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Monte Carlo Methods and Applications, Volume 23
Volume 23, Number 1, March 2017
- Clément Rey:
Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes. 1-12 - Khaldoun El-Khaldi
, Elias G. Saleeby:
On the tangent model for the density of lines and a Monte Carlo method for computing hypersurface area. 13-20 - Gersende Fort, Emmanuel Gobet, Eric Moulines:
MCMC design-based non-parametric regression for rare event. Application to nested risk computations. 21-42 - Daphné Giorgi, Vincent Lemaire
Limit theorems for weighted and regular Multilevel estimators. 43-70
Volume 23, Number 2, June 2017
- Patrick Cattiaux, José Rafael León
Invariant density estimation for a reflected diffusion using an Euler scheme. 71 - Asia Aljahdali, Michael Mascagni:
Feistel-inspired scrambling improves the quality of linear congruential generators. 89 - Irina A. Shalimova, Karl K. Sabelfeld
Stochastic polynomial chaos expansion method for random Darcy equation. 101 - Samuel Iddi
Effect of covariate misspecifications in the marginalized zero-inflated Poisson model. 111 - Yuri N. Kashtanov
Stochastic mesh method for optimal stopping problems. 121 - Naushad Mamode Khan, Wasseem Rumjaun, Yuvraj Sunecher, Vandna Jowaheer:
Computing with bivariate COM-Poisson model under different copulas. 131 - Behrouz Fathi Vajargah, Mohadeseh Kanafchian:
Improved Markov Chain Monte Carlo method for cryptanalysis substitution-transposition cipher. 147
Volume 23, Number 3, September 2017
- Alexander D. Egorov, Victor Malyutin:
A method for the calculation of characteristics for the solution to stochastic differential equations. 149 - Emma M. Iglesias
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models. 159 - Mircea Grigoriu:
Monte Carlo algorithm for vector-valued Gaussianfunctions with preset component accuracies. 165 - Karl K. Sabelfeld
Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems. 189
Volume 23, Number 4, December 2017
- Nikolai A. Simonov:
Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem. 213-220 - Markus Kraft
A random cloud algorithm for the Schrödinger equation. 221-240 - Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou:
Numerical approximation of BSDEs using local polynomial drivers and branching processes. 241-263 - Aïcha Chouraqui
Quasi-Monte Carlo simulation of differential equations. 265-275 - Yuriy Kozachenko
Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space C ( [ 0 , T ] ) C([0, T]). 277-286 - Abdelaziz Nasroallah
HMM with emission process resulting from a special combination of independent Markovian emissions. 287-306
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