Monte Carlo Methods and Applications
Volume 6, 2000

Contents

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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


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