Volume 8, 2002

*S.M. Ermakov and W. Wagner*

Monte Carlo difference schemes for the wave equation

1

*D.J. Horntrop*

Monte Carlo simulation of a random field model for transport

31

*T.J. Lukka and J.V. Kujala*

Using genetic operators to speed up Markov Chain Monte Carlo integration

51

*J. Bonvin and M. Picasso*

Mesoscopic models for viscoelastic flows: coupling finite element and Monte Carlo methods

73

*K. Kubilius and E. Platen*

Rate of weak convergence of the Euler approximation for diffusion processes with jumps

83

*Y.-J. Xiao*

Some geometric properties of (0, m, 2)-nets in base **b >= 2**

97

*H. Albrecher and J. Kantor*

Simulation of ruin probabilities for risk processes of Markovian type

111-127

*F. Campillo and A. Lejay*

A Monte Carlo method without grid for a fractured porous domain model

129-147

*T. Fujita, S. Ito and S. Ninomiya*

The generalized van der Corput sequence and its application to numerical
integration

149-158

*M. Mori*

Construction of two dimensional low discrepancy sequences

159-169

*K.K. Sabelfeld and I.A. Shalimova*

Random walk on spheres methods for iterative solution of elasticity problems

171-202

*H. Yaguchi*

Construction of a long-period nonalgebraic and nonrecursive pseudorandom number generator

203-213

*L. Caramellino and B. Pacchiarotti*

Sharp estimates for the hitting probability on time-dependent barriers
for a Brownian Motion. Weak approximation of a Brownian motion killed on
time-dependent barriers

221

*J.-C. Fort and G. Pagès*

Decreasing step Stochastic algorithms: *a.s.* behaviour of
weighted empirical measures

237

*V. Konakov and E. Mammen*

Edgeworth type expansions for Euler schemes for stochastic differential
equations

271

*V. Moskvin and L. Papiez*

Method of trajectory rotation as a Monte Carlo variance reduction
technique

287

*V. Nekrutkin and K. Romkin*

Propagation of chaos for Kac particle systems

299

*H. Cancela, G. Rubino and B. Tuffin*

MTTF estimation using importance sampling on Markov models.

321-341

*D. Crisan and T. Lyons*

Minimal entropy approximations and optimal algorithms.

343-355

*J.P. Heritage and L.C.G. Rogers*

Large investors, takeovers, and the rule of law.

357-370

*M. Kraft and W. Wagner*

An efficient stochastic chemistry approximation for the PDF transport equation

371-394

*D.B. Rowe*

Jointly distributed mean and mixing coefficients for Bayesian source separation using MCMC and ICM

395-403

*E. Zapadinsky, L. Pirjola and M. Kulmala*

Effect of cross-correlated fluctuations on the aerosol dynamics: Monte Carlo simulations.

405-419