Journal: Monte Carlo Meth. and Appl.

Volume 31, Issue 3

173 -- 188Irina-Beatrice Haas, Michael B. Giles. A nested MLMC framework for efficient simulations on FPGAs
189 -- 205Sumita Datta, Radhika Prosad Datta, James M. Rejcek. On the applicability of Feynman-Kac path integral simulation to space-time fractional Schrödinger equations
207 -- 224Karl K. Sabelfeld, Igor Shafigulin. Monte Carlo solvers of large linear systems with Toeplitz matrices, preconditioning, iterative refinement with applications to integral equations and acoustic inverse problem
225 -- 246Eddie W. k. Chiu. Vanilla options as controls for estimating the conditional expectation of a European derivative payoff
247 -- 255Chakroune Yassine, Ahmed Nafidi, Abdenbi El Azri. Parameters estimation of the Rayleigh diffusion process: Inference aspects and application to real data

Volume 31, Issue 2

91 -- 107Alok Dhaundiyal, Gábor Albrecht. Impact of psychrometry on the aerosol distribution pattern in human lungs
109 -- 118Bhaskar Kushvaha, Dhruba Das, Asmita Tamuli. M/1 queue under symmetric and asymmetric loss functions
119 -- 130Lior Horesh, Vasileios Kalantzis, Yingdong Lu, Tomasz Nowicki. p-norm estimation with Gaussian sketching matrices
131 -- 143Irina A. Shalimova, Karl K. Sabelfeld. A meshfree Random Walk on Boundary algorithm with iterative refinement
145 -- 162Karl K. Sabelfeld, Georgy Agarkov. Combining randomized and deterministic iterative algorithms for high accuracy solution of large linear systems and boundary integral equations
163 -- 171Samir Llamazares-Elías, Angel Tocino. Preservation of structural properties of the CIR model by θ-Milstein schemes

Volume 31, Issue 1

0 -- 0. Frontmatter
1 -- 12Sylia Makhloufi, Nabil Zougab, Yasmina Ziane, Smail Adjabi. Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
13 -- 28Sabrina Boughrara, Fazia Bedouhene, Nabil Zougab. New contribution to Luria-Delbrück distribution. Stability property and estimation
29 -- 42Hafssa Kroumbi, Abdelaziz Nasroallah. Mixed space coupled hidden Markov model
43 -- 58Khamiss Cheikh, El Mostapha Boudi, Rabi Rabi, Hamza Mokhliss, Hamadi Ennaji. Evaluating the performance and robustness of PIR and QIR maintenance strategies using Monte Carlo method
59 -- 73John D. Towers. Convergence of a particle Monte Carlo algorithm for scalar conservation laws
75 -- 90Héctor Araya. Generalized Hermite process: Tempering, properties and applications