## Monte Carlo Methods and Applications

Volume 6, 2000

## Contents

Back to the Journal page

### Number 1, pp. 1-80

*E. Hausenblas*

Monte Carlo simulation of reflected stochastic differential equations driven by Poisson
random measures

1

*I.V. Meglinsky and S.J. Matcher*

The application of the Monte Carlo technique for estimation of the detector depth
sensitivity for the skin oxygenation measurements

15

*H. Sugita and S. Takanobu*

Random Weyl sampling for robust numerical integration of complicated functions

27

*K. Takashima*

Hybrid pseudo-random number generation

49

*H. Yaguchi*

Randomness of Horner's rule and a new method of generating random numbers

61

### Number 2, pp. 81-166

*E. Hausenblas*

A numerical scheme using excursion theory for simulating stochastic differential equations
with reflection and local time at a boundary

81

*S. Kanagawa and Y. Saisho*

Strong approximation of reflecting Brownian motion using penalty method and its
application to computer simulation

105

*S.V. Stefanescu*

Generating uniform random points inside a cone

115

*A.V. Voytishek, E.G. Dyatlova and T.E. Mezentseva*

Geometrical Monte Carlo method and its modifications

131

*B.A. Zalesky*

Stochastic relaxation for building some classes of piecewise linear regression functions

141

Monte Carlo 2000: Conference program

159

### Number 3, pp. 167-262

*Katusi Fukuyama and Tetsuo Tomokuni*

On pseudorandom functions and asymptotic distributions

167

*W. Grecksch, F. Heyde and Chr. Tammer*

Proximal point algorithm for an approximated stochastic optimal control

175

*L. Pletnev*

Monte Carlo simulation of evaporation process into the vacuum

191

*Daniel B. Rowe*

Factorization of separable and patterned covariance matrices for Gibbs sampling

205

*K. Sabelfeld and O. Kurbanmuradov *

Coagulation of aerosol particles in intermittent turbulent flows

211

3rd IMACS Seminar on Monte Carlo Methods

255

Fourth St.Petersburg Workshop on Simulation

257

### Number 4, pp. 263-364

*Erika Hausenblas*

Monte Carlo simulation of killed diffusion

263

*Vladimir M. Ivanov and Maxim L. Korenevski*

On convergence of semi-statistical and projection-statistical methods for integral
equations

297

*A.I. Khisamutdinov*

On connection between "Continuous time" and "Direct simulation" Monte
Carlo methods for Boltzmann equation and on some new approximate methods

323

*S.A. Uhinov and A.V. Voytishek*

Usage of the importance sample in Monte Carlo methods

341

Workshop: Stochastic models for turbulent transport processes

WIAS, Berlin, 23-25 October, 2000

The Abstracts

349

Back to the Journal page