External Links

    Journal: Monte Carlo Meth. and Appl.

    Volume 27, Issue 4

    0 -- 0. Frontmatter
    289 -- 299Kirill Svit, Konstantin S. Zhuravlev, Sergey Kireev, Karl K. Sabelfeld. A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir-Blodgett matrix
    301 -- 313Irina A. Shalimova, Karl K. Sabelfeld. Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems
    315 -- 324Unjong Yu, Hoseung Jang, Chi-Ok Hwang. A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials
    325 -- 339Karl K. Sabelfeld, Dmitry Smirnov, Ivan Dimov, Venelin Todorov. A global random walk on grid algorithm for second order elliptic equations
    341 -- 346Dmitriy Kolyukhin. Global sensitivity analysis of statistical models by double randomization method
    347 -- 371Lucas Izydorczyk, Nadia Oudjane, Francesco Russo. A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
    373 -- 382Salah Eddine Chouaib Refas, Abdelkader Bouazza, Youcef Belhadji. 3D sputtering simulations of the CZTS, Si and CIGS thin films using Monte-Carlo method

    Volume 27, Issue 3

    0 -- 0. Frontmatter
    195 -- 209David A. Spade. Estimating drift and minorization coefficients for Gibbs sampling algorithms
    211 -- 225Karl K. Sabelfeld, Dmitrii Smirnov. A global random walk on grid algorithm for second order elliptic equations
    227 -- 247Bernard Lapeyre, Jérôme Lelong. Neural network regression for Bermudan option pricing
    249 -- 275Casper H. l. Beentjes. Optimising Poisson bridge constructions for variance reduction methods
    277 -- 288Huong T. T. Pham, Hoa Pham. On the existence of posterior mean for Bayesian logistic regression

    Volume 27, Issue 2

    0 -- 0. Frontmatter
    91 -- 104Zineb El Filali Ech-Chafiq, Jérôme Lelong, Adil Reghai. Automatic control variates for option pricing using neural networks
    105 -- 115Nikolaos Halidias. On the absorption probabilities and mean time for absorption for discrete Markov chains
    117 -- 136Toshihiro Yamada. High order weak approximation for irregular functionals of time-inhomogeneous SDEs
    137 -- 152Hassane Chraibi, Anne Dutfoy, Thomas Galtier, Josselin Garnier. Optimal potential functions for the interacting particle system method
    153 -- 167Nima Rabiei, Elias G. Saleeby. On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods
    169 -- 193Takuya Nakagawa, Akihiro Tanaka. On a Monte Carlo scheme for some linear stochastic partial differential equations

    Volume 27, Issue 1

    0 -- 0. Frontmatter
    1 -- 26Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong. On the dependence structure and quality of scrambled (t, m, s)-nets
    27 -- 55Idris Kharroubi, Thomas Lim, Xavier Warin. Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process
    57 -- 69Yasmina Ziane, Nabil Zougab, Smail Adjabi. Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
    71 -- 90Kekoura Sakouvogui, Saleem Shaik, Curt Doetkott, Rhonda Magel. Sensitivity analysis of stochastic frontier analysis models
    runs on