Journal: Monte Carlo Meth. and Appl.

Volume 30, Issue 4

331 -- 363David J. Torres, Damian W. I. Rouson. Investigating the ecological fallacy through sampling distributions constructed from finite populations
375 -- 388Karl K. Sabelfeld, Georgy Agarkov. Randomized vector algorithm with iterative refinement for solving boundary integral equations
389 -- 395Victor Malyutin, Berdakh Nurjanov. Application of semiclassical approximation to stochastic differential equations
397 -- 411Thibaud Kaeshammer, Christian Paroissin, Herna Urmeneta. Trapezoidal and Simpson's methods with a random design
413 -- 430Abderrahmen Manaa. Periodic INAR(1) model with Bell innovations distribution
431 -- 436Ivan A. Aleksandrov, Dmitry V. Gulyaev, Eugeny A. Kolosovsky, Konstantin S. Zhuravlev. Effect of biaxial strain on the binding energies of adsorbed In and Al atoms on (001) surfaces of InAs and AlAs
437 -- 448Kahina Bouchebbah, Nabil Zougab. 1-weighted MRI using a three level hierarchical Bayesian model
449 -- 465Masoud Majidizadeh. Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points

Volume 30, Issue 3

217 -- 223Boris S. Dobronets, Olga A. Popova. Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties
225 -- 234Imane Guefassa, Yacine Chaib, Tahar Bechouat. Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
235 -- 248Karl K. Sabelfeld, Oleg Bukhasheev. Random walk algorithms for solving nonlinear chemotaxis problems
249 -- 267Nikolaos Halidias. A novel portfolio optimization method and its application to the hedging problem
269 -- 280Sanaz Lamei, Mozhgan Akbari. Dynamics of a multigroup stochastic SIQR epidemic model
281 -- 297Srinath R. Naidu, Gopalakrishnan Venkiteswaran. Optimal oversampling ratio in two-step simulation
299 -- 313Christophe Planas, Alessandro Rossi. The slice sampler and centrally symmetric distributions
315 -- 330Karl K. Sabelfeld, Stepan Glazkov. Simulation of doubly stochastic Poisson point processes and application to nucleation of nanocrystals and evaluation of exciton fluxes

Volume 30, Issue 2

93 -- 105Hafssa Kroumbi, Abdelaziz Nasroallah. Likelihood and decoding problems for mixed space hidden Markov model
107 -- 129Vladimir V. Uchaikin, Elena Kozhemiakina. A weight Monte Carlo estimation of fluctuations in branching processes
137 -- 148Zakaria Alizadeh Ghajari, Karim Zare, Soheil Shokri. Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
149 -- 162Ajay Jasra, Mohamed Maama, Hernando Ombao. An improved unbiased particle filter
163 -- 181François Clément, Nathan Kirk, Florian Pausinger. Partitions for stratified sampling
183 -- 203Kossi Gnameho, Mitja Stadje, Antoon Pelsser. A gradient method for high-dimensional BSDEs
205 -- 216Hoa Pham, Huong T. T. Pham, Kai Siong Yow. On bias reduction in parametric estimation in stage structured development models

Volume 30, Issue 1

0 -- 0. Frontmatter
1 -- 17Nikolaos Halidias. Option pricing: Examples and open problems
19 -- 30Alex Rodrigo dos S. Sousa. A wavelet-based method in aggregated functional data analysis
31 -- 41Faiz Bahaj, Kamal Hiderah. Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
43 -- 53Getut Pramesti, Ristu Saptono. On the estimation of periodic signals in the diffusion process using a high-frequency scheme
55 -- 72Emmanuel Coffie. Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition
73 -- 80Irina A. Shalimova, Karl Sabelfeld. Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations
81 -- 92Yasmina Djabali, Sedda Hakmi, Nabil Zougab, Djamil Aïssani. Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system