External Links

    Journal: Monte Carlo Meth. and Appl.

    Volume 9, Issue 4

    295 -- 309Jiu Ding, Dong Mao, Aihui Zhou. A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
    307 -- 314Alexander D. Egorov, V. Malyutin. Approximate evaluation of a class of functional integrals over space of functions taking values ±1
    315 -- 339Anastasia Kolodko, Karl Sabelfeld. Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations
    341 -- 366Orazgeldy Kurbanmuradov, Karl Sabelfeld, Olivier F. Smidts, Harry Vereecken. A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media
    367 -- 385Daniel B. Rowe. Significant FMRI Neurologic Synchrony Using Monte Carlo Methods

    Volume 9, Issue 3

    189 -- 199Vo V. Anh, Wilfried Grecksch. A fractional stochastic evolution equation driven by fractional Brownian motion
    201 -- 217Imad A. Barghouthi, Naji Qatanani, Fathi M. Allan. Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes
    217 -- 225Scott D. Button. Project duration prediction using a Monte Carlo simulation of the periodic output of the project resources
    227 -- 239Gerhard Larcher, Martin Predota, Robert F. Tichy. Arithmetic average options in the hyperbolic model
    241 -- 255Antoine Lejay. Simulating a diffusion on a graph. Application to reservoir engineering
    257 -- 269Panagiotis Mantalos. Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
    271 -- 290Karl Sabelfeld, Dmitry Kolyukhin. Stochastic Eulerian model for the flow simulation in porous media

    Volume 9, Issue 2

    93 -- 133Jean-Pierre Minier, Eric Peirano, Sergio Chibbaro. Weak first- and second-order numerical schemes for stochastic differential equations appearing in Lagrangian two-phase flow modeling
    135 -- 165Gilles Pagès, Jacques Printems. Optimal quadratic quantization for numerics: the Gaussian case
    167 -- 188Orazgeldy Kurbanmuradov, Alexander I. Levykin, Üllar Rannik, Karl Sabelfeld, Timo Vesala. Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height

    Volume 9, Issue 1

    1 -- 11Nina Golyandina. Central Limit Theorem for (n, k)-particle processes solving balance equations
    13 -- 25V. Nekrutkin. Kac particle systems with free motion and equations of Boltzmann type
    27 -- 38Syoiti Ninomiya. A partial sampling method applied to the Kusuoka approximation
    39 -- 50Shuhei Ogihara, Shigeyoshi Ogawa. On a discrete stochastic approximation and its application to data analysis
    51 -- 65Karl Sabelfeld, Elena V. Shkarupa. Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation
    67 -- 76Ilya M. Sobol, E. E. Myshetskaya. Modelling correlated random variables
    77 -- 85V. V. Shvets. On asymptotic behaviour of modelling time in the importance sampling method
    runs on