doi = {10.1515/MCMA.2004.10.3-4.461},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NedjalkovAKS04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NekrutkinP04,
author = {Vladimir Nekrutkin and
Peter Potapov},
title = {Two variants of a stochastic Euler method for homogeneous balance
differential equations},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {469--479},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.469},
doi = {10.1515/MCMA.2004.10.3-4.469},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NekrutkinP04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NilssonMH04,
author = {Hans{-}Erik Nilsson and
Antonio Martinez and
Mats Hjelm},
title = {Full band Monte Carlo simulation - beyond the semiclassical approach},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {481--490},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.481},
doi = {10.1515/MCMA.2004.10.3-4.481},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NilssonMH04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NovakP04,
author = {Erich Novak and
Harald Pfeiffer},
title = {Coin Tossing Algorithms for Integral Equations and Tractability},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {491--498},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.491},
doi = {10.1515/MCMA.2004.10.3-4.491},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NovakP04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Papancheva04,
author = {R. Y. Papancheva},
title = {Optimal Korobov Coefficients for Good Lattice Points in Quasi Monte
Carlo Algorithms},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {499--509},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.499},
doi = {10.1515/MCMA.2004.10.3-4.499},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Papancheva04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PillardsC04,
author = {Tim Pillards and
Ronald Cools},
title = {A theoretical view on transforming low-discrepancy sequences from
a cube to a simplex},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {511--529},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.511},
doi = {10.1515/MCMA.2004.10.3-4.511},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PillardsC04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PortolanIR04,
author = {Stefano Portolan and
Rita Claudia Iotti and
Fausto Rossi},
title = {Weighted simulation of steady-state transport within the standard
Monte Carlo paradigm},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {531--539},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.531},
doi = {10.1515/MCMA.2004.10.3-4.531},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PortolanIR04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ProtasovO04,
author = {A. V. Protasov and
V. A. Ogorodnikov},
title = {Dynamic probabilistic method of numerical modeling of multidimensional
hydrometeorological fields},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {541--549},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.541},
doi = {10.1515/MCMA.2004.10.3-4.541},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ProtasovO04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PuigP04,
author = {B{\'{e}}n{\'{e}}dicte Puig and
Fabrice Poirion},
title = {White noise and simulation of ordinary Gaussian processes},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {1},
pages = {69--89},
year = {2004},
url = {https://doi.org/10.1515/156939604323091216},
doi = {10.1515/156939604323091216},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PuigP04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RasulovKM04,
author = {Abdujabor Rasulov and
Aneta Karaivanova and
Michael Mascagni},
title = {Quasirandom Sequences in Branching Random Walks},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {551--558},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.551},
doi = {10.1515/MCMA.2004.10.3-4.551},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RasulovKM04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sabelfeld04,
author = {Karl Sabelfeld},
title = {Foreword},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {i--ii},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.i},
doi = {10.1515/MCMA.2004.10.3-4.I},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldSL04,
author = {Karl K. Sabelfeld and
Irina A. Shalimova and
Alexander I. Levykin},
title = {Discrete random walk on large spherical grids generated by spherical
means for PDEs},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {559--574},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.559},
doi = {10.1515/MCMA.2004.10.3-4.559},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldSL04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SbertBH04,
author = {Mateu Sbert and
Philippe Bekaert and
John H. Halton},
title = {Reusing paths in radiosity and global illumination},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {575--585},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.575},
doi = {10.1515/MCMA.2004.10.3-4.575},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SbertBH04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SchellUZ04,
author = {Thomas Schell and
Andreas Uhl and
Peter Zinterhof},
title = {Measures of Uniform Distribution in Wavelet Based Image Compression},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {587--597},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.587},
doi = {10.1515/MCMA.2004.10.3-4.587},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SchellUZ04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Seibold04,
author = {Benjamin Seibold},
title = {Optimal Prediction in Molecular Dynamics},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {1},
pages = {25--50},
year = {2004},
url = {https://doi.org/10.1515/156939604323091199},
doi = {10.1515/156939604323091199},
timestamp = {Sun, 12 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Seibold04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SimonovM04,
author = {Nikolai A. Simonov and
Michael Mascagni},
title = {Random Walk Algorithms for Estimating Effective Properties of Digitized
Porous Media},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {599--608},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.599},
doi = {10.1515/MCMA.2004.10.3-4.599},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SimonovM04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SuciuVHVV04,
author = {Nicolae Suciu and
Calin Vamos and
Horst Hardelauf and
Jan Vanderborght and
Harry Vereecken},
title = {Numerical Modeling of Large Scale Transport of Contminant Solutes
Using the Global Random Walk Algorithm},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {2},
pages = {153--177},
year = {2004},
url = {https://doi.org/10.1515/156939604777303235},
doi = {10.1515/156939604777303235},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SuciuVHVV04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sugita04,
author = {Hiroshi Sugita},
title = {Security of Pseudo-random Generator and Monte Carlo Method},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {609--615},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.609},
doi = {10.1515/MCMA.2004.10.3-4.609},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sugita04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Tuffin04,
author = {Bruno Tuffin},
title = {Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey
and Normal Approximation},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {617--628},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.617},
doi = {10.1515/MCMA.2004.10.3-4.617},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Tuffin04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VasileskaA04,
author = {Dragica Vasileska and
Shaikh S. Ahmed},
title = {Monte Carlo Simulation of Narrow-Width {SOI} Devices: Incorporation
of the Short Range Coulomb Interaction},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {629--640},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.629},
doi = {10.1515/MCMA.2004.10.3-4.629},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VasileskaA04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ZioCC04,
author = {Enrico Zio and
Antonio Cammi and
Andrea Cioncolini},
title = {Dagger-sampling variance reduction in Monte Carlo reliability analysis},
journal = {Monte Carlo Methods Appl.},
volume = {10},
number = {3-4},
pages = {641--652},
year = {2004},
url = {https://doi.org/10.1515/mcma.2004.10.3-4.641},
doi = {10.1515/MCMA.2004.10.3-4.641},
timestamp = {Fri, 14 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/ZioCC04.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AnhG03,
author = {Vo V. Anh and
Wilfried Grecksch},
title = {A fractional stochastic evolution equation driven by fractional Brownian
motion},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {189--199},
year = {2003},
url = {https://doi.org/10.1515/156939603322728969},
doi = {10.1515/156939603322728969},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AnhG03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BarghouthiQA03,
author = {Imad A. Barghouthi and
Naji Qatanani and
Fathi M. Allan},
title = {Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High
Latitudes},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {201--217},
year = {2003},
url = {https://doi.org/10.1515/156939603322728978},
doi = {10.1515/156939603322728978},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BarghouthiQA03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Button03,
author = {Scott D. Button},
title = {Project duration prediction using a Monte Carlo simulation of the
periodic output of the project resources},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {217--225},
year = {2003},
url = {https://doi.org/10.1515/156939603322728987},
doi = {10.1515/156939603322728987},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Button03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DingMZ03,
author = {Jiu Ding and
Dong Mao and
Aihui Zhou},
title = {A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations
of Markov Operators},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {4},
pages = {295--309},
year = {2003},
url = {https://doi.org/10.1515/156939603322601932},
doi = {10.1515/156939603322601932},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DingMZ03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EgorovM03,
author = {Alexander D. Egorov and
Victor Malyutin},
title = {Approximate evaluation of a class of functional integrals over space
of functions taking values {\(\pm\)}1},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {4},
pages = {307--314},
year = {2003},
url = {https://doi.org/10.1515/156939603322601941},
doi = {10.1515/156939603322601941},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EgorovM03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Golyandina03,
author = {Nina Golyandina},
title = {Central Limit Theorem for (n, k)-particle processes solving balance
equations},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {1--11},
year = {2003},
url = {https://doi.org/10.1515/156939603322587425},
doi = {10.1515/156939603322587425},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Golyandina03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolodkoS03,
author = {Anastasia Kolodko and
Karl Sabelfeld},
title = {Stochastic particle methods for Smoluchowski coagulation equation:
variance reduction and error estimations},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {4},
pages = {315--339},
year = {2003},
url = {https://doi.org/10.1515/156939603322601950},
doi = {10.1515/156939603322601950},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolodkoS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovLRSV03,
author = {Orazgeldy Kurbanmuradov and
Alexander I. Levykin and
{\"{U}}llar Rannik and
Karl Sabelfeld and
Timo Vesala},
title = {Stochastic Lagrangian footprint calculations over a surface with an
abrupt change of roughness height},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {2},
pages = {167--188},
year = {2003},
url = {https://doi.org/10.1515/156939603322663330},
doi = {10.1515/156939603322663330},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovLRSV03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovSSV03,
author = {Orazgeldy Kurbanmuradov and
Karl Sabelfeld and
Olivier F. Smidts and
Harry Vereecken},
title = {A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous
Porous Media},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {4},
pages = {341--366},
year = {2003},
url = {https://doi.org/10.1515/156939603322601969},
doi = {10.1515/156939603322601969},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovSSV03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LarcherPT03,
author = {Gerhard Larcher and
Martin Predota and
Robert F. Tichy},
title = {Arithmetic average options in the hyperbolic model},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {227--239},
year = {2003},
url = {https://doi.org/10.1515/156939603322728996},
doi = {10.1515/156939603322728996},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LarcherPT03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Lejay03,
author = {Antoine Lejay},
title = {Simulating a diffusion on a graph. Application to reservoir engineering},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {241--255},
year = {2003},
url = {https://doi.org/10.1515/156939603322729003},
doi = {10.1515/156939603322729003},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Lejay03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mantalos03,
author = {Panagiotis Mantalos},
title = {Bootstrapping the Breusch-Godfrey autocorrelation test for a single
equation dynamic model: Bootstrapping the Restricted vs. Unrestricted
model},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {257--269},
year = {2003},
url = {https://doi.org/10.1515/156939603322729012},
doi = {10.1515/156939603322729012},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mantalos03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MinierPC03,
author = {Jean{-}Pierre Minier and
Eric Peirano and
Sergio Chibbaro},
title = {Weak first- and second-order numerical schemes for stochastic differential
equations appearing in Lagrangian two-phase flow modeling},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {2},
pages = {93--133},
year = {2003},
url = {https://doi.org/10.1515/156939603322663312},
doi = {10.1515/156939603322663312},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MinierPC03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nekrutkin03,
author = {Vladimir Nekrutkin},
title = {Kac particle systems with free motion and equations of Boltzmann type},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {13--25},
year = {2003},
url = {https://doi.org/10.1515/156939603322587434},
doi = {10.1515/156939603322587434},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nekrutkin03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ninomiya03,
author = {Syoiti Ninomiya},
title = {A partial sampling method applied to the Kusuoka approximation},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {27--38},
year = {2003},
url = {https://doi.org/10.1515/156939603322587443},
doi = {10.1515/156939603322587443},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ninomiya03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OgiharaO03,
author = {Shuhei Ogihara and
Shigeyoshi Ogawa},
title = {On a discrete stochastic approximation and its application to data
analysis},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {39--50},
year = {2003},
url = {https://doi.org/10.1515/156939603322587452},
doi = {10.1515/156939603322587452},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OgiharaO03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PagesP03,
author = {Gilles Pag{\`{e}}s and
Jacques Printems},
title = {Optimal quadratic quantization for numerics: the Gaussian case},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {2},
pages = {135--165},
year = {2003},
url = {https://doi.org/10.1515/156939603322663321},
doi = {10.1515/156939603322663321},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PagesP03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rowe03,
author = {Daniel B. Rowe},
title = {Significant {FMRI} Neurologic Synchrony Using Monte Carlo Methods},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {4},
pages = {367--385},
year = {2003},
url = {https://doi.org/10.1515/156939603322601978},
doi = {10.1515/156939603322601978},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rowe03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK03,
author = {Karl Sabelfeld and
Dmitry Kolyukhin},
title = {Stochastic Eulerian model for the flow simulation in porous media},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {3},
pages = {271--290},
year = {2003},
url = {https://doi.org/10.1515/156939603322729021},
doi = {10.1515/156939603322729021},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS03,
author = {Karl Sabelfeld and
Elena V. Shkarupa},
title = {Functional Random Walk on Spheres algorithm for biharmonic equation:
optimization and error estimation},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {51--65},
year = {2003},
url = {https://doi.org/10.1515/156939603322587461},
doi = {10.1515/156939603322587461},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Shvets03,
author = {V. V. Shvets},
title = {On asymptotic behaviour of modelling time in the importance sampling
method},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {77--85},
year = {2003},
url = {https://doi.org/10.1515/156939603322587489},
doi = {10.1515/156939603322587489},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Shvets03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolM03,
author = {Ilya M. Sobol and
E. E. Myshetskaya},
title = {Modelling correlated random variables},
journal = {Monte Carlo Methods Appl.},
volume = {9},
number = {1},
pages = {67--76},
year = {2003},
url = {https://doi.org/10.1515/156939603322587470},
doi = {10.1515/156939603322587470},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolM03.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@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}
}
@article{DBLP:journals/mcma/AndrieuD01,
author = {Christophe Andrieu and
Arnaud Doucet},
title = {Optimal Estimation of Amplitude and Phase Modulated Signals},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {1--14},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.1},
doi = {10.1515/MCMA.2001.7.1-2.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AndrieuD01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BahlaliMO01,
author = {Khaled Bahlali and
Brahim Mezerdi and
Youssef Ouknine},
title = {Some generic properties in backward stochastic differential equations
with continuous coefficient},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {15--20},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.15},
doi = {10.1515/MCMA.2001.7.1-2.15},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BahlaliMO01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BallyPP01,
author = {Vlad Bally and
Gilles Pag{\`{e}}s and
Jacques Printems},
title = {A stochastic quantization method for nonlinear problems},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {21--34},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.21},
doi = {10.1515/MCMA.2001.7.1-2.21},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BallyPP01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BernardF01,
author = {Pierre Bernard and
G{\'{e}}rard Fleury},
title = {Convergence of Numerical Schemes for Stochastic Differential Equations},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {35--44},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.35},
doi = {10.1515/MCMA.2001.7.1-2.35},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BernardF01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BossyJ01,
author = {Mireille Bossy and
Benjamin Jourdain},
title = {A Stochastic Particle Method for the Solution of a 1D Viscous Scalar
Conservation Law in a Bounded Interval},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {45--54},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.45},
doi = {10.1515/MCMA.2001.7.1-2.45},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BossyJ01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BouardDM01,
author = {Anne de Bouard and
Arnaud Debussche and
Laurent Di Menza},
title = {Theoretical and numerical aspects of stochastic nonlinear Schr{\"{o}}dinger
equations},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {55--64},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.55},
doi = {10.1515/MCMA.2001.7.1-2.55},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BouardDM01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BravermanG01,
author = {Mark Braverman and
Shay Gueron},
title = {A Monte Carlo Algorithm for a Lottery Problem},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {73--80},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.73},
doi = {10.1515/MCMA.2001.7.1-2.73},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BravermanG01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CampilloL01,
author = {Fabien Campillo and
Antoine Lejay},
title = {A Monte Carlo method to compute the exchange coefficient in the double
porosity model},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {65--72},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.65},
doi = {10.1515/MCMA.2001.7.1-2.65},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CampilloL01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Cappe01,
author = {Olivier Capp{\'{e}}},
title = {Recursive computation of smoothed functionals of hidden Markovian
processes using a particle approximation},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {81--92},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.81},
doi = {10.1515/MCMA.2001.7.1-2.81},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Cappe01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/CepaL01,
author = {Emmanuel C{\'{e}}pa and
Dominique L{\'{e}}pingle},
title = {Interacting Brownian particles with strong repulsion},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {93--98},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.93},
doi = {10.1515/MCMA.2001.7.1-2.93},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/CepaL01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChorinHK01,
author = {Alexandre J. Chorin and
Ole H. Hald and
Raz Kupferman},
title = {Non-Markovian Optimal Prediction},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {99--110},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.99},
doi = {10.1515/MCMA.2001.7.1-2.99},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChorinHK01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChristensenP01,
author = {Bent Jesper Christensen and
Rolf Poulsen},
title = {Monte Carlo Improvement of Estimates of the Mean-Reverting Constant
Elasticity of Variance Interest Rate Diffusion},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {111--124},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.111},
doi = {10.1515/MCMA.2001.7.1-2.111},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChristensenP01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Comman01,
author = {Henri Comman},
title = {A view on Noncommutative Large Deviations from a theory of Noncommutative
Capacities},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {125--130},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.125},
doi = {10.1515/MCMA.2001.7.1-2.125},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Comman01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Costantini01,
author = {C. Costantini},
title = {A Simple Variance Reduction Method with Applications to Finance and
Queueing Theory},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {131--140},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.131},
doi = {10.1515/MCMA.2001.7.1-2.131},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Costantini01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DeaconuT01,
author = {Madalina Deaconu and
Etienne Tanr{\'{e}}},
title = {A generalization of the Connection Between the Additive and Multiplicative
Solutions for the Smoluchowski's Coagulation Equation},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {141--148},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.141},
doi = {10.1515/MCMA.2001.7.1-2.141},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DeaconuT01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DescombesSGZ01,
author = {Xavier Descombes and
Radu Stoica and
Laurent Garcin and
Josiane Zerubia},
title = {A {RJMCMC} Algorithm for Object Processes in Image Processing},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {149--156},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.149},
doi = {10.1515/MCMA.2001.7.1-2.149},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DescombesSGZ01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EibeckW01,
author = {Andreas Eibeck and
Wolfgang Wagner},
title = {Stochastic algorithms for studying coagulation dynamics and gelation
phenomena},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {157--166},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.157},
doi = {10.1515/MCMA.2001.7.1-2.157},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EibeckW01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FigotinGMQS01,
author = {Alexander Figotin and
Alexander Gordon and
Stanislav Molchanov and
J. Quinn and
N. Stavrakas},
title = {Generalized Quantum Statistics and Testing of Randomizers with and
without Asymptotic Assumptions},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {167--176},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.167},
doi = {10.1515/MCMA.2001.7.1-2.167},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FigotinGMQS01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FournierM01,
author = {Nicolas Fournier and
Sylvie M{\'{e}}l{\'{e}}ard},
title = {Monte-Carlo approximations for 2d homogeneous Boltzmann equations
without cutoff and for non Maxwell molecules},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {177--192},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.177},
doi = {10.1515/MCMA.2001.7.1-2.177},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FournierM01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Gobet01,
author = {Emmanuel Gobet},
title = {Efficient schemes for the weak approximation of reflected diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {193--202},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.193},
doi = {10.1515/MCMA.2001.7.1-2.193},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Gobet01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GueronZ01,
author = {Shay Gueron and
Or Zuk},
title = {On Smoluchowski Equations for Coagulation Processes with Multiple
Absorbing States},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {1-2},
pages = {203--212},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.1-2.203},
doi = {10.1515/MCMA.2001.7.1-2.203},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GueronZ01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HwangMG01,
author = {Chi{-}Ok Hwang and
Michael Mascagni and
James A. Given},
title = {Rapid Diffusion Monte Carlo Algorithms for Fluid Dynamic Permeability},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {213--222},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.213},
doi = {10.1515/MCMA.2001.7.3-4.213},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HwangMG01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolodkoS01,
author = {Anastasia Kolodko and
Karl K. Sabelfeld},
title = {Stochastic Lagrangian model for spatially inhomogeneous Smoluchowski
equation governing coagulating and diffusing particles},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {223--228},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.223},
doi = {10.1515/MCMA.2001.7.3-4.223},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolodkoS01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kramer01,
author = {Peter R. Kramer},
title = {A Review of Some Monte Carlo Simulation Methods for Turbulent Systems},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {229--244},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.229},
doi = {10.1515/MCMA.2001.7.3-4.229},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kramer01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovOSY01,
author = {Orazgeldy Kurbanmuradov and
Steven A. Orszag and
Karl K. Sabelfeld and
P.{-}K. Yeung},
title = {Analysis of relative dispersion of two particles by Lagrangian stochastic
models and {DNS} methods},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {245--264},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.245},
doi = {10.1515/MCMA.2001.7.3-4.245},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovOSY01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Lejay01,
author = {Antoine Lejay},
title = {Weak solution of semi-linear PDE, {BSDE} and homogenization},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {265--272},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.265},
doi = {10.1515/MCMA.2001.7.3-4.265},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Lejay01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LesageTD01,
author = {St{\'{e}}phane Lesage and
Jean{-}Yves Tourneret and
Petar M. Djuric},
title = {Classification of Digital Modulations Using {MCMC} Methods},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {273--282},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.273},
doi = {10.1515/MCMA.2001.7.3-4.273},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LesageTD01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MascagniKL01,
author = {Michael Mascagni and
Aneta Karaivanova and
Yaohang Li},
title = {A Quasi-Monte Carlo Method for Elliptic Boundary Value Problems},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {283--294},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.283},
doi = {10.1515/MCMA.2001.7.3-4.283},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MascagniKL01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Minier01,
author = {Jean{-}Pierre Minier},
title = {Probabilistic approach to turbulent two-phase flows modelling and
simulation: theoretical and numerical issues},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {295--310},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.295},
doi = {10.1515/MCMA.2001.7.3-4.295},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Minier01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Newton01,
author = {Nigel J. Newton},
title = {Approximations for Nonlinear Filters based on Quantisation},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {311--320},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.311},
doi = {10.1515/MCMA.2001.7.3-4.311},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Newton01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ogawa01,
author = {Shigeyoshi Ogawa},
title = {On a class of SPDEs called Brownian particle equation - Model for
nonlinear diffusions},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {321--328},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.321},
doi = {10.1515/MCMA.2001.7.3-4.321},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ogawa01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Olla01,
author = {Stefano Olla},
title = {Diffusive Behavior of Interacting Particle Systems},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {329--338},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.329},
doi = {10.1515/MCMA.2001.7.3-4.329},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Olla01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Osada01,
author = {Hirofumi Osada},
title = {Tagged particles of interacting Brownian motions with skew symmetric
drifts},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {339--348},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.339},
doi = {10.1515/MCMA.2001.7.3-4.339},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Osada01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PareschiW01,
author = {Lorenzo Pareschi and
Bernt Wennberg},
title = {A recursive Monte Carlo method for the Boltzmann equation in the Maxwellian
case},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {349--358},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.349},
doi = {10.1515/MCMA.2001.7.3-4.349},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PareschiW01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Printems01,
author = {Jacques Printems},
title = {On the discretization in time of parabolic stochastic partial differential
equations},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {359--368},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.359},
doi = {10.1515/MCMA.2001.7.3-4.359},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Printems01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS01,
author = {Karl Sabelfeld and
Irina A. Shalimova},
title = {Forward and Backward Stochastic Lagrangian Models for turbulent transport
and the well-mixed condition},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {369--382},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.369},
doi = {10.1515/MCMA.2001.7.3-4.369},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sentis01,
author = {R{\'{e}}mi Sentis},
title = {Monte Carlo methods in neutron and photon transport problems},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {383--396},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.383},
doi = {10.1515/MCMA.2001.7.3-4.383},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sentis01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/TinetTEA01,
author = {Eric Tinet and
Jean{-}Michel Tualle and
Dominique Ettori and
Sigrid Avrillier},
title = {Real time transformation of pre-computed Monte Carlo results for fitting
optical measurements in biomedical applications},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {397--410},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.397},
doi = {10.1515/MCMA.2001.7.3-4.397},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/TinetTEA01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Wihstutz01,
author = {Volker Wihstutz},
title = {Communication structure of discretized degenerate diffusion processes
and approximation of Lyapunov exponents},
journal = {Monte Carlo Methods Appl.},
volume = {7},
number = {3-4},
pages = {411--420},
year = {2001},
url = {https://doi.org/10.1515/mcma.2001.7.3-4.411},
doi = {10.1515/MCMA.2001.7.3-4.411},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Wihstutz01.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FukuyamaT00,
author = {Katusi Fukuyama and
Tetsuo Tomokuni},
title = {On pseudorandom functions and asymptotic distributions},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {3},
pages = {167--174},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.3.167},
doi = {10.1515/MCMA.2000.6.3.167},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/FukuyamaT00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GreckschHT00,
author = {Wilfried Grecksch and
Frank Heyde and
Christiane Tammer},
title = {Proximal Point Algorithm for an Approximated Stochastic Optimal Control
Problem},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {3},
pages = {175--190},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.3.175},
doi = {10.1515/MCMA.2000.6.3.175},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GreckschHT00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Hausenblas00,
author = {Erika Hausenblas},
title = {Monte Carlo Simulation of Reflected Stochastic Differential Equations
driven by Poisson Random Measures},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {1},
pages = {1--14},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.1.1},
doi = {10.1515/MCMA.2000.6.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Hausenblas00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Hausenblas00a,
author = {Erika Hausenblas},
title = {A Numerical Scheme using Excursion Theory for Simulating Stochastic
Differential Equations with Reflection and Local Time at a Boundary},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {2},
pages = {81--104},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.2.81},
doi = {10.1515/MCMA.2000.6.2.81},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Hausenblas00a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Hausenblas00b,
author = {Erika Hausenblas},
title = {Momte Carlo Simulation of killed diffusion},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {4},
pages = {263--296},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.4.263},
doi = {10.1515/MCMA.2000.6.4.263},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Hausenblas00b.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/IvanovK00,
author = {Vladimir M. Ivanov and
Maxim L. Korenevski},
title = {On convergence of semi-statistical and projection-statistical methods
for integral equations},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {4},
pages = {297--322},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.4.297},
doi = {10.1515/MCMA.2000.6.4.297},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/IvanovK00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KanagawaS00,
author = {S. Kanagawa and
Y. Saisho},
title = {Strong Approximation of Reflecting Brownian Motion Using Penalty Method
and its Application to Cumputer Simulation},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {2},
pages = {105--114},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.2.105},
doi = {10.1515/MCMA.2000.6.2.105},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KanagawaS00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Khisamutdinov00,
author = {A. I. Khisamutdinov},
title = {On connection between "Continuous time" and "Direct simulation" Monte
Carlo methods for Boltzmann equation and on some new approximate methods},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {4},
pages = {323--340},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.4.323},
doi = {10.1515/MCMA.2000.6.4.323},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Khisamutdinov00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MeglinskiM00,
author = {Igor V. Meglinski and
S. J. Matcher},
title = {The application of the Monte Carlo technique for estimation of the
detector depth sensitivity for the skin oxygenation measurements},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {1},
pages = {15--26},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.1.15},
doi = {10.1515/MCMA.2000.6.1.15},
timestamp = {Thu, 05 Nov 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/MeglinskiM00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Pletnev00,
author = {Leonid Pletnev},
title = {Monte Carlo Simulation of Evaporation Process into the Vacuum},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {3},
pages = {191--204},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.3.191},
doi = {10.1515/MCMA.2000.6.3.191},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Pletnev00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rowe00,
author = {Daniel B. Rowe},
title = {Factorization of Separable and Patterned Covariance Matrices for Gibbs
Sampling},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {3},
pages = {205--210},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.3.205},
doi = {10.1515/MCMA.2000.6.3.205},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rowe00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK00,
author = {Karl Sabelfeld and
Orazgeldy Kurbanmuradov},
title = {Coagulation of aerosol particles in intermittent turbulent flows},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {3},
pages = {211--254},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.3.211},
doi = {10.1515/MCMA.2000.6.3.211},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Stefanescu00,
author = {Stefan V. Stefanescu},
title = {Generating uniform random points inside a cone},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {2},
pages = {115--130},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.2.115},
doi = {10.1515/MCMA.2000.6.2.115},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Stefanescu00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SugitaT00,
author = {Hiroshi Sugita and
Satoshi Takanobu},
title = {Random Weyl sampling for robust numerical integration of complicated
functions},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {1},
pages = {27--48},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.1.27},
doi = {10.1515/MCMA.2000.6.1.27},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SugitaT00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Takashima00,
author = {K. Takashima},
title = {Hybrid pseudo-random number generation},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {1},
pages = {49--60},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.1.49},
doi = {10.1515/MCMA.2000.6.1.49},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Takashima00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/UhinovV00,
author = {S. A. Uhinov and
Anton V. Voytishek},
title = {Usage of the importance sample in Monte Carlo methods},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {4},
pages = {341--348},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.4.341},
doi = {10.1515/MCMA.2000.6.4.341},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/UhinovV00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/VoytishekDM00,
author = {Anton V. Voytishek and
E. G. Dyatlova and
T. E. Mezentseva},
title = {Geometrical Monte Carlo method and its modifications},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {2},
pages = {131--140},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.2.131},
doi = {10.1515/MCMA.2000.6.2.131},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/VoytishekDM00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Yaguchi00,
author = {Hirotake Yaguchi},
title = {Randomness of Horner's rule and a new method of generating random
numbers},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {1},
pages = {61--76},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.1.61},
doi = {10.1515/MCMA.2000.6.1.61},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Yaguchi00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Zalesky00,
author = {Boris A. Zalesky},
title = {Stochastic relaxation for building some classes of piecewise linear
regression functions},
journal = {Monte Carlo Methods Appl.},
volume = {6},
number = {2},
pages = {141--158},
year = {2000},
url = {https://doi.org/10.1515/mcma.2000.6.2.141},
doi = {10.1515/MCMA.2000.6.2.141},
timestamp = {Tue, 11 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Zalesky00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AtanassovD99,
author = {Emanouil I. Atanassov and
Ivan Tomov Dimov},
title = {A new optimal Monte Carlo method for calculating integrals of smooth
functions},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {2},
pages = {149--168},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.2.149},
doi = {10.1515/MCMA.1999.5.2.149},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AtanassovD99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Babovsky99,
author = {Hans Babovsky},
title = {On a Monte Carlo scheme for Smoluchowski's coagulation equation},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {1},
pages = {1--18},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.1.1},
doi = {10.1515/MCMA.1999.5.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Babovsky99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/FischerP99,
author = {Paul Fischer and
Eckhard Platen},
title = {Applications of the balanced method to stochastic differential equations
in filtering},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {1},
pages = {19--38},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.1.19},
doi = {10.1515/MCMA.1999.5.1.19},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/FischerP99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GolyandinaN99,
author = {Nina Golyandina and
Vladimir Nekrutkin},
title = {Homogeneous Balance Equation for Measures: Errors of the Stochastic
Solution},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {3},
pages = {193--262},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.3.193},
doi = {10.1515/MCMA.1999.5.3.193},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GolyandinaN99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/GreckschA99,
author = {Wilfried Grecksch and
Vo V. Anh},
title = {Approximation of stochastic Hammerstein integral equation with fractional
Brownian motion input},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {4},
pages = {311--324},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.4.311},
doi = {10.1515/MCMA.1999.5.4.311},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/GreckschA99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Guias99,
author = {Flavius Guias},
title = {A Direct Simulation Method for the Coagulation-Fragmentation. Equations
with Multiplicative Coagulation Kernels},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {4},
pages = {287--310},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.4.287},
doi = {10.1515/MCMA.1999.5.4.287},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Guias99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KhazenD99,
author = {Michael Khazen and
Arie Dubi},
title = {A Note on Variance Reduction Methods in Monte Carlo Applications to
Systems Engineering and Reliability},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {4},
pages = {345--374},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.4.345},
doi = {10.1515/MCMA.1999.5.4.345},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KhazenD99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovRSV99,
author = {Orazgeldy Kurbanmuradov and
{\"{U}}llar Rannik and
Karl Sabelfeld and
Timo Vesala},
title = {Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {2},
pages = {85--112},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.2.85},
doi = {10.1515/MCMA.1999.5.2.85},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovRSV99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mathe99,
author = {Peter Math{\'{e}}},
title = {Numerical Integration using Markov Chains},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {4},
pages = {325--344},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.4.325},
doi = {10.1515/MCMA.1999.5.4.325},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mathe99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori99,
author = {Makoto Mori},
title = {Discrepancy of sequences generated by piecewise monotone maps},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {1},
pages = {55--68},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.1.55},
doi = {10.1515/MCMA.1999.5.1.55},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/OngaroNZ99,
author = {Carla Ongaro and
U. Nastasi and
Alba Zanini},
title = {Monte Carlo Simulation of the photo-neutron production in the high-Z
components of radiotherapy linear accelerators},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {1},
pages = {69--80},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.1.69},
doi = {10.1515/MCMA.1999.5.1.69},
timestamp = {Tue, 14 Sep 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/OngaroNZ99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PerelWY99,
author = {R. L. Perel and
J. J. Wagschal and
Y. Yeivin},
title = {Monte Carlo calculation of deep penetration benchmark sensitivities},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {2},
pages = {169--188},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.2.169},
doi = {10.1515/MCMA.1999.5.2.169},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PerelWY99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rief99,
author = {H. Rief},
title = {Touching on a zero-variance scheine in solving linear equations by
randorn walk processes},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {2},
pages = {135--148},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.2.135},
doi = {10.1515/MCMA.1999.5.2.135},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rief99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rogasinsky99,
author = {S. V. Rogasinsky},
title = {Solution of stationary boundary value problems for the Boltzmann equation
by the Monte Carlo method},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {3},
pages = {263--280},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.3.263},
doi = {10.1515/MCMA.1999.5.3.263},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rogasinsky99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RouzankinV99,
author = {P. S. Rouzankin and
Anton V. Voytishek},
title = {On the cost of algorithms for random selection},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {1},
pages = {39--54},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.1.39},
doi = {10.1515/MCMA.1999.5.1.39},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RouzankinV99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SobolSG99,
author = {Ilya M. Sobol and
Boris Shukhman and
A. Guinzbourg},
title = {On the distribution of random ranges},
journal = {Monte Carlo Methods Appl.},
volume = {5},
number = {2},
pages = {113--134},
year = {1999},
url = {https://doi.org/10.1515/mcma.1999.5.2.113},
doi = {10.1515/MCMA.1999.5.2.113},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SobolSG99.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Arsham98,
author = {Hossein Arsham},
title = {Techniques for Monte Carlo Optimizing},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {3},
pages = {181--230},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.3.181},
doi = {10.1515/MCMA.1998.4.3.181},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Arsham98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BorisovP98,
author = {N. M. Borisov and
M. P. Panin},
title = {Adjoint Monte Carlo Calculations of Pulse-Height-Spectrum},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {3},
pages = {273--284},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.3.273},
doi = {10.1515/MCMA.1998.4.3.273},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BorisovP98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BorisovP98a,
author = {N. M. Borisov and
M. P. Panin},
title = {Generalized Particle Concept for Adjoint Monte Carlo Calculations
of Coupled Gamma Ray - Electron Transport},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {4},
pages = {341--358},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.4.341},
doi = {10.1515/MCMA.1998.4.4.341},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BorisovP98a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DimovK98,
author = {Ivan Dimov and
Aneta Karaivanova},
title = {Parallel computations of eigenvalues based on a Monte Carlo approach},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {33--52},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.33},
doi = {10.1515/MCMA.1998.4.1.33},
timestamp = {Fri, 26 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DimovK98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DreyerK98,
author = {Wolfgang Dreyer and
Matthias Kunik},
title = {Reflections of Eulerian Shock Waves at Moving Adiabatic Boundaries},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {3},
pages = {231--252},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.3.231},
doi = {10.1515/MCMA.1998.4.3.231},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DreyerK98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/DreyerKSSW98,
author = {Wolfgang Dreyer and
Matthias Kunik and
Karl Sabelfeld and
Nikolai A. Simonov and
K. Wilmanski},
title = {Iterative procedure for multidimensional Euler equations},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {3},
pages = {253--272},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.3.253},
doi = {10.1515/MCMA.1998.4.3.253},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/DreyerKSSW98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/EntacherUW98,
author = {Karl Entacher and
Andreas Uhl and
Stefan Wegenkittl},
title = {Linear Congruential Generators for Parallel Monte Carlo: the Leap-Frog
Case},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {1--16},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.1},
doi = {10.1515/MCMA.1998.4.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/EntacherUW98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/HordosyKHV98,
author = {G. Hord{\'{o}}sy and
Andras Kereszturi and
Cs. Heged{\"{u}}s and
P. V{\'{e}}rtes},
title = {Influence of the Photoneutrons on the Kinetics of Beryllium Reflected
Core of the Budapest Research Reactor},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {2},
pages = {163--176},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.2.163},
doi = {10.1515/MCMA.1998.4.2.163},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/HordosyKHV98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Likhoded98,
author = {Nickolai A. Likhoded},
title = {Systolic Arrays for the Solution of Systems of Linear Algebraic Equations
by Monte Carlo Method},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {17--32},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.17},
doi = {10.1515/MCMA.1998.4.1.17},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Likhoded98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/MarseguerraZ98,
author = {Marzio Marseguerra and
Enrico Zio},
title = {Weight updating in forced Monte Carlo approach to dynamic {PSA}},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {4},
pages = {359--374},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.4.359},
doi = {10.1515/MCMA.1998.4.4.359},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/MarseguerraZ98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Mori98,
author = {Makoto Mori},
title = {Low discrepancy sequences generated by piecewise linear Maps},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {2},
pages = {141--162},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.2.141},
doi = {10.1515/MCMA.1998.4.2.141},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Mori98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nakao98,
author = {Hajime Nakao},
title = {Time Dependence of Eulerian Velocity Correlation Tensor Spectrum in
Isotropic Homogeneous Turbulence},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {2},
pages = {113--126},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.2.113},
doi = {10.1515/MCMA.1998.4.2.113},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nakao98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Papadopoulos98,
author = {Christos Papadopoulos},
title = {A New Technique for {MTTF} Estimation in Highly Reliable Markovian
Systems},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {2},
pages = {95--112},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.2.95},
doi = {10.1515/MCMA.1998.4.2.95},
timestamp = {Tue, 15 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/Papadopoulos98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PlotnikovS98,
author = {Mikhail Yu. Plotnikov and
Elena V. Shkarupa},
title = {Error estimation and optimization in C-space of Monte Carlo iterative
solution of nonlinear integral equations},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {53--72},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.53},
doi = {10.1515/MCMA.1998.4.1.53},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mcma/PlotnikovS98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/PohlGB98,
author = {Thomas Pohl and
Wilfried Grecksch and
Holger Blaar},
title = {A Parallel Modified Lagrangian Method for an Optimal Control Problem
of a Linear Distributed Stochastic System},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {4},
pages = {319--340},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.4.319},
doi = {10.1515/MCMA.1998.4.4.319},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/PohlGB98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK98,
author = {Karl Sabelfeld and
Orazgeldy Kurbanmuradov},
title = {One-Particle Stochastic Lagrangian Model for Turbulent Dispersion
in Horizontally Homogeneous Turbulence},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {2},
pages = {127--140},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.2.127},
doi = {10.1515/MCMA.1998.4.2.127},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Smidts98,
author = {Olivier F. Smidts},
title = {Point and surface estimations by a non-analog Monte Carlo simulation
for the tranport of radionuclide chains in porous media},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {4},
pages = {289--318},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.4.289},
doi = {10.1515/MCMA.1998.4.4.289},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Smidts98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Tuffin98,
author = {Bruno Tuffin},
title = {Comments on "On the use of low discrepancy sequences in Monte Carlo
methods"},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {87--90},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.87},
doi = {10.1515/MCMA.1998.4.1.87},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Tuffin98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Voytishek98,
author = {Anton V. Voytishek},
title = {Rejection methods for modelling of beta-distribution},
journal = {Monte Carlo Methods Appl.},
volume = {4},
number = {1},
pages = {73--86},
year = {1998},
url = {https://doi.org/10.1515/mcma.1998.4.1.73},
doi = {10.1515/MCMA.1998.4.1.73},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Voytishek98.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BorisovP97,
author = {N. M. Borisov and
M. P. Panin},
title = {Adjoint Importance Monte Carlo Simulation for Gamma Ray Deep Penetration
Problem},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {3},
pages = {241--250},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.3.241},
doi = {10.1515/MCMA.1997.3.3.241},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BorisovP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BossyFP97,
author = {Mireille Bossy and
Loula Fezoui and
Serge Piperno},
title = {Comparison of a Stochastic Particle Method and a Finite Volume Deterministic
Method Applied to Burgers Equation},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {2},
pages = {113--140},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.2.113},
doi = {10.1515/MCMA.1997.3.2.113},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BossyFP97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Egorov97,
author = {Alexander D. Egorov},
title = {On {L} 2-isomorphic Gaussian models for nongaussian distributions},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {2},
pages = {141--154},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.2.141},
doi = {10.1515/MCMA.1997.3.2.141},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Egorov97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Guias97,
author = {Flavius Guias},
title = {A Monte Carlo approach to the Smoluchowski equations},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {4},
pages = {313--326},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.4.313},
doi = {10.1515/MCMA.1997.3.4.313},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Guias97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kohatsu-HigaO97,
author = {Arturo Kohatsu{-}Higa and
Shigeyoshi Ogawa},
title = {Weak rate of convergence for an Euler scheme of nonlinear SDE's},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {4},
pages = {327--346},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.4.327},
doi = {10.1515/MCMA.1997.3.4.327},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kohatsu-HigaO97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KolodkoW97,
author = {Anastasya Kolodko and
Wolfgang Wagner},
title = {Convergence of a Nanbu type method for the Smoluchowski equation},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {4},
pages = {255--274},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.4.255},
doi = {10.1515/MCMA.1997.3.4.255},
timestamp = {Wed, 09 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KolodkoW97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kurbanmuradov97,
author = {Orazgeldy Kurbanmuradov},
title = {Stochastic Lagrangian Models for Two-Particle Relative Dispersion
in High-Reynolds Number Turbulence},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {1},
pages = {37--52},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.1.37},
doi = {10.1515/MCMA.1997.3.1.37},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kurbanmuradov97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovSK97,
author = {Orazgeldy Kurbanmuradov and
Karl Sabelfeld and
D. Koluhin},
title = {Stochastic Lagrangian Models for Two-Particle Motion in Turbulent
Flows. Numerical Results},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {3},
pages = {199--224},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.3.199},
doi = {10.1515/MCMA.1997.3.3.199},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovSK97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/LiS97,
author = {Liming Li and
Jerome Spanier},
title = {Approximation of Transport Equations by Matrix Equations and Sequential
Sampling},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {3},
pages = {171--198},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.3.171},
doi = {10.1515/MCMA.1997.3.3.171},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/LiS97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Nakao97,
author = {Hajime Nakao},
title = {Exact expression of Lagrangian velocity autocorrelation function in
isotropic homogeneous turbulence},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {3},
pages = {225--240},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.3.225},
doi = {10.1515/MCMA.1997.3.3.225},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Nakao97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/NekrutkinT97,
author = {Vladimir Nekrutkin and
N. Tur},
title = {Asymptotic expansions and estimators with small bias for Nanbu processes},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {1},
pages = {1--36},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.1.1},
doi = {10.1515/MCMA.1997.3.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/NekrutkinT97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ogawa97,
author = {Shigeyoshi Ogawa},
title = {Erratum to the article "On a Robustness of The Random Particle Method"},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {1},
pages = {83--84},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.1.83},
doi = {10.1515/MCMA.1997.3.1.83},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ogawa97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK97,
author = {Karl K. Sabelfeld and
Orazgeldy Kurbanmuradov},
title = {Stochastic Lagrangian Models for Two-Particle Motion in Turbulent
Flows},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {1},
pages = {53--72},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.1.53},
doi = {10.1515/MCMA.1997.3.1.53},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldK97a,
author = {Karl K. Sabelfeld and
Anastasia Kolodko},
title = {Monte Carlo simulation of the coagulation processes governed by Smoluchowski
equation with random coefficients},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {4},
pages = {275--312},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.4.275},
doi = {10.1515/MCMA.1997.3.4.275},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldK97a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SahooS97,
author = {L. N. Sahoo and
J. Sahoo},
title = {On three Unbiased Strategies in Sample Surveys},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {1},
pages = {73--82},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.1.73},
doi = {10.1515/MCMA.1997.3.1.73},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SahooS97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Takashima97,
author = {Keizo Takashima},
title = {Random walk tests of reciprocal m-sequences},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {2},
pages = {155--166},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.2.155},
doi = {10.1515/MCMA.1997.3.2.155},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Takashima97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Voytishek97,
author = {Anton V. Voytishek},
title = {Using the Strang-Fix approximation in discrete-stochastic numerical
procedures},
journal = {Monte Carlo Methods Appl.},
volume = {3},
number = {2},
pages = {89--112},
year = {1997},
url = {https://doi.org/10.1515/mcma.1997.3.2.89},
doi = {10.1515/MCMA.1997.3.2.89},
timestamp = {Mon, 08 Jul 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Voytishek97.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Antipov96,
author = {M. V. Antipov},
title = {Sequences of Numbers for Monte Carlo Methods},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {3},
pages = {219--236},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.3.219},
doi = {10.1515/MCMA.1996.2.3.219},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Antipov96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BallyT96,
author = {Vlad Bally and
Denis Talay},
title = {The Law of the Euler Scheme for Stochastic Differential Equations:
{II.} Convergence Rate of the Density},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {2},
pages = {93--128},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.2.93},
doi = {10.1515/MCMA.1996.2.2.93},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BallyT96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/ChauhanS96,
author = {M. S. Chauhan and
G. C. Sharma},
title = {Profit Analysis of M/M/r Queueing Model with Balking and Reneging},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {2},
pages = {139--144},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.2.139},
doi = {10.1515/MCMA.1996.2.2.139},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/ChauhanS96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Fukuyama96,
author = {Katusi Fukuyama},
title = {Riesz-Raikov sums and Weyl transform},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {4},
pages = {271--294},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.4.271},
doi = {10.1515/MCMA.1996.2.4.271},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Fukuyama96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KopylovPSZ96,
author = {Yu. N. Kopylov and
I. S. Postnova and
V. A. Shpack and
G. S. Zinchenko},
title = {Monte Carlo Modeling of Radioactive Fallout Under Land-based Nuclear
Bursts},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {2},
pages = {145--158},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.2.145},
doi = {10.1515/MCMA.1996.2.2.145},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KopylovPSZ96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ogawa96,
author = {Shigeyoshi Ogawa},
title = {On a Robustness of The Random Particle Method},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {3},
pages = {175--190},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.3.175},
doi = {10.1515/MCMA.1996.2.3.175},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ogawa96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Okten96,
author = {Giray {\"{O}}kten},
title = {A Probabilistic Result on the Discrepancy of a Hybrid-Monte Carlo
Sequence and Applications},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {4},
pages = {255--270},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.4.255},
doi = {10.1515/MCMA.1996.2.4.255},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Okten96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/RadovicST96,
author = {Igor Radovic and
Ilya M. Sobol and
Robert F. Tichy},
title = {Quasi-Monte Carlo Methods for Numerical Integration: Comparison of
Different Low Discrepancy Sequences},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {1},
pages = {1--14},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.1.1},
doi = {10.1515/MCMA.1996.2.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/RadovicST96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Rogasinsky96,
author = {S. V. Rogasinsky},
title = {On the pair correlations of particle evolution in the direct statistical
simulation},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {1},
pages = {25--40},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.1.25},
doi = {10.1515/MCMA.1996.2.1.25},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Rogasinsky96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldA96,
author = {Karl K. Sabelfeld and
T. A. Averina},
title = {Monte Carlo Simulation of Particle's Dispersion in Convective Boundary
Layer of the Atmosphere},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {2},
pages = {159--171},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.2.159},
doi = {10.1515/MCMA.1996.2.2.159},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldA96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldRKL96,
author = {Karl K. Sabelfeld and
S. V. Rogasinsky and
Anastasia Kolodko and
Alexander I. Levykin},
title = {Stochastic algorithms for solving Smolouchovsky coagulation equation
and applications to aerosol growth simulation},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {1},
pages = {41--88},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.1.41},
doi = {10.1515/MCMA.1996.2.1.41},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldRKL96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SahooD96,
author = {L. N. Sahoo and
M. Dalabehera},
title = {A Monte Carlo comparison of six almost unbiased ratio estimators},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {3},
pages = {237--250},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.3.237},
doi = {10.1515/MCMA.1996.2.3.237},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SahooD96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SharmaC96,
author = {G. C. Sharma and
M. S. Chauhan},
title = {Preventive Maintenance of an {M} x /G/1 Queue-like Production System},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {2},
pages = {129--138},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.2.129},
doi = {10.1515/MCMA.1996.2.2.129},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SharmaC96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Takashima96,
author = {Keizo Takashima},
title = {On the number of multiples of certain primitive polynomials over {GF(2)}},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {1},
pages = {15--24},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.1.15},
doi = {10.1515/MCMA.1996.2.1.15},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Takashima96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Takashima96a,
author = {Keizo Takashima},
title = {On Hamming weight test and sojourn time test of m-sequences},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {4},
pages = {331--342},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.4.331},
doi = {10.1515/MCMA.1996.2.4.331},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Takashima96a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Tuffin96,
author = {Bruno Tuffin},
title = {On the use of low discrepancy sequences in Monte Carlo methods},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {4},
pages = {295--320},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.4.295},
doi = {10.1515/MCMA.1996.2.4.295},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Tuffin96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Ugrin-Sparac96,
author = {Dimitrije Ugrin{-}Sparac},
title = {A Natural Algorithm for Generation of Pseudo-Random Numbers and its
Applications},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {3},
pages = {191--218},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.3.191},
doi = {10.1515/MCMA.1996.2.3.191},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Ugrin-Sparac96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Xiao96,
author = {Yi{-}Jun Xiao},
title = {Variation of product function and numerical solution of some partial
differential equations by low-discrepancy sequences},
journal = {Monte Carlo Methods Appl.},
volume = {2},
number = {4},
pages = {321--330},
year = {1996},
url = {https://doi.org/10.1515/mcma.1996.2.4.321},
doi = {10.1515/MCMA.1996.2.4.321},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Xiao96.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/AmanoS95,
author = {Kazuo Amano and
Tomoaki Saito},
title = {Stochastic Numerical Solution of Biharmonic Dirichlet Problem},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {1},
pages = {71--82},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.1.71},
doi = {10.1515/MCMA.1995.1.1.71},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/AmanoS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Antipov95,
author = {M. V. Antipov},
title = {Congruence operator of the pseudo-random numbers generator and a modification
of Euclidean decomposition},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {3},
pages = {203--220},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.3.203},
doi = {10.1515/MCMA.1995.1.3.203},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Antipov95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Bouleau95,
author = {Nicolas Bouleau},
title = {{THE} {SHIFT:} Properties and recommendations for practical use},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {2},
pages = {137--146},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.2.137},
doi = {10.1515/MCMA.1995.1.2.137},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Bouleau95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/BuglanovaK95,
author = {N. A. Buglanova and
Orazgeldy Kurbanmuradov},
title = {Convergence of the randomized spectral models of homogeneous Gaussian
random fields},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {3},
pages = {173--202},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.3.173},
doi = {10.1515/MCMA.1995.1.3.173},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/BuglanovaK95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Heinrich95,
author = {Stefan Heinrich},
title = {Variance reduction for Monte Carlo methods by means of deterministic
numerical computation},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {4},
pages = {251--278},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.4.251},
doi = {10.1515/MCMA.1995.1.4.251},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Heinrich95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kanagawa95,
author = {Shuya Kanagawa},
title = {Error Estimations for the Euler-Maruyama Approximate Solutions of
Stochastic Differential Equations},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {3},
pages = {165--172},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.3.165},
doi = {10.1515/MCMA.1995.1.3.165},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kanagawa95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KhisamutdinovS95,
author = {A. I. Khisamutdinov and
L. L. Sidorenko},
title = {Monte Carlo fictitious collision algorithms for nonlinear Boltzmann
equation},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {3},
pages = {221--240},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.3.221},
doi = {10.1515/MCMA.1995.1.3.221},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KhisamutdinovS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Komori95,
author = {Yoshio Komori},
title = {Stahle ROW-Type Weak Scheme for Stochastic Differential Equations},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {4},
pages = {279--300},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.4.279},
doi = {10.1515/MCMA.1995.1.4.279},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Komori95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kurbanmuradov95,
author = {Orazgeldy Kurbanmuradov},
title = {A New Lagrangian Model of Two-Particle Relative Turbulent Dispersion},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {2},
pages = {83--100},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.2.83},
doi = {10.1515/MCMA.1995.1.2.83},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kurbanmuradov95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Kurbanmuradov95a,
author = {Orazgeldy Kurbanmuradov},
title = {A 3D Stochastic Model of Relative Dispersion of Particle Pairs in
Local-Isotropic Turbulence},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {4},
pages = {301--324},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.4.301},
doi = {10.1515/MCMA.1995.1.4.301},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Kurbanmuradov95a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/KurbanmuradovS95,
author = {Orazgeldy Kurbanmuradov and
Karl K. Sabelfeld},
title = {Stochastic Lagrangian Models of Relative Dispersion of a Pair of Fluid
Particles in Turbulent Flows},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {2},
pages = {101--136},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.2.101},
doi = {10.1515/MCMA.1995.1.2.101},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/KurbanmuradovS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Naono95,
author = {Ken Naono},
title = {Comparative Computations of Non-parametric Density Estimation Between
Some Kernel Method and the Wavelet Method},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {2},
pages = {147--163},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.2.147},
doi = {10.1515/MCMA.1995.1.2.147},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Naono95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldS95,
author = {Karl K. Sabelfeld and
Irina A. Shalimova},
title = {Random Walk on Spheres Process for Exterior Dirichlet Problem},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {4},
pages = {325--331},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.4.325},
doi = {10.1515/MCMA.1995.1.4.325},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/SabelfeldT95,
author = {Karl K. Sabelfeld and
D. Talay},
title = {Integral Formulation of the Boundary Value Problems and the Method
of Random Walk on Spheres},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {1},
pages = {1--34},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.1.1},
doi = {10.1515/MCMA.1995.1.1.1},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/SabelfeldT95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Simonov95,
author = {Nikolai A. Simonov},
title = {Boundary Value Problem and Stochastic Algorithm for Two-dimensional
Navier-Stokes Equations},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {1},
pages = {59--70},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.1.59},
doi = {10.1515/MCMA.1995.1.1.59},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Simonov95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Starkov95,
author = {A. V. Starkov},
title = {Monte Carlo Splitting Importance Sampling},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {3},
pages = {241--250},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.3.241},
doi = {10.1515/MCMA.1995.1.3.241},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Starkov95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mcma/Sugita95,
author = {Hiroshi Sugita},
title = {Pseudo-random Number Generator by Means of Irrational Rotation},
journal = {Monte Carlo Methods Appl.},
volume = {1},
number = {1},
pages = {35--58},
year = {1995},
url = {https://doi.org/10.1515/mcma.1995.1.1.35},
doi = {10.1515/MCMA.1995.1.1.35},
timestamp = {Fri, 03 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mcma/Sugita95.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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