Monte Carlo Methods and Applications
Volume 8, 2002

Contents

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Number 1, pp. 1-110

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


Number 2, pp. 111-220

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


Number 3, pp. 221-320

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


Number 4, pp. 321-419

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


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