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    Journal: Monte Carlo Meth. and Appl.

    Volume 23, Issue 4

    213 -- 220Nikolai A. Simonov. Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
    221 -- 240Markus Kraft, Wolfgang Wagner 0002. A random cloud algorithm for the Schrödinger equation
    241 -- 263Bruno Bouchard 0002, Xiaolu Tan, Xavier Warin, Yiyi Zou. Numerical approximation of BSDEs using local polynomial drivers and branching processes
    265 -- 275Aïcha Chouraqui, Christian Lécot, Bachir Djebbar. Quasi-Monte Carlo simulation of differential equations
    277 -- 286Yuriy Kozachenko, Marina Petranova. Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ⁢ ( [ 0 , T ] ) C([0, T])
    287 -- 306Abdelaziz Nasroallah, Karima Elkimakh. HMM with emission process resulting from a special combination of independent Markovian emissions

    Volume 23, Issue 3

    149 -- 0Alexander D. Egorov, Victor Malyutin. A method for the calculation of characteristics for the solution to stochastic differential equations
    159 -- 0Emma M. Iglesias, Garry D. A. Phillips. The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models
    165 -- 0Mircea Grigoriu. Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies
    189 -- 0Karl K. Sabelfeld. Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems

    Volume 23, Issue 2

    71 -- 0Patrick Cattiaux, José R. León, Clémentine Prieur. Invariant density estimation for a reflected diffusion using an Euler scheme
    89 -- 0Asia Aljahdali, Michael Mascagni. Feistel-inspired scrambling improves the quality of linear congruential generators
    101 -- 0Irina A. Shalimova, Karl K. Sabelfeld. Stochastic polynomial chaos expansion method for random Darcy equation
    111 -- 0Samuel Iddi, Esther O. Nwoko. Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
    121 -- 0Yuri N. Kashtanov. Stochastic mesh method for optimal stopping problems
    131 -- 0Naushad Mamode Khan, Wasseem Rumjaun, Yuvraj Sunecher, Vandna Jowaheer. Computing with bivariate COM-Poisson model under different copulas
    147 -- 0Behrouz Fathi Vajargah, Mohadeseh Kanafchian. Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher

    Volume 23, Issue 1

    1 -- 12Clément Rey. Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes
    13 -- 20Khaldoun El-Khaldi, Elias G. Saleeby. On the tangent model for the density of lines and a Monte Carlo method for computing hypersurface area
    21 -- 42Gersende Fort, Emmanuel Gobet, Eric Moulines. MCMC design-based non-parametric regression for rare event. Application to nested risk computations
    43 -- 70Daphné Giorgi, Vincent Lemaire, Gilles Pagès. Limit theorems for weighted and regular Multilevel estimators
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