Volume 9, 2003

*N. Golyandina *

Central Limit Theorem for (n, k)-particle
processes solving balance equations

1

*V. Nekrutkin *

Kac particle systems with free motion and equations of Boltzmann type

13

*S. Ninomiya *

A partial sampling method applied to the Kusuoka approximation

27

*S. Ogihara and S. Ogawa
*On a discrete stochastic approximation and its application to data analysis

39

*K. Sabelfeld and E. Shkarupa *

Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error
estimation

51

*I.M. Sobol and E.E. Myshetskaya *

Modelling correlated random variables

67

*V.V. Shvets*

On asymptotic behaviour of modelling time in the importance sampling method

77

IV IMACS Seminar on Monte Carlo Methods MCM-2003

87

*Jean-Pierre Minier, Eric Peirano and Sergio Chibbaro *

Weak first- and second-order numerical schemes for stochastic differential equations appearing
in Lagrangian two-phase modeling

93

*Gilles Pages and Jacques Printems*

Optimal quadratic quantization for numerics: the Gaussian case

135

*O. Kurbanmuradov, A. Levykin, U. Rannik, K. Sabelfeld and T. Vesala *

Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness
height

167

*V. V. Anh and W. Grecksch *

A fractional stochastic evolution equation driven by fractional Brownian motion

189

*Imad A. Barghouthi, Naji A. Qatanani and Fathi M. Allan *

Monte Carlo Simulation of Boltzmann Equation in Space Plasma at High Latitudes

201

*Scott D. Button*

Project duration prediction using a Monte Carlo simulation of the periodic output of the project
resources

217

*Gerhard Larcher, Martin Predota and Robert F. Tichy *

Arithmetic average options in the hyperbolic model

227

*Antoine Lejay *

Simulating a diffusion on a graph. Application to reservoir engineering

241

*Panagiotis Mantalos *

Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model:
Bootstrapping the Restricted vs. Unrestricted model

257

*Karl Sabelfeld and Dmitry Kolyukhin *

Stochastic Eulerian model for the simulation in porous media

271

*Jiu Ding, Dong Mao, and Aihui Zhou *

A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators

295

*A.D. Egorov, V.B. Malyutin *

Approximate Evaluation of a Class of Functional Integrals Over Space of Functions Taking Values
1

307

*A. Kolodko and K. Sabelfeld *

Stochastic Particle Methods for Smoluchowski Coagulation Equation: Variance Reduction and Error
Estimations

315

*O. Kurbanmuradov, K. Sabelfeld O.F. Smidts and H. Vereecken *

A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media

341

*Daniel B. Rowe *

Significant FMRI Neurologic Synchrony Using Monte Carlo Methods

367