%%% -*-BibTeX-*- %%% ==================================================================== %%% BibTeX-file{ %%% author = "Nelson H. F. Beebe", %%% version = "1.20", %%% date = "30 August 2024", %%% time = "12:02:13 MDT", %%% filename = "mcma.bib", %%% address = "University of Utah %%% Department of Mathematics, 110 LCB %%% 155 S 1400 E RM 233 %%% Salt Lake City, UT 84112-0090 %%% USA", %%% telephone = "+1 801 581 5254", %%% FAX = "+1 801 581 4148", %%% URL = "http://www.math.utah.edu/~beebe", %%% checksum = "37881 18214 65853 795781", %%% email = "beebe at math.utah.edu, beebe at acm.org, %%% beebe at computer.org (Internet)", %%% codetable = "ISO/ASCII", %%% keywords = "bibliography; BibTeX; Monte Carlo Methods and %%% Applications; Markov Chain Monte Carlo %%% (MCMC); probability distribution function %%% (PDF)", %%% license = "public domain", %%% supported = "yes", %%% docstring = "This is a COMPLETE bibliography of the %%% journal Monte Carlo Methods and Applications, %%% (CODEN MCMAC6, ISSN 0929-9629 (print), %%% 1569-3961 (electronic)), published by Walter %%% de Gruyter GmbH and Co. KG. %%% %%% The journal has Web sites at %%% %%% http://www.degruyter.com/view/j/mcma?rskey=M4FTEC %%% http://www.degruyter.com/view/j/mcma %%% %%% At version 1.20, the COMPLETE year coverage %%% looked like this: %%% %%% 1995 ( 17) 2005 ( 19) 2015 ( 27) %%% 1996 ( 22) 2006 ( 26) 2016 ( 24) %%% 1997 ( 21) 2007 ( 17) 2017 ( 18) %%% 1998 ( 23) 2008 ( 23) 2018 ( 30) %%% 1999 ( 21) 2009 ( 18) 2019 ( 30) %%% 2000 ( 27) 2010 ( 21) 2020 ( 29) %%% 2001 ( 41) 2011 ( 18) 2021 ( 26) %%% 2002 ( 28) 2012 ( 19) 2022 ( 31) %%% 2003 ( 24) 2013 ( 19) 2023 ( 23) %%% 2004 ( 56) 2014 ( 24) 2024 ( 8) %%% %%% Article: 730 %%% %%% Total entries: 730 %%% %%% Data for this bibliography has been collected %%% primarily from the publisher Web site, the %%% TeX User Group bibliography archives, and the %%% MathSciNet database. Numerous errors and %%% inconsistencies have been corrected with the %%% help of several software tools, and spelling %%% has been verified with at least four %%% different spell checkers. %%% %%% The checksum field above contains a CRC-16 %%% checksum as the first value, followed by the %%% equivalent of the standard UNIX wc (word %%% count) utility output of lines, words, and %%% characters. This is produced by Robert %%% Solovay's checksum utility.", %%% } %%% ==================================================================== @Preamble{ "\ifx \undefined \cprime \def \cprime {$'$}\fi" # "\ifx \undefined \refcno \def \refcno{Cno. } \fi" } %%% ==================================================================== %%% Acknowledgement abbreviations: @String{ack-nhfb = "Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 581 4148, e-mail: \path|beebe@math.utah.edu|, \path|beebe@acm.org|, \path|beebe@computer.org| (Internet), URL: \path|http://www.math.utah.edu/~beebe/|"} %%% ==================================================================== %%% Journal abbreviations: @String{j-MONTE-CARLO-METHODS-APPL = "Monte Carlo Methods and Applications"} %%% ==================================================================== %%% Bibliography entries, sorted in publication order: @Article{Sabelfeld:1995:IFB, author = "K. K. Sabelfeld and D. Talay", title = "Integral Formulation of the Boundary Value Problems and the Method of Random Walk on Spheres", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "1", pages = "1--34", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1368797 (97a:65009)", MRreviewer = "Stefan Heinrich", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/issue-files/mcma.1995.1.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/mcma.1995.1.1.1/mcma.1995.1.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sugita:1995:PRN, author = "Hiroshi Sugita", title = "Pseudo-random Number Generator by Means of Irrational Rotation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "1", pages = "35--57", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.1.35", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (11K45)", MRnumber = "1368798 (96k:65007)", MRreviewer = "Joseph Kreimer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/issue-files/mcma.1995.1.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/mcma.1995.1.1.35/mcma.1995.1.1.35.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Simonov:1995:BVP, author = "N. A. Simonov", title = "Boundary Value Problem and Stochastic Algorithm for Two-dimensional {Navier--Stokes} Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "1", pages = "59--70", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.1.59", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M35 (35Q30 65C05 65M99 76D05 76M25)", MRnumber = "1368799 (96j:76126)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/issue-files/mcma.1995.1.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/mcma.1995.1.1.59/mcma.1995.1.1.59.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Amano:1995:SNS, author = "Kazuo Amano and Tomoaki Saito", title = "Stochastic Numerical Solution of Biharmonic {Dirichlet} Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "1", pages = "71--82", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.1.71", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65J15 65N99)", MRnumber = "1368800 (97f:65004)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/issue-files/mcma.1995.1.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-1/mcma.1995.1.1.71/mcma.1995.1.1.71.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1995:NLM, author = "O. A. Kurbanmuradov", title = "A New {Lagrangian} Model of Two-Particle Relative Turbulent Dispersion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "2", pages = "83--100", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.2.83", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F99 (76M35)", MRnumber = "1355718 (97f:76038)", MRreviewer = "Albert Fannjiang", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/issue-files/mcma.1995.1.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/mcma.1995.1.2.83/mcma.1995.1.2.83.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1995:SLM, author = "O. A. Kurbanmuradov and K. K. Sabel{\cprime}fel{\cprime}d", title = "Stochastic {Lagrangian} Models of Relative Dispersion of a Pair of Fluid Particles in Turbulent Flows", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "2", pages = "101--136", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.2.101", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F99 (76M35 86A10)", MRnumber = "1355719 (97f:76039)", MRreviewer = "Albert Fannjiang", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/issue-files/mcma.1995.1.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/mcma.1995.1.2.101/mcma.1995.1.2.101.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bouleau:1995:SPR, author = "Nicolas Bouleau", title = "The shift: properties and recommendations for practical use", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "2", pages = "137--145", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.2.137", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C20", MRnumber = "1355720 (96h:65012)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/issue-files/mcma.1995.1.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/mcma.1995.1.2.137/mcma.1995.1.2.137.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Naono:1995:CCN, author = "Ken Naono", title = "Comparative Computations of Non-parametric Density Estimation Between Some Kernel Method and the Wavelet Method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "2", pages = "147--163", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.2.147", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62G05 (65C05)", MRnumber = "1355721", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/issue-files/mcma.1995.1.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-2/mcma.1995.1.2.147/mcma.1995.1.2.147.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kanagawa:1995:EEE, author = "Shuya Kanagawa", title = "Error Estimations for the {Euler--Maruyama} Approximate Solutions of Stochastic Differential Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "3", pages = "165--171", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.3.165", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (65U05)", MRnumber = "1368801 (97c:60153)", MRreviewer = "Eckhard Platen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/issue-files/mcma.1995.1.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/mcma.1995.1.3.165/mcma.1995.1.3.165.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Buglanova:1995:CRS, author = "N. A. Buglanova and O. A. Kurbanmuradov", title = "Convergence of the randomized spectral models of homogeneous {Gaussian} random fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "3", pages = "173--201", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.3.173", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G60 (60G57 65U05)", MRnumber = "1368802 (97g:60067)", MRreviewer = "Mauro Piccioni", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/issue-files/mcma.1995.1.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/mcma.1995.1.3.173/mcma.1995.1.3.173.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Antipov:1995:COP, author = "M. V. Antipov", title = "Congruence operator of the pseudo-random numbers generator and a modification of {Euclidean} decomposition", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "3", pages = "203--219", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.3.203", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (11K45)", MRnumber = "1368803 (97e:65012)", MRreviewer = "Peter J. Hellekalek", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/issue-files/mcma.1995.1.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/mcma.1995.1.3.203/mcma.1995.1.3.203.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Khisamutdinov:1995:MCF, author = "A. I. Khisamutdinov and L. L. Sidorenko", title = "{Monte Carlo} fictitious collision algorithms for nonlinear {Boltzmann} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "3", pages = "221--240", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.3.221", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65R20 76P05 82C40 82C80)", MRnumber = "1368804 (96h:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/issue-files/mcma.1995.1.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/mcma.1995.1.3.221/mcma.1995.1.3.221.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Starkov:1995:MCS, author = "A. V. Starkov", title = "{Monte Carlo} Splitting Importance Sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "3", pages = "241--250", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.3.241", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J15 65U05)", MRnumber = "1368805 (96h:65009)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/issue-files/mcma.1995.1.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-3/mcma.1995.1.3.241/mcma.1995.1.3.241.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Heinrich:1995:VRM, author = "Stefan Heinrich", title = "Variance reduction for {Monte Carlo} methods by means of deterministic numerical computation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "4", pages = "251--277", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.4.251", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65R20)", MRnumber = "1368806 (96i:65004)", MRreviewer = "D. C. Handscomb", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/issue-files/mcma.1995.1.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/mcma.1995.1.4.251/mcma.1995.1.4.251.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Komori:1995:SRT, author = "Yoshio Komori and Taketomo Mitsui", title = "Stable {ROW}-Type Weak Scheme for Stochastic Differential Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "4", pages = "279--300", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.4.279", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (65U05)", MRnumber = "1368807 (96k:60142)", MRreviewer = "Peter E. Kloeden", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/issue-files/mcma.1995.1.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/mcma.1995.1.4.279/mcma.1995.1.4.279.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1995:SMR, author = "O. A. Kurbanmuradov", title = "A {$3$D} Stochastic Model of Relative Dispersion of Particle Pairs in Local-Isotropic Turbulence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "4", pages = "301--324", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.4.301", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F99 (60K99 76M35 76R99)", MRnumber = "1368808 (97k:76059)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/issue-files/mcma.1995.1.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/mcma.1995.1.4.301/mcma.1995.1.4.301.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1995:RWS, author = "K. K. Sabelfeld and I. A. Shalimova", title = "Random Walk on Spheres Process for Exterior {Dirichlet} Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "1", number = "4", pages = "325--331", month = "????", year = "1995", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1995.1.4.325", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J50 (65C05)", MRnumber = "1368809 (96j:60127)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/issue-files/mcma.1995.1.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1995.1.issue-4/mcma.1995.1.4.325/mcma.1995.1.4.325.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Radovic:1996:QMC, author = "Igor Radovi{\'c} and Ilya M. Sobol{\cprime} and Robert F. Tichy", title = "Quasi-{Monte Carlo} methods for numerical integration: comparison of different low discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "1", pages = "1--14", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "1395313 (97c:65017)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/issue-files/mcma.1996.2.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/mcma.1996.2.1.1/mcma.1996.2.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Takashima:1996:NMC, author = "Keizo Takashima", title = "On the number of multiples of certain primitive polynomials over {$ {\rm GF}(2) $}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "1", pages = "15--24", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.1.15", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K45 (11T06 65C10)", MRnumber = "1395314 (98e:11093)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/issue-files/mcma.1996.2.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/mcma.1996.2.1.15/mcma.1996.2.1.15.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rogasinsky:1996:PCP, author = "S. V. Rogasinsky", title = "On the pair correlations of particle evolution in the direct statistical simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "1", pages = "25--40", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.1.25", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C05 (82C80)", MRnumber = "1395315 (97d:82050)", MRreviewer = "Andrzej Palczewski", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/issue-files/mcma.1996.2.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/mcma.1996.2.1.25/mcma.1996.2.1.25.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1996:SAS, author = "K. K. Sabelfeld and S. V. Rogasinsky and A. A. Kolodko and A. I. Levykin", title = "Stochastic algorithms for solving {Smolouchovsky} coagulation equation and applications to aerosol growth simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "1", pages = "41--87", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.1.41", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C99", MRnumber = "1395316 (97c:82042)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/issue-files/mcma.1996.2.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/mcma.1996.2.1.41/mcma.1996.2.1.41.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1996:SIW, author = "Anonymous", title = "Second International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "1", pages = "89--??", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.1.89", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/issue-files/mcma.1996.2.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-1/mcma.1996.2.1.89/mcma.1996.2.1.89.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bally:1996:LES, author = "Vlad Bally and Denis Talay", title = "The Law of the {Euler} Scheme for Stochastic Differential Equations: {II}. {Convergence} Rate of the Density", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "93--128", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.93", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (65C05)", MRnumber = "1401964 (97k:60157)", MRreviewer = "Eckhard Platen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.93/mcma.1996.2.2.93.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sharma:1996:PMQ, author = "G. C. Sharma and M. S. Chauhan", title = "Preventive maintenance of an {$ M^X / G / 1 $} queue-like production system", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "129--137", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.129", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "90B22", MRnumber = "1401965", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.129/mcma.1996.2.2.129.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chauhan:1996:PAQ, author = "M. S. Chauhan and G. C. Sharma", title = "Profit Analysis of {$ M / M / r $} Queueing Model with Balking and Reneging", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "139--144", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.139", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "90B22", MRnumber = "1401966", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.139/mcma.1996.2.2.139.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kopylov:1996:MCM, author = "Yu. N. Kopylov and I. S. Postnova and V. A. Shpack and G. S. Zinchenko", title = "{Monte Carlo} Modeling of Radioactive Fallout Under Land-based Nuclear Bursts", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "145--??", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.145", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.145/mcma.1996.2.2.145.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1996:MCS, author = "K. K. Sabelfeld and T. A. Averina", title = "{Monte Carlo} Simulation of Particle's Dispersion in Convective Boundary Layer of the Atmosphere", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "159--169", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.159", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86A10 (86-08)", MRnumber = "1401967 (97e:86006)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.159/mcma.1996.2.2.159.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1996:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "2", pages = "172--??", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.2.172", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/issue-files/mcma.1996.2.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-2/mcma.1996.2.2.172/mcma.1996.2.2.172.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ogawa:1996:RRP, author = "Shigeyoshi Ogawa", title = "On a Robustness of The Random Particle Method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "3", pages = "175--189", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.3.175", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1414863 (97j:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/issue-files/mcma.1996.2.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See erratum \cite{Ogawa:1997:EAR}.", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/mcma.1996.2.3.175/mcma.1996.2.3.175.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ugrin-Sparac:1996:NAG, author = "Dimitrije Ugrin-{\v{S}}parac", title = "A Natural Algorithm for Generation of Pseudo-Random Numbers and its Applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "3", pages = "191--217", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.3.191", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "1414864 (98g:65014)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/issue-files/mcma.1996.2.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/mcma.1996.2.3.191/mcma.1996.2.3.191.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Antipov:1996:SNM, author = "M. V. Antipov", title = "Sequences of Numbers for {Monte Carlo} Methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "3", pages = "219--235", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.3.219", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1414865 (98f:65007)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/issue-files/mcma.1996.2.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/mcma.1996.2.3.219/mcma.1996.2.3.219.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sahoo:1996:MCC, author = "L. N. Sahoo and M. Dalabehera", title = "A {Monte Carlo} comparison of six almost unbiased ratio estimators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "3", pages = "237--249", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.3.237", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/issue-files/mcma.1996.2.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/mcma.1996.2.3.237/mcma.1996.2.3.237.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1996:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "3", pages = "251--??", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.3.251", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/issue-files/mcma.1996.2.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-3/mcma.1996.2.3.251/mcma.1996.2.3.251.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Okten:1996:PRD, author = "Giray {\"O}kten", title = "A Probabilistic Result on the Discrepancy of a Hybrid-{Monte Carlo} Sequence and Applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "255--270", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.255", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1434421 (97m:65016)", MRreviewer = "J. Spanier", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See correction \cite{Okten:2009:CPP}.", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.255/mcma.1996.2.4.255.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fukuyama:1996:RRS, author = "Katusi Fukuyama", title = "{Riesz--Raikov} sums and {Weyl} transform", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "271--293", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.271", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "42C10 (60F15 65C05)", MRnumber = "1434422 (98e:42022)", MRreviewer = "F. M{\'o}ricz", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.271/mcma.1996.2.4.271.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Tuffin:1996:ULD, author = "Bruno Tuffin", title = "On the use of low discrepancy sequences in {Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "295--320", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.295", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K38)", MRnumber = "1434423 (97m:65018)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See comments \cite{Tuffin:1998:CUL}.", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.295/mcma.1996.2.4.295.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Xiao:1996:VPF, author = "Yi-Jun Xiao", title = "Variation of product function and numerical solution of some partial differential equations by low-discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "321--330", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.321", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1434424 (97k:65016)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.321/mcma.1996.2.4.321.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Takashima:1996:HWT, author = "Keizo Takashima", title = "On {Hamming} weight test and sojourn time test of $m$-sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "331--340", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.331", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (60J15)", MRnumber = "1434425 (97k:65020)", MRreviewer = "Petru P. Blaga", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.331/mcma.1996.2.4.331.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1996:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "2", number = "4", pages = "343--??", month = "????", year = "1996", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1996.2.4.343", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/issue-files/mcma.1996.2.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1996.2.issue-4/mcma.1996.2.4.343/mcma.1996.2.4.343.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:1997:AEE, author = "V. Nekrutkin and N. Tur", title = "Asymptotic expansions and estimators with small bias for {Nanbu} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "1--35", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (82C80)", MRnumber = "1451575 (98k:65003)", MRreviewer = "Suresh V. Lawande", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.1/mcma.1997.3.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1997:SLMa, author = "O. A. Kurbanmuradov", title = "Stochastic {Lagrangian} Models for Two-Particle Relative Dispersion in High-{Reynolds} Number Turbulence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "37--52", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.37", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F05 (60H10 76M35 82C31 82C80)", MRnumber = "1451576 (98e:76045)", MRreviewer = "Yong Nian Huang", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.37/mcma.1997.3.1.37.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1997:SLM, author = "K. K. Sabelfeld and O. Kurbanmuradov", title = "Stochastic {Lagrangian} Models for Two-Particle Motion in Turbulent Flows", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "53--72", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.53", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F05 (60G60 76M35 82C31 82C80)", MRnumber = "1451577 (98e:76046)", MRreviewer = "Yong Nian Huang", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.53/mcma.1997.3.1.53.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sahoo:1997:TUS, author = "L. N. Sahoo and J. Sahoo", title = "On three Unbiased Strategies in Sample Surveys", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "73--81", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.73", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62D05", MRnumber = "1451578", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.73/mcma.1997.3.1.73.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ogawa:1997:EAR, author = "Shigeyoshi Ogawa", title = "Erratum to the article: {``On a robustness of the random particle method'' [Monte Carlo Methods Appl. {\bf 2} (1996), no. 3, 175--189; MR1414863 (97j:65008)]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "83--??", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.83", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1451579", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Ogawa:1996:RRP}.", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.83/mcma.1997.3.1.83.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1997:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "1", pages = "85--??", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.1.85", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/issue-files/mcma.1997.3.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-1/mcma.1997.3.1.85/mcma.1997.3.1.85.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Voytishek:1997:USF, author = "A. V. Voytishek", title = "Using the {Strang--Fix} approximation in discrete-stochastic numerical procedures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "2", pages = "89--112", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.2.89", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D32 65R20)", MRnumber = "1459897 (98d:65009)", MRreviewer = "D. C. Handscomb", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/issue-files/mcma.1997.3.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/mcma.1997.3.2.89/mcma.1997.3.2.89.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bossy:1997:CSP, author = "Mireille Bossy and Loula Fezoui and Serge Piperno", title = "Comparison of a stochastic particle method and a finite volume deterministic method applied to {Burgers}' equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "2", pages = "113--140", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.2.113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65M60 76M10 76M35)", MRnumber = "1459898 (98f:65008)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/issue-files/mcma.1997.3.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/mcma.1997.3.2.113/mcma.1997.3.2.113.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:1997:IGM, author = "A. D. Egorov", title = "On {$ L^2 $}-isomorphic {Gaussian} models for non-{Gaussian} distributions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "2", pages = "141--154", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.2.141", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "28C20 (60B11 60G15 65C05)", MRnumber = "1459899 (98b:28021)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/issue-files/mcma.1997.3.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/mcma.1997.3.2.141/mcma.1997.3.2.141.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Takashima:1997:RWT, author = "Keizo Takashima", title = "Random walk tests of reciprocal $m$-sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "2", pages = "155--166", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.2.155", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C20 (65U05)", MRnumber = "1459900 (98c:65010)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/issue-files/mcma.1997.3.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/mcma.1997.3.2.155/mcma.1997.3.2.155.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1997:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "2", pages = "167--??", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.2.167", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/issue-files/mcma.1997.3.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-2/mcma.1997.3.2.167/mcma.1997.3.2.167.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Li:1997:ATE, author = "Liming Li and Jerome Spanier", title = "Approximation of Transport Equations by Matrix Equations and Sequential Sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "3", pages = "171--198", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.3.171", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (45L05)", MRnumber = "1475624 (99a:65015)", MRreviewer = "Pierre Hillion", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/issue-files/mcma.1997.3.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/mcma.1997.3.3.171/mcma.1997.3.3.171.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1997:SLMb, author = "O. Kurbanmuradov and K. Sabelfeld and D. Koluhin", title = "Stochastic {Lagrangian} Models for Two-Particle Motion in Turbulent Flows. {Numerical} Results", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "3", pages = "199--223", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.3.199", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F99 (76M35)", MRnumber = "1475625 (98h:76070)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/issue-files/mcma.1997.3.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/mcma.1997.3.3.199/mcma.1997.3.3.199.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nakao:1997:EEL, author = "Hajime Nakao", title = "Exact expression of {Lagrangian} velocity autocorrelation function in isotropic homogeneous turbulence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "3", pages = "225--240", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.3.225", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F05 (76M35)", MRnumber = "1475626 (98h:76055)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/issue-files/mcma.1997.3.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/mcma.1997.3.3.225/mcma.1997.3.3.225.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Borisov:1997:AIM, author = "N. M. Borisov and M. P. Panin", title = "Adjoint Importance {Monte Carlo} Simulation for Gamma Ray Deep Penetration Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "3", pages = "241--250", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.3.241", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82D99 (82C80)", MRnumber = "1475627 (98i:82074)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/issue-files/mcma.1997.3.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/mcma.1997.3.3.241/mcma.1997.3.3.241.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1997:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "3", pages = "251--??", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.3.251", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/issue-files/mcma.1997.3.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-3/mcma.1997.3.3.251/mcma.1997.3.3.251.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolodko:1997:CNT, author = "Anastasya A. Kolodko and Wolfgang Wagner", title = "Convergence of a {Nanbu} type method for the {Smoluchowski} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "4", pages = "255--273", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.4.255", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05)", MRnumber = "1604828 (99a:82088)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/issue-files/mcma.1997.3.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/mcma.1997.3.4.255/mcma.1997.3.4.255.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1997:MCS, author = "K. K. Sabelfeld and A. A. Kolodko", title = "{Monte Carlo} simulation of the coagulation processes governed by {Smoluchowski} equation with random coefficients", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "4", pages = "275--311", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.4.275", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05)", MRnumber = "1604832 (99a:82089)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/issue-files/mcma.1997.3.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/mcma.1997.3.4.275/mcma.1997.3.4.275.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Guias:1997:MCA, author = "Flavius Guia{\c{s}}", title = "A {Monte Carlo} approach to the {Smoluchowski} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "4", pages = "313--326", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.4.313", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J75 (65C05 82C80)", MRnumber = "1604836", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/issue-files/mcma.1997.3.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/mcma.1997.3.4.313/mcma.1997.3.4.313.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kohatsu-Higa:1997:WRC, author = "Arturo Kohatsu-Higa and Shigeyoshi Ogawa", title = "Weak rate of convergence for an {Euler} scheme of nonlinear {SDE}'s", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "4", pages = "327--345", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.4.327", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60K35 65U05)", MRnumber = "1604840 (98i:60053)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/issue-files/mcma.1997.3.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/mcma.1997.3.4.327/mcma.1997.3.4.327.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1997:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "3", number = "4", pages = "347--??", month = "????", year = "1997", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1997.3.4.347", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/issue-files/mcma.1997.3.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1997.3.issue-4/mcma.1997.3.4.347/mcma.1997.3.4.347.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Entacher:1998:LCG, author = "K. Entacher and A. Uhl and S. Wegenkittl", title = "Linear congruential generators for parallel {Monte Carlo}: the leap-frog case", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "1--15", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (65C05)", MRnumber = "1622246", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.1/mcma.1998.4.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Likhoded:1998:SAS, author = "N. A. Likhoded", title = "Systolic Arrays for the Solution of Systems of Linear Algebraic Equations by {Monte Carlo} Method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "17--32", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.17", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1622250", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.17/mcma.1998.4.1.17.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dimov:1998:PCE, author = "Ivan Dimov and Aneta Karaivanova", title = "Parallel computations of eigenvalues based on a {Monte Carlo} approach", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "33--52", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.33", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65F15)", MRnumber = "1622175 (99a:65013)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.33/mcma.1998.4.1.33.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Plotnikov:1998:EEO, author = "M. Yu. Plotnikov and E. V. Shkarupa", title = "Error estimation and optimization in {$C$}-space of {Monte Carlo} iterative solution of nonlinear integral equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "53--71", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.53", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65R20 (65C05)", MRnumber = "1622179 (99a:65193)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.53/mcma.1998.4.1.53.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Voytishek:1998:RMM, author = "A. V. Voytishek", title = "Rejection methods for modelling of beta-distribution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "73--85", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.73", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C20 (65U05)", MRnumber = "1622183", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.73/mcma.1998.4.1.73.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Tuffin:1998:CUL, author = "Bruno Tuffin", title = "Comments on: {``On the use of low discrepancy sequences in Monte Carlo methods'' [Monte Carlo Methods Appl. {\bf 2} (1996), no. 4, 295--320; MR1434423 (97m:65018)]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "87--90", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.87", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K38)", MRnumber = "1622187 (99d:65019)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Tuffin:1996:ULD}.", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.87/mcma.1998.4.1.87.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1998:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "1", pages = "91--??", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.1.91", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/issue-files/mcma.1998.4.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-1/mcma.1998.4.1.91/mcma.1998.4.1.91.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Papadopoulos:1998:NTM, author = "C. Papadopoulos", title = "A New Technique for {MTTF} Estimation in Highly Reliable {Markovian} Systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "95--111", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.95", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C20 (60J10)", MRnumber = "1637305 (99j:65010)", MRreviewer = "Salvatore Ingrassia", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.95/mcma.1998.4.2.95.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nakao:1998:TDE, author = "Hajime Nakao", title = "Time Dependence of {Eulerian} Velocity Correlation Tensor Spectrum in Isotropic Homogeneous Turbulence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "113--125", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F05 (76M35)", MRnumber = "1637380 (99e:76060)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.113/mcma.1998.4.2.113.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:1998:OPS, author = "K. Sabelfeld and O. Kurbanmuradov", title = "One-Particle Stochastic {Lagrangian} Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "127--140", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.127", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F99 (76M35 76R50)", MRnumber = "1637376 (99e:76072)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.127/mcma.1998.4.2.127.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:1998:LDS, author = "Makoto Mori", title = "Low discrepancy sequences generated by piecewise linear Maps", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "141--162", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.141", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38 (11K06)", MRnumber = "1637372 (99f:11097)", MRreviewer = "Robert F. Tichy", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.141/mcma.1998.4.2.141.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hordosy:1998:IPK, author = "G. Hord{\'o}sy and A. Kereszt{\'u}ri and Cs. Heged{\^u}s and P. V{\'e}rtes", title = "Influence of the Photoneutrons on the Kinetics of Beryllium Reflected Core of the {Budapest Research Reactor}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "163--176", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.163", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.163/mcma.1998.4.2.163.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1998:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "2", pages = "177--??", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.2.177", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/issue-files/mcma.1998.4.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-2/mcma.1998.4.2.177/mcma.1998.4.2.177.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Arsham:1998:TMC, author = "H. Arsham", title = "Techniques for {Monte Carlo} Optimizing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "3", pages = "181--229", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.3.181", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (90C15 93C83)", MRnumber = "1666418 (99i:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/issue-files/mcma.1998.4.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/mcma.1998.4.3.181/mcma.1998.4.3.181.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dreyer:1998:RES, author = "Wolfgang Dreyer and Matthias Kunik", title = "Reflections of {Eulerian} Shock Waves at Moving Adiabatic Boundaries", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "3", pages = "231--252", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.3.231", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76L05 (35L67 35Q35 76M25 76N99 76P05)", MRnumber = "1666422 (99j:76067)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/issue-files/mcma.1998.4.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/mcma.1998.4.3.231/mcma.1998.4.3.231.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dreyer:1998:IPM, author = "W. Dreyer and M. Kunik and K. Sabelfeld and N. Simonov and K. Wilmanski", title = "Iterative procedure for multidimensional {Euler} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "3", pages = "253--271", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.3.253", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65N22 (65C05)", MRnumber = "1666426 (99m:65206)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/issue-files/mcma.1998.4.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/mcma.1998.4.3.253/mcma.1998.4.3.253.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Borisov:1998:AMC, author = "N. M. Borisov and M. P. Panin", title = "Adjoint {Monte Carlo} Calculations of Pulse-Height-Spectrum", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "3", pages = "273--284", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.3.273", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1666430", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/issue-files/mcma.1998.4.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/mcma.1998.4.3.273/mcma.1998.4.3.273.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1998:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "3", pages = "285--??", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.3.285", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/issue-files/mcma.1998.4.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-3/mcma.1998.4.3.285/mcma.1998.4.3.285.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Smidts:1998:PSE, author = "O. F. Smidts", title = "Point and surface estimations by a non-analog {Monte Carlo} simulation for the transport of radionuclide chains in porous media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "4", pages = "289--318", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.4.289", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C05 76M35 86-08)", MRnumber = "1659394 (99k:76140)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/issue-files/mcma.1998.4.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/mcma.1998.4.4.289/mcma.1998.4.4.289.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pohl:1998:PML, author = "Thomas Pohl and Wilfried Grecksch and Holger Blaar", title = "A Parallel Modified {Lagrangian} Method for an Optimal Control Problem of a Linear Distributed Stochastic System", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "4", pages = "319--340", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.4.319", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "49M30 (65Y05 93E20)", MRnumber = "1659390 (99j:49073)", MRreviewer = "Jean-Pierre Lepeltier", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/issue-files/mcma.1998.4.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/mcma.1998.4.4.319/mcma.1998.4.4.319.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Borisov:1998:GPC, author = "N. M. Borisov and M. P. Panin", title = "Generalized Particle Concept for Adjoint {Monte Carlo} Calculations of Coupled Gamma Ray--Electron Transport", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "4", pages = "341--357", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.4.341", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/issue-files/mcma.1998.4.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/mcma.1998.4.4.341/mcma.1998.4.4.341.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Marseguerra:1998:WUF, author = "M. Marseguerra and E. Zio", title = "Weight updating in forced {Monte Carlo} approach to dynamic {PSA}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "4", pages = "359--373", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.4.359", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "90B25 (65C05 65U05)", MRnumber = "1659386", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/issue-files/mcma.1998.4.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/mcma.1998.4.4.359/mcma.1998.4.4.359.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1998:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "4", number = "4", pages = "375--??", month = "????", year = "1998", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1998.4.4.375", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/issue-files/mcma.1998.4.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1998.4.issue-4/mcma.1998.4.4.375/mcma.1998.4.4.375.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Babovsky:1999:MCS, author = "Hans Babovsky", title = "On a {Monte Carlo} scheme for {Smoluchowski}'s coagulation equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "1--18", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C20 82C80)", MRnumber = "1684990 (99m:65010)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.1/mcma.1999.5.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fischer:1999:ABM, author = "Paul Fischer and Eckhard Platen", title = "Applications of the balanced method to stochastic differential equations in filtering", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "19--38", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.19", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H10 65C20)", MRnumber = "1684991 (2000b:65011)", MRreviewer = "Edward J. Allen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.19/mcma.1999.5.1.19.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rouzankin:1999:CAR, author = "P. S. Rouzankin and A. V. Voytishek", title = "On the cost of algorithms for random selection", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "39--54", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.39", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (65Y20)", MRnumber = "1684992 (2000a:65011)", MRreviewer = "P. Neumann", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.39/mcma.1999.5.1.39.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:1999:DSG, author = "Makoto Mori", title = "Discrepancy of sequences generated by piecewise monotone maps", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "55--68", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.55", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "37E05 (37B10 37C30 37M99 65C05)", MRnumber = "1684993 (2000c:37046)", MRreviewer = "Thomas Ward", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.55/mcma.1999.5.1.55.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ongaro:1999:MCS, author = "C. Ongaro and U. Nastasi and A. Zanini", title = "{Monte Carlo} Simulation of the photo-neutron production in the high-{$Z$} components of radiotherapy linear accelerators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "69--79", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.69", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.69/mcma.1999.5.1.69.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1999:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "1", pages = "81--??", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.1.81", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/issue-files/mcma.1999.5.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-1/mcma.1999.5.1.81/mcma.1999.5.1.81.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:1999:DAM, author = "O. Kurbanmuradov and U. Rannik and K. Sabelfeld and T. Vesala", title = "Direct and Adjoint {Monte Carlo} Algorithms for the Footprint Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "85--111", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.85", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1696971 (2000d:65004)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.85/mcma.1999.5.2.85.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:1999:DRR, author = "I. M. Sobol and B. V. Shukhman and A. Guinzbourg", title = "On the distribution of random ranges", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "113--134", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K45 (60D05)", MRnumber = "1696967 (2000e:11100)", MRreviewer = "Peter J. Grabner", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.113/mcma.1999.5.2.113.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rief:1999:TZV, author = "H. Rief", title = "Touching on a zero-variance scheme in solving linear equations by random walk processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "135--148", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.135", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65F05 (65C99)", MRnumber = "1696963 (2000k:65054)", MRreviewer = "Maria Carla Tesi", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.135/mcma.1999.5.2.135.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Atanassov:1999:NOM, author = "Emanouil I. Atanassov and Ivan T. Dimov", title = "A new optimal {Monte Carlo} method for calculating integrals of smooth functions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "149--167", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.149", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65Y20)", MRnumber = "1696959 (2001h:65010)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.149/mcma.1999.5.2.149.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Perel:1999:MCC, author = "R. L. Perel and J. J. Wagschal and Y. Yeivin", title = "{Monte Carlo} calculation of deep penetration benchmark sensitivities", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "169--187", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.169", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.169/mcma.1999.5.2.169.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1999:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "2", pages = "189--??", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.2.189", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/issue-files/mcma.1999.5.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-2/mcma.1999.5.2.189/mcma.1999.5.2.189.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Golyandina:1999:HBE, author = "N. Golyandina and V. Nekrutkin", title = "Homogeneous Balance Equations for Measures: Errors of the Stochastic Solution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "3", pages = "193--261", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.3.193", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H30 (34G20 65C30 76P05 82C80)", MRnumber = "1724358 (2000k:60128)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/issue-files/mcma.1999.5.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/mcma.1999.5.3.193/mcma.1999.5.3.193.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rogasinsky:1999:SSB, author = "S. V. Rogasinsky", title = "Solution of stationary boundary value problems for the {Boltzmann} equation by the {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "3", pages = "263--280", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.3.263", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76P05 (65C05 76M35 82C40 82C80)", MRnumber = "1724354 (2000i:76111)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/issue-files/mcma.1999.5.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/mcma.1999.5.3.263/mcma.1999.5.3.263.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1999:ICM, author = "Anonymous", title = "{International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations July, 3--5, 2000 / Monaco}, First Announcement", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "3", pages = "281--282", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.3.281", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/issue-files/mcma.1999.5.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/mcma.1999.5.3.281/mcma.1999.5.3.281.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1999:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "3", pages = "283--??", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.3.283", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/issue-files/mcma.1999.5.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-3/mcma.1999.5.3.283/mcma.1999.5.3.283.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Guias:1999:DSM, author = "Flavius Guia{\c{s}}", title = "A Direct Simulation Method for the Coagulation--Fragmentation. {Equations} with Multiplicative Coagulation Kernels", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "4", pages = "287--309", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.4.287", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (82B20)", MRnumber = "1738301 (2000k:65015)", MRreviewer = "Mir Masoom Ali", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/issue-files/mcma.1999.5.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/mcma.1999.5.4.287/mcma.1999.5.4.287.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grecksch:1999:ASH, author = "W. Grecksch and V. V. Anh", title = "Approximation of stochastic {Hammerstein} integral equation with fractional {Brownian} motion input", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "4", pages = "311--323", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.4.311", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (45L05 45R05 60H35)", MRnumber = "1738302 (2000i:65009)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/issue-files/mcma.1999.5.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/mcma.1999.5.4.311/mcma.1999.5.4.311.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mathe:1999:NIU, author = "Peter Math{\'e}", title = "Numerical Integration using {Markov} Chains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "4", pages = "325--343", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.4.325", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J05 65D30)", MRnumber = "1738303 (2000k:65016)", MRreviewer = "Volker Wihstutz", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/issue-files/mcma.1999.5.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/mcma.1999.5.4.325/mcma.1999.5.4.325.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Khazen:1999:NVR, author = "Michael Khazen and Arie Dubi", title = "A note on variance reduction methods in {Monte Carlo} applications to systems engineering and reliability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "4", pages = "345--374", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.4.345", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (90B25)", MRnumber = "1738304", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/issue-files/mcma.1999.5.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/mcma.1999.5.4.345/mcma.1999.5.4.345.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:1999:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "5", number = "4", pages = "375--??", month = "????", year = "1999", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.1999.5.4.375", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/issue-files/mcma.1999.5.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.1999.5.issue-4/mcma.1999.5.4.375/mcma.1999.5.4.375.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hausenblas:2000:MCSa, author = "Erika Hausenblas", title = "{Monte Carlo} Simulation of Reflected Stochastic Differential Equations driven by {Poisson} Random Measures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "1--14", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60H10 60H35 60J40 60J55)", MRnumber = "1754379", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.1/mcma.2000.6.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Meglinsky:2000:AMC, author = "I. V. Meglinsky and S. J. Matcher", title = "The application of the {Monte Carlo} technique for estimation of the detector depth sensitivity for the skin oxygenation measurements", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "15--25", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.15", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1754380", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.15/mcma.2000.6.1.15.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sugita:2000:RWS, author = "Hiroshi Sugita and Satoshi Takanobu", title = "Random {Weyl} sampling for robust numerical integration of complicated functions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "27--48", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.27", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C50", MRnumber = "1754381 (2001d:65013)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.27/mcma.2000.6.1.27.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Takashima:2000:HPR, author = "K. Takashima", title = "Hybrid pseudo-random number generation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "49--59", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.49", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "1754382 (2001f:65010)", MRreviewer = "Robert F. Tichy", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.49/mcma.2000.6.1.49.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yaguchi:2000:RHR, author = "Hirotake Yaguchi", title = "Randomness of {Horner}'s rule and a new method of generating random numbers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "61--76", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.61", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "1754383 (2001b:65013)", MRreviewer = "Harald Niederreiter", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.61/mcma.2000.6.1.61.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "1", pages = "77--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.1.77", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/issue-files/mcma.2000.6.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-1/mcma.2000.6.1.77/mcma.2000.6.1.77.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hausenblas:2000:NSU, author = "Erika Hausenblas", title = "A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "81--103", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.81", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60H35 65C50)", MRnumber = "1773371 (2001g:60143)", MRreviewer = "Eckhard Platen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.81/mcma.2000.6.2.81.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kanagawa:2000:SAR, author = "S. Kanagawa and Y. Saisho", title = "Strong Approximation of Reflecting {Brownian} Motion Using Penalty Method and its Application to Computer Simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "105--114", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.105", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J60 (60H35)", MRnumber = "1773372 (2001h:60136)", MRreviewer = "Dominique L{\'e}pingle", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.105/mcma.2000.6.2.105.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Stefanescu:2000:GUR, author = "Stefan V. Stefanescu", title = "Generating uniform random points inside a cone", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "115--130", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.115", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "1773373 (2001e:65014)", MRreviewer = "Robert F. Tichy", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.115/mcma.2000.6.2.115.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Voytishek:2000:GMC, author = "A. V. Voytishek and E. G. Dyatlova and T. E. Mezentseva", title = "Geometrical {Monte Carlo} method and its modifications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "131--139", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.131", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "1773374 (2002a:65013)", MRreviewer = "Stefan Heinrich", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.131/mcma.2000.6.2.131.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zalesky:2000:SRB, author = "B. A. Zalesky", title = "Stochastic relaxation for building some classes of piecewise linear regression functions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "141--157", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.141", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62J02 (62M99)", MRnumber = "1773375", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.141/mcma.2000.6.2.141.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:MCI, author = "Anonymous", title = "{Monte Carlo 2000: International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations, Monte Carlo (Monaco): July 3--5, 2000}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "159--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.159", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.159/mcma.2000.6.2.159.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "2", pages = "163--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.2.163", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/issue-files/mcma.2000.6.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-2/mcma.2000.6.2.163/mcma.2000.6.2.163.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fukuyama:2000:PFA, author = "Katusi Fukuyama and Tetsuo Tomokuni", title = "On pseudorandom functions and asymptotic distributions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "167--174", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.167", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60F99 (60G99 65C10)", MRnumber = "1804133 (2001m:60079)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.167/mcma.2000.6.3.167.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grecksch:2000:PPA, author = "W. Grecksch and F. Heyde and Chr. Tammer", title = "Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "175--189", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.175", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "49M30 (93E20)", MRnumber = "1804134 (2001i:49056)", MRreviewer = "Negash G. Medhin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.175/mcma.2000.6.3.175.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pletnev:2000:MCS, author = "Leonid Pletnev", title = "{Monte Carlo} Simulation of Evaporation Process into the Vacuum", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "191--203", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.191", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.191/mcma.2000.6.3.191.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rowe:2000:FSP, author = "Daniel B. Rowe", title = "Factorization of Separable and Patterned Covariance Matrices for {Gibbs} Sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "205--210", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.205", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62F15", MRnumber = "1804135", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.205/mcma.2000.6.3.205.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2000:CAP, author = "K. Sabelfeld and O. Kurbanmuradov", title = "Coagulation of aerosol particles in intermittent turbulent flows", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "211--253", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.211", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F55", MRnumber = "1804136 (2001j:76063)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.211/mcma.2000.6.3.211.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:ISM, author = "Anonymous", title = "{3rd IMACS Seminar on Monte Carlo Methods} ({MCM2001}: First Announcement)", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "255--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.255", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.255/mcma.2000.6.3.255.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:FSP, author = "Anonymous", title = "{Fourth St. Petersburg Workshop on Simulation}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "257--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.257", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.257/mcma.2000.6.3.257.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "3", pages = "259--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.3.259", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/issue-files/mcma.2000.6.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-3/mcma.2000.6.3.259/mcma.2000.6.3.259.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hausenblas:2000:MCSb, author = "Erika Hausenblas", title = "{Monte Carlo} simulation of killed diffusion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "263--295", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.263", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60H35 65C05)", MRnumber = "1808064 (2001k:60078)", MRreviewer = "Eckhard Platen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.263/mcma.2000.6.4.263.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ivanov:2000:CSS, author = "Vladimir M. Ivanov and Maxim L. Korenevski", title = "On convergence of semi-statistical and projection-statistical methods for integral equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "297--322", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.297", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65R20 (45L05 62E17 65C05)", MRnumber = "1808065 (2001m:65189)", MRreviewer = "C. S. Withers", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.297/mcma.2000.6.4.297.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Khisamutdinov:2000:CBC, author = "A. I. Khisamutdinov", title = "On connection between ``continuous time'' and ``direct simulation'' {Monte Carlo} methods for {Boltzmann} equation and on some new approximate methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "323--340", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.323", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1808066", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.323/mcma.2000.6.4.323.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Uhinov:2000:UIS, author = "S. A. Uhinov and A. V. Voytishek", title = "Usage of the importance sample in {Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "341--348", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.341", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1808067 (2001m:65013)", MRreviewer = "Joseph Kreimer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.341/mcma.2000.6.4.341.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:WSM, author = "Anonymous", title = "Workshop: {Stochastic Models for Turbulent Transport Processes, WIAS, Berlin, 23--25 October 2000}. {The} Abstracts", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "349--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.349", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.349/mcma.2000.6.4.349.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2000:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "6", number = "4", pages = "361--??", month = "????", year = "2000", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2000.6.4.361", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/issue-files/mcma.2000.6.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2000.6.issue-4/mcma.2000.6.4.361/mcma.2000.6.4.361.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Andrieu:2001:OEA, author = "Christophe Andrieu and Arnaud Doucet", title = "Optimal Estimation of Amplitude and Phase Modulated Signals", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "1--14", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (62M20 93E11 94A12)", MRnumber = "1828191 (2002c:65006)", MRreviewer = "M. P. Moklyachuk", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.1/mcma.2001.7.1-2.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Bahlali:2001:SGP, author = "Khaled Bahlali and Brahim Mezerdi and Youssef Ouknine", title = "Some generic properties in backward stochastic differential equations with continuous coefficient", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "15--19", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.15", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10", MRnumber = "1828192 (2002g:60088)", MRreviewer = "Jin Ma", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.15/mcma.2001.7.1-2.15.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Bally:2001:SQM, author = "Vlad Bally and Gilles Pag{\`e}s and Jacques Printems", title = "A stochastic quantization method for nonlinear problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "21--33", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.21", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G40 (65C05 65C20)", MRnumber = "1828193", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.21/mcma.2001.7.1-2.21.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Bernard:2001:CNS, author = "Pierre Bernard and G{\'e}rard Fleury", title = "Convergence of Numerical Schemes for Stochastic Differential Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "35--44", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.35", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H10 60H35)", MRnumber = "1828194 (2002a:65014)", MRreviewer = "Edward J. Allen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.35/mcma.2001.7.1-2.35.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Bossy:2001:SPM, author = "Mireille Bossy and Benjamin Jourdain", title = "A stochastic particle method for the solution of a {$1$D} viscous scalar conservation law in a bounded interval", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "45--53", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.45", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "35L65 (35K15 35K20 35K55)", MRnumber = "1828195 (2002b:35135)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.45/mcma.2001.7.1-2.45.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{deBouard:2001:TNA, author = "A. de Bouard and A. Debussche and L. {Di Menza}", title = "Theoretical and numerical aspects of stochastic nonlinear {Schr{\"o}dinger} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "55--63", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.55", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H35)", MRnumber = "1828196 (2002b:65014)", MRreviewer = "Madalina Deaconu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.55/mcma.2001.7.1-2.55.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Campillo:2001:MCM, author = "Fabien Campillo and Antoine Lejay", title = "A {Monte Carlo} method to compute the exchange coefficient in the double porosity model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "65--72", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.65", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C05)", MRnumber = "1828197", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.65/mcma.2001.7.1-2.65.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Braverman:2001:MCA, author = "Mark Braverman and Shay Gueron", title = "A {Monte Carlo} Algorithm for a Lottery Problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "73--79", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.73", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (05A05)", MRnumber = "1828198 (2002c:65007)", MRreviewer = "Peter Math{\'e}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.73/mcma.2001.7.1-2.73.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Cappe:2001:RCS, author = "Olivier Capp{\'e}", title = "Recursive computation of smoothed functionals of hidden {Markovian} processes using a particle approximation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "81--92", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.81", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C35 (62M05)", MRnumber = "1828199 (2002a:65015)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.81/mcma.2001.7.1-2.81.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Cepa:2001:IBP, author = "Emmanuel C{\'e}pa and Dominique L{\'e}pingle", title = "Interacting {Brownian} particles with strong repulsion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "93--98", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.93", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60J65 60K35)", MRnumber = "1828200 (2002f:60112)", MRreviewer = "Ilie A. Grigorescu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.93/mcma.2001.7.1-2.93.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Chorin:2001:NMO, author = "Alexandre J. Chorin and Ole H. Hald and Raz Kupferman", title = "Non-{Markovian} Optimal Prediction", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "99--109", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.99", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C50 (65C05)", MRnumber = "1828201 (2002a:65016)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.99/mcma.2001.7.1-2.99.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Christensen:2001:MCI, author = "Bent Jesper Christensen and Rolf Poulsen", title = "{Monte Carlo} Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "111--123", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (91B28)", MRnumber = "1828202 (2002a:65009)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.111/mcma.2001.7.1-2.111.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Comman:2001:VNL, author = "Henri Comman", title = "A view on Noncommutative Large Deviations from a theory of Noncommutative Capacities", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "125--129", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.125", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "46L53", MRnumber = "1828203 (2002j:46082)", MRreviewer = "Stanis{\l}aw Goldstein", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.125/mcma.2001.7.1-2.125.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Costantini:2001:SVR, author = "C. Costantini", title = "A {SIMPLE} {VARIANCE} {REDUCTION} {METHOD} {WITH} {APPLICATIONS} {TO} {FINANCE} {AND} {QUEUEING} {THEORY}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "131--139", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.131", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60K25 91B28)", MRnumber = "1828204 (2002b:65013)", MRreviewer = "Joseph Kreimer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.131/mcma.2001.7.1-2.131.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Deaconu:2001:GCB, author = "Madalina Deaconu and Etienne Tanr{\'e}", title = "A generalization of the Connection Between the Additive and Multiplicative Solutions for the {Smoluchowski}'s Coagulation Equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "141--147", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.141", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30", MRnumber = "1828205 (2002b:65015)", MRreviewer = "Madalina Deaconu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.141/mcma.2001.7.1-2.141.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Descombes:2001:RAO, author = "Xavier Descombes and Radu Stoica and Laurent Garcin and Josiane Zerubia", title = "A {RJMCMC} Algorithm for Object Processes in Image Processing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "149--156", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.149", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "68U10", MRnumber = "1828206", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.149/mcma.2001.7.1-2.149.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Eibeck:2001:SAS, author = "Andreas Eibeck and Wolfgang Wagner", title = "Stochastic algorithms for studying coagulation dynamics and gelation phenomena", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "157--165", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.157", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05)", MRnumber = "1828207 (2002b:82055)", MRreviewer = "Madalina Deaconu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.157/mcma.2001.7.1-2.157.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Figotin:2001:GQS, author = "A. Figotin and A. Gordon and S. Molchanov and J. Quinn and N. Stavrakas", title = "Generalized Quantum Statistics and Testing of Randomizers with and without Asymptotic Assumptions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "167--175", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.167", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.167/mcma.2001.7.1-2.167.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Fournier:2001:MCA, author = "Nicolas Fournier and Sylvie M{\'e}l{\'e}ard", title = "{Monte-Carlo} approximations for {$2$D} homogeneous {Boltzmann} equations without cutoff and for non {Maxwell} molecules", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "177--192", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.177", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (76P05 82C40)", MRnumber = "1828208 (2002e:82063)", MRreviewer = "Reinhard Illner", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.177/mcma.2001.7.1-2.177.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Gobet:2001:ESW, author = "Emmanuel Gobet", title = "Efficient schemes for the weak approximation of reflected diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "193--202", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.193", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (65C20 65C30)", MRnumber = "1828209 (2002b:60116)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.193/mcma.2001.7.1-2.193.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Gueron:2001:SEC, author = "Shay Gueron and Or Zuk", title = "On {Smoluchowski} Equations for Coagulation Processes with Multiple Absorbing States", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "203--211", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.203", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.203/mcma.2001.7.1-2.203.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Anonymous:2001:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "1--2", pages = "213--??", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.1-2.213", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1/issue-files/mcma.2001.7.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-1-2/mcma.2001.7.1-2.213/mcma.2001.7.1-2.213.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Hwang:2001:RDM, author = "Chi-Ok Hwang and Michael Mascagni and James A. Given", title = "Rapid Diffusion {Monte Carlo} Algorithms for Fluid Dynamic Permeability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "213--222", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.213", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.213/mcma.2001.7.3-4.213.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Kolodko:2001:SLM, author = "A. A. Kolodko and K. K. Sabelfeld", title = "Stochastic {Lagrangian} model for spatially inhomogeneous {Smoluchowski} equation governing coagulating and diffusing particles", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "223--228", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.223", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C30)", MRnumber = "1834780", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.223/mcma.2001.7.3-4.223.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Kramer:2001:RSM, author = "Peter R. Kramer", title = "A Review of Some {Monte Carlo} Simulation Methods for Turbulent Systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "229--243", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.229", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F55 (65C05)", MRnumber = "1834781", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.229/mcma.2001.7.3-4.229.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Kurbanmuradov:2001:ARD, author = "O. A. Kurbanmuradov and S. A. Orszag and K. K. Sabelfeld and P. K. Yeung", title = "Analysis of relative dispersion of two particles by {Lagrangian} stochastic models and {DNS} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "245--263", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.245", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M28 (65C20)", MRnumber = "1834782 (2002b:76081)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.245/mcma.2001.7.3-4.245.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Lejay:2001:WSS, author = "Antoine Lejay", title = "Weak solution of semi-linear {PDE}, {BSDE} and homogenization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "265--272", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.265", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "35B27 (35K55 35R60 60H15)", MRnumber = "1834783 (2002c:35037)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.265/mcma.2001.7.3-4.265.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Lesage:2001:CDM, author = "St{\'e}phane Lesage and Jean-Yves Tourneret and Petar M. Djuri{\'c}", title = "Classification of Digital Modulations Using {MCMC} Methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "273--282", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.273", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.273/mcma.2001.7.3-4.273.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Mascagni:2001:QMC, author = "Michael Mascagni and Aneta Karaivanova and Yaohang Li", title = "A Quasi-{Monte Carlo} Method for Elliptic Boundary Value Problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "283--293", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.283", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C30)", MRnumber = "1834784", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.283/mcma.2001.7.3-4.283.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Minier:2001:PAT, author = "Jean-Pierre Minier", title = "Probabilistic approach to turbulent two-phase flows modelling and simulation: theoretical and numerical issues", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "295--310", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.295", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F55 (65C30 76M28 76T10)", MRnumber = "1834785", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.295/mcma.2001.7.3-4.295.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Newton:2001:ANF, author = "Nigel J. Newton", title = "Approximations for Nonlinear Filters based on Quantisation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "311--320", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.311", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "94A12 (65C40)", MRnumber = "1834786 (2002d:94013)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.311/mcma.2001.7.3-4.311.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Ogawa:2001:CSC, author = "Shigeyoshi Ogawa", title = "On a class of {SPDEs} called {Brownian} particle equation --- Model for nonlinear diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "321--328", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.321", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H15 (35R60 60G20 60H40)", MRnumber = "1834787 (2002c:60106)", MRreviewer = "Isamu D{\^o}ku", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.321/mcma.2001.7.3-4.321.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Olla:2001:DBI, author = "Stefano Olla", title = "Diffusive Behavior of Interacting Particle Systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "329--338", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.329", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60K35 (82C22)", MRnumber = "1834788 (2002i:60186)", MRreviewer = "Claudio Landim", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.329/mcma.2001.7.3-4.329.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Osada:2001:TPI, author = "Hirofumi Osada", title = "Tagged particles of interacting {Brownian} motions with skew symmetric drifts", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "339--348", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.339", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60F17 (60J25 60J65 60K35)", MRnumber = "1834789 (2002e:60050)", MRreviewer = "Anton Wakolbinger", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.339/mcma.2001.7.3-4.339.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Pareschi:2001:RMC, author = "Lorenzo Pareschi and Bernt Wennberg", title = "A recursive {Monte Carlo} method for the {Boltzmann} equation in the {Maxwellian} case", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "349--357", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.349", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05 76M28)", MRnumber = "1834790 (2002c:82076)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.349/mcma.2001.7.3-4.349.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Printems:2001:DTP, author = "Jacques Printems", title = "On the discretization in time of parabolic stochastic partial differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "359--368", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.359", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H15 65M06)", MRnumber = "1834791 (2002c:65011)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.359/mcma.2001.7.3-4.359.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Sabelfeld:2001:FBS, author = "K. Sabelfeld and I. Shalimova", title = "Forward and Backward Stochastic {Lagrangian} Models for turbulent transport and the well-mixed condition", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "369--381", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.369", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M28 (65C35 82C80)", MRnumber = "1834792 (2002b:76082)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.369/mcma.2001.7.3-4.369.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Sentis:2001:MCM, author = "R. Sentis", title = "{Monte Carlo} methods in neutron and photon transport problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "383--395", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.383", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (82C80)", MRnumber = "1834793 (2002f:65013)", MRreviewer = "Andreas Degenhard", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.383/mcma.2001.7.3-4.383.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Tinet:2001:RTT, author = "E. Tinet and J. M. Tualle and D. Ettori and S. Avrillier", title = "Real time transformation of pre-computed {Monte Carlo} results for fitting optical measurements in biomedical applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "397--409", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.397", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.397/mcma.2001.7.3-4.397.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Wihstutz:2001:CSD, author = "Volker Wihstutz", title = "Communication structure of discretized degenerate diffusion processes and approximation of {Lyapunov} exponents", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "411--419", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.411", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J60 (60H10 65C05)", MRnumber = "1834794 (2002e:60132)", MRreviewer = "Eckhard Platen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Monte Carlo and probabilistic methods for partial differential equations, Part II (Monte Carlo, 2000)", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.411/mcma.2001.7.3-4.411.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Anonymous:2001:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "7", number = "3--4", pages = "421--??", month = "????", year = "2001", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2001.7.3-4.421", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3/issue-files/mcma.2001.7.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2001.7.issue-3-4/mcma.2001.7.3-4.421/mcma.2001.7.3-4.421.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "Selected papers from the International Conference held in Monte Carlo, July 3--5, 2000.", } @Article{Ermakov:2002:MCD, author = "Sergej M. Ermakov and Wolfgang Wagner", title = "{Monte Carlo} difference schemes for the wave equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "1--29", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1881556 (2003b:65006)", MRreviewer = "Emmanuel Gobet", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.1/mcma.2002.8.1.1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Horntrop:2002:MCS, author = "David J. Horntrop", title = "{Monte Carlo} Simulation of a Random Field Model for Transport", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "31--49", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.31", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (76M35 76S05)", MRnumber = "1881557 (2003b:65007)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.31/mcma.2002.8.1.31.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lukka:2002:UGO, author = "Tuomas J. Lukka and Janne V. Kujala", title = "Using Genetic Operators to Speed up {Markov} Chain {Monte Carlo} Integration", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "51--71", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.51", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "1881558 (2003h:65004)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.51/mcma.2002.8.1.51.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bonvin:2002:MMV, author = "John Bonvin and Marco Picasso", title = "Mesoscopic Models for Viscoelastic flows: Coupling Finite Element and {Monte Carlo} Methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "73--81", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.73", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M10 (65C05 65N30 76A10 76D10 76M35)", MRnumber = "1881559 (2002h:76080)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.73/mcma.2002.8.1.73.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kubilius:2002:RWC, author = "Kestutis Kubilius and Eckhard Platen", title = "Rate of Weak Convergence of the {Euler} Approximation for Diffusion Processes with Jumps", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "83--96", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.83", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "1881560 (2003h:65003)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.83/mcma.2002.8.1.83.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Xiao:2002:SGP, author = "Yi-Jun Xiao", title = "Some geometric properties of $ (0, m, 2)$-nets in base $ b \geq 2$", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "97--106", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.97", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38 (11K36 11L15 65C05)", MRnumber = "1881561 (2003b:11072)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.97/mcma.2002.8.1.97.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2002:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "1", pages = "107--??", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.1.107", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/issue-files/mcma.2002.8.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-1/mcma.2002.8.1.107/mcma.2002.8.1.107.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Albrecher:2002:SRP, author = "Hansj{\"o}rg Albrecher and Josef Kantor", title = "Simulation of ruin probabilities for risk processes of {Markovian} type", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "111--127", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62E10 (62P05 91B30)", MRnumber = "1916912", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.111/mcma.2002.8.2.111.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Campillo:2002:MCM, author = "Fabien Campillo and Antoine Lejay", title = "A {Monte Carlo} method without grid for a fractured porous domain model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "129--147", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.129", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C05 76M35)", MRnumber = "1916913 (2003d:76144)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.129/mcma.2002.8.2.129.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fujita:2002:GVC, author = "Takahiko Fujita and Shunji Ito and Syoiti Ninomiya", title = "The generalized {van der Corput} sequence and its application to numerical integration", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "149--158", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.149", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K38 65D30)", MRnumber = "1916914 (2003c:65003)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.149/mcma.2002.8.2.149.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:2002:CTD, author = "Makoto Mori", title = "Construction of two dimensional low discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "159--169", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.159", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K36 (65C05)", MRnumber = "1916915 (2003g:11082)", MRreviewer = "Fred J. Hickernell", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.159/mcma.2002.8.2.159.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2002:RWS, author = "Karl K. Sabelfeld and Irina A. Shalimova", title = "Random Walk on Spheres methods for iterative solution of elasticity problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "171--202", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.171", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60G50)", MRnumber = "1916916 (2003h:65006)", MRreviewer = "Xiaoguang Allan Zhong", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.171/mcma.2002.8.2.171.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yaguchi:2002:CLP, author = "Hirotake Yaguchi", title = "Construction of a long-period nonalgebraic and nonrecursive pseudorandom number generator", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "203--213", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.203", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "1916917 (2003k:65006)", MRreviewer = "P. Neumann", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.203/mcma.2002.8.2.203.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2002:MII, author = "Anonymous", title = "{MCM2003: IV IMACS Monte Carlo Seminar WIAS, Berlin, 15--19 September 2003}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "215--??", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.215", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.215/mcma.2002.8.2.215.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2002:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "2", pages = "217--??", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.2.217", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/issue-files/mcma.2002.8.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-2/mcma.2002.8.2.217/mcma.2002.8.2.217.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Caramellino:2002:SEH, author = "Lucia Caramellino and Barbara Pacchiarotti", title = "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", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "221--236", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.221", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J65 (65C05)", MRnumber = "1931965 (2003h:60118)", MRreviewer = "E. S. Lee", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.221/mcma.2002.8.3.221.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fort:2002:DSS, author = "Jean-Claude Fort and Gilles Pag{\`e}s", title = "Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "237--270", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.237", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62G30 (60F15 65C30)", MRnumber = "1931966 (2003h:62074)", MRreviewer = "Gutti J. Babu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.237/mcma.2002.8.3.237.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Konakov:2002:ETE, author = "Valentin Konakov and Enno Mammen", title = "{Edgeworth} type expansions for {Euler} schemes for stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "271--285", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.271", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (41A58 60J60 65C30)", MRnumber = "1931967 (2004e:60098)", MRreviewer = "Vivek S. Borkar", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.271/mcma.2002.8.3.271.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Moskvin:2002:MTR, author = "Vadim Moskvin and Lech Papiez", title = "Method of trajectory rotation as a {Monte Carlo} variance reduction technique", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "287--298", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.287", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (82D35)", MRnumber = "1931968 (2003h:65005)", MRreviewer = "Denis Talay", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.287/mcma.2002.8.3.287.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2002:PCK, author = "V. Nekrutkin and K. Romkin", title = "Propagation of chaos for {Kac} particle Systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "299--315", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.299", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C35 (65C05 76P05 82C80)", MRnumber = "1931969 (2003j:65006)", MRreviewer = "Olivier Raimond", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.299/mcma.2002.8.3.299.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2002:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "3", pages = "317--??", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.3.317", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/issue-files/mcma.2002.8.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-3/mcma.2002.8.3.317/mcma.2002.8.3.317.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Cancela:2002:MEU, author = "H{\'e}ctor Cancela and Gerardo Rubino and Bruno Tuffin", title = "{MTTF} Estimation using importance sampling on {Markov} models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "321--341", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.321", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62N05 (62M05)", MRnumber = "1943202", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.321/mcma.2002.8.4.321.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Crisan:2002:MEA, author = "Dan Crisan and Terry Lyons", title = "Minimal Entropy Approximations and Optimal Algorithms", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "343--355", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.343", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "93E11 (65C35)", MRnumber = "1943203 (2003m:93090)", MRreviewer = "B. L. S. Prakasa Rao", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.343/mcma.2002.8.4.343.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Heritage:2002:LIT, author = "J. P. Heritage and L. C. G. Rogers", title = "Large Investors, takeovers, and the rule of law", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "357--370", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.357", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28", MRnumber = "1943204 (2003m:91079)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.357/mcma.2002.8.4.357.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kraft:2002:ESC, author = "Markus Kraft and Wolfgang Wagner", title = "An efficient stochastic chemistry approximation for the {PDF} transport equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "371--394", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.371", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C35 (80A50 92E20)", MRnumber = "1943205 (2003k:65010)", MRreviewer = "Michael Junk", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.371/mcma.2002.8.4.371.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rowe:2002:JDM, author = "Daniel B. Rowe", title = "Jointly Distributed Mean and Mixing Coefficients for {Bayesian} Source Separation using {MCMC} and {ICM}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "395--403", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.395", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62F15 (62H12)", MRnumber = "1943206", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.395/mcma.2002.8.4.395.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zapadinsky:2002:ECC, author = "Evgeni Zapadinsky and Liisa Pirjola and Markku Kulmala", title = "Effect of Cross-correlated Fluctuations on the Aerosol Dynamics: {Monte Carlo} Simulations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "405--419", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.405", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86A10 (65C05)", MRnumber = "1943207", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.405/mcma.2002.8.4.405.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2002:EBd, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "8", number = "4", pages = "421--??", month = "????", year = "2002", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2002.8.4.421", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/issue-files/mcma.2002.8.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2002.8.issue-4/mcma.2002.8.4.421/mcma.2002.8.4.421.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Golyandina:2003:CLT, author = "N. Golyandina", title = "{Central Limit Theorem} for $ (n, k)$-particle processes solving balance equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "1--11", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587425", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60F05", MRnumber = "1987413 (2004d:60057)", MRreviewer = "Ma{\l}gorzata Majsnerowska", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587425/156939603322587425.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2003:KPS, author = "V. Nekrutkin", title = "{Kac} particle systems with free motion and equations of {Boltzmann} type", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "13--25", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587434", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H15 (65C35 76P05 82C40)", MRnumber = "1987414 (2004d:60169)", MRreviewer = "Jos{\'e} A. Langa", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587434/156939603322587434.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ninomiya:2003:PSM, author = "Syoiti Ninomiya", title = "A partial sampling method applied to the {Kusuoka} approximation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "27--38", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587443", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H20 (65C20 91B28)", MRnumber = "1987415 (2004e:60111)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587443/156939603322587443.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ogihara:2003:DSA, author = "Shuhei Ogihara and Shigeyoshi Ogawa", title = "On a discrete stochastic approximation and its application to data analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "39--50", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587452", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62L20 (65C50)", MRnumber = "1987416 (2004d:62285)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587452/156939603322587452.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2003:FRW, author = "Karl Sabelfeld and Elena Shkarupa", title = "Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "51--65", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587461", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65N99)", MRnumber = "1987417 (2004e:65010)", MRreviewer = "Edward J. Allen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587461/156939603322587461.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2003:MCR, author = "I. M. Sobol and E. E. Myshetskaya", title = "Modelling correlated random variables", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "67--76", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587470", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62D05", MRnumber = "1987418 (2004d:62037)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587470/156939603322587470.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shvets:2003:ABM, author = "V. V. Shvets", title = "On asymptotic behaviour of modelling time in the importance sampling method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "77--85", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322587489", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62D05 (65C05 65D30)", MRnumber = "1987419 (2004d:62036)", MRreviewer = "Mariano Ruiz Espejo", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587489/156939603322587489.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2003:IIS, author = "Anonymous", title = "{IVth IMACS Seminar on Monte Carlo Methods}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "1", pages = "87--??", month = jan, year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939603322587498", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/issue-files/mcma.2003.9.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-1/156939603322587498/156939603322587498.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Minier:2003:WFS, author = "Jean-Pierre Minier and Eric Peirano and Sergio Chibbaro", title = "Weak first- and second-order numerical schemes for stochastic differential equations appearing in {Lagrangian} two-phase flow modeling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "2", pages = "93--133", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322663312", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (76M35 76T10)", MRnumber = "2006482 (2004h:65013)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/issue-files/mcma.2003.9.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/156939603322663312/156939603322663312.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pages:2003:OQQ, author = "Gilles Pag{\`e}s and Jacques Printems", title = "Optimal quadratic quantization for numerics: the {Gaussian} case", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "2", pages = "135--165", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322663321", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62L20 (41A55 65D30 91B28)", MRnumber = "2006483 (2004h:62148)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/issue-files/mcma.2003.9.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/156939603322663321/156939603322663321.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:2003:SLF, author = "O. Kurbanmuradov and A. Levykin and U. Rannik and K. Sabelfeld and T. Vesala", title = "Stochastic {Lagrangian} footprint calculations over a surface with an abrupt change of roughness height", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "2", pages = "167--188", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322663330", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86-08", MRnumber = "2006484 (2004g:86001)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/issue-files/mcma.2003.9.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-2/156939603322663330/156939603322663330.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anh:2003:FSE, author = "V. V. Anh and W. Grecksch", title = "A fractional stochastic evolution equation driven by fractional {Brownian} motion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "189--199", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322728969", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60H05)", MRnumber = "2009368 (2004j:60114)", MRreviewer = "Luis A. Rincon", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322728969/156939603322728969.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Barghouthi:2003:MCS, author = "Imad A. Barghouthi and Naji A. Qatanani and Fathi M. Allan", title = "{Monte Carlo} Simulation of {Boltzmann} Equation in Space Plasma at High Latitudes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "201--216", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322728978", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76X05 (65C05 76M28 76M35 76P05 82C80 85A30)", MRnumber = "2009369 (2004h:76172)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322728978/156939603322728978.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Button:2003:PDP, author = "Scott D. Button", title = "Project duration prediction using a {Monte Carlo} simulation of the periodic output of the project resources", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "217--225", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939603322728987", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322728987/156939603322728987.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Larcher:2003:AAO, author = "Gerhard Larcher and Martin Predota and Robert F. Tichy", title = "Arithmetic average options in the hyperbolic model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "227--239", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322728996", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (60G07)", MRnumber = "2009370 (2004h:91061)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322728996/156939603322728996.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lejay:2003:SDG, author = "Antoine Lejay", title = "Simulating a diffusion on a graph. {Application} to reservoir engineering", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "241--255", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322729003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J60 (65C05 86-08)", MRnumber = "2009371 (2004h:60119)", MRreviewer = "Emmanuel Gobet", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322729003/156939603322729003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mantalos:2003:BBG, author = "Panagiotis Mantalos", title = "Bootstrapping the {Breusch--Godfrey} autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "257--269", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322729012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62J05 (65C05)", MRnumber = "2009372", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322729012/156939603322729012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2003:SEM, author = "Karl Sabelfeld and Dmitry Kolyukhin", title = "Stochastic {Eulerian} model for the flow simulation in porous media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "271--290", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322729021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M35 (62M40 76S05)", MRnumber = "2009373", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322729021/156939603322729021.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2003:EB, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "3", pages = "291--??", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939603322729030", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/issue-files/mcma.2003.9.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-3/156939603322729030/156939603322729030.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ding:2003:QMC, author = "Jiu Ding and Dong Mao and Aihui Zhou", title = "A Quasi {Monte Carlo} Approach to Piecewise Linear {Markov} Approximations of {Markov} Operators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "4", pages = "295--306", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322601932", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (41A35 60J10 60J20)", MRnumber = "2017709 (2004k:65006)", MRreviewer = "Peter Math{\'e}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/issue-files/mcma.2003.9.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/156939603322601932/156939603322601932.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2003:AEC, author = "A. D. Egorov and V. B. Malyutin", title = "Approximate evaluation of a class of functional integrals over space of functions taking values {$ \pm 1 $}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "4", pages = "307--314", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322601941", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "41A50 (41A55 65C05 81S40)", MRnumber = "2017710 (2004j:41044)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/issue-files/mcma.2003.9.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/156939603322601941/156939603322601941.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolodko:2003:SPM, author = "A. Kolodko and K. Sabelfeld", title = "Stochastic particle methods for {Smoluchowski} coagulation equation: variance reduction and error estimations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "4", pages = "315--339", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322601950", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C35)", MRnumber = "2017711 (2005a:82102)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/issue-files/mcma.2003.9.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/156939603322601950/156939603322601950.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:2003:LSM, author = "O. Kurbanmuradov and K. Sabelfeld and O. F. Smidts and H. Vereecken", title = "A {Lagrangian} Stochastic Model for the Transport in Statistically Homogeneous Porous Media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "4", pages = "341--366", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322601969", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (60H15 76M35)", MRnumber = "2017712 (2004j:76150)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/issue-files/mcma.2003.9.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/156939603322601969/156939603322601969.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rowe:2003:SFN, author = "Daniel B. Rowe", title = "Significant {FMRI} neurologic synchrony using {Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "9", number = "4", pages = "367--385", month = "????", year = "2003", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939603322601978", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "92C20", MRnumber = "2017713", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/issue-files/mcma.2003.9.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2003.9.issue-4/156939603322601978/156939603322601978.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Arouna:2004:AMC, author = "Bouhari Arouna", title = "Adaptative {Monte Carlo} Method, a Variance Reduction Technique", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "1", pages = "1--24", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604323091180", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62J10 (60F15 62P05 65C05)", MRnumber = "2054568 (2004m:62159)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/issue-files/mcma.2004.10.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/156939604323091180/156939604323091180.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Seibold:2004:OPM, author = "Benjamin Seibold", title = "Optimal Prediction in Molecular Dynamics", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "1", pages = "25--50", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604323091199", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "81V55", MRnumber = "2054569 (2004m:81286)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/issue-files/mcma.2004.10.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/156939604323091199/156939604323091199.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Akian:2004:SRE, author = "Jean-Luc Akian and B{\'e}n{\'e}dicte Puig", title = "Some results of error evaluation for a non-{Gaussian} simulation method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "1", pages = "51--68", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604323091207", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G10", MRnumber = "2054570 (2005b:60093)", MRreviewer = "Vincent De Valk", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/issue-files/mcma.2004.10.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/156939604323091207/156939604323091207.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Puig:2004:WNS, author = "B{\'e}n{\'e}dicte Puig and Fabrice Poirion", title = "White noise and simulation of ordinary {Gaussian} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "1", pages = "69--89", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604323091216", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G15 (60H40)", MRnumber = "2054571 (2005c:60039)", MRreviewer = "Anna Karczewska", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/issue-files/mcma.2004.10.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-1/156939604323091216/156939604323091216.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fournier:2004:ESN, author = "Nicolas Fournier and Jean-S{\'e}bastien Giet", title = "Exact simulation of nonlinear coagulation processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "95--106", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604777303253", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "45K05 (60H20 60H35 65C05 82C80)", MRnumber = "2096252 (2006a:45008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303253/156939604777303253.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ichikawa:2004:DVC, author = "Yuko Ichikawa and Makoto Mori", title = "Discrepancy of {van der Corput} sequences generated by piecewise linear transformations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "107--116", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604777303217", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38", MRnumber = "2096253 (2005f:11160)", MRreviewer = "Friedrich Pillichshammer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303217/156939604777303217.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Khazen:2004:MCV, author = "Michael Khazen and Arie Dubi", title = "{Monte Carlo} variance reduction in applications to Systems Reliability using Phase Space Splitting", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "117--128", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604777303226", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (62J10 62N05)", MRnumber = "2096254 (2006i:65006)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303226/156939604777303226.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lepingle:2004:ASM, author = "Dominique Lepingle and Thi Thao Nguyen", title = "Approximating and Simulating Multivalued Stochastic Differential Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "129--152", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604777303244", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (60H10 65C30)", MRnumber = "2096255 (2005h:60202)", MRreviewer = "Jorge A. Le{\'o}n", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303244/156939604777303244.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", xxauthor = "Dominique Lepingle and Nguyen Thi Thao", } @Article{Suciu:2004:NML, author = "N. Suciu and C. Vamo{\c{s}} and H. Hardelauf and J. Vanderborght and H. Vereecken", title = "Numerical Modeling of Large Scale Transport of Contaminant Solutes Using the Global Random Walk Algorithm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "153--177", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939604777303235", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65M99 82C70)", MRnumber = "2096256", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303235/156939604777303235.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2004:EB, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "2", pages = "179--??", month = "????", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939604777303262", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/issue-files/mcma.2004.10.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-2/156939604777303262/156939604777303262.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2004:FSP, author = "Karl Sabelfeld", title = "Foreword: [Selection of papers presented at the {IV IMACS Seminar on Monte Carlo methods}]", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "181--182", year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.i", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60-06 (65C05)", MRnumber = "2105048", bibdate = "Wed Feb 29 12:11:07 2012", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Held in Berlin, September 15--19, 2003", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2004:OQP, author = "John H. Halton", title = "An outline of quasi-probability: Why quasi-{Monte-Carlo} methods are statistically valid and how their errors can be estimated statistically", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "183--196", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.183", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60A05 (65C05)", MRnumber = "2105049 (2005j:60008)", MRreviewer = "Sophia Kalpazidou", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.183/mcma.2004.10.3-4.183.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Albrecher:2004:QTC, author = "Hansj{\"o}rg Albrecher and J{\"u}rgen Hartinger and Robert F. Tichy", title = "{QMC} techniques for {CAT} bond pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "197--211", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.197", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (65C05)", MRnumber = "2105050", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.197/mcma.2004.10.3-4.197.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Alexandrov:2004:PQM, author = "V. Alexandrov and E. Atanassov and I. Dimov", title = "Parallel Quasi-{Monte Carlo} Methods for Linear Algebra Problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "213--219", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.213", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2105051", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.213/mcma.2004.10.3-4.213.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Averina:2004:ASS, author = "T. A. Averina", title = "Algorithm of statistical simulation of dynamic systems with distributed change of structure", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "221--226", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.221", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.221/mcma.2004.10.3-4.221.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Branlard:2004:FAS, author = "J. Branlard and S. Aboud and P. Osuch and S. Goodnick and M. Saraniti", title = "Frequency Analysis of Semiconductor Devices Using Full-Band Cellular {Monte Carlo} Simulations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "227--233", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.227", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.227/mcma.2004.10.3-4.227.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Buckwar:2004:MSS, author = "Evelyn Buckwar", title = "The {$ \Theta $}-{Maruyama} scheme for stochastic functional differential equations with distributed memory term", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "235--244", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.235", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H20 60H35)", MRnumber = "2105052 (2005g:65024)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.235/mcma.2004.10.3-4.235.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Castronovo:2004:SSL, author = "Emilio Castronovo and Peter R. Kramer", title = "Subdiffusion and Superdiffusion in {Lagrangian} Stochastic Models of Oceanic Transport", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "245--256", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.245", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86A05", MRnumber = "2105053 (2005g:86003)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.245/mcma.2004.10.3-4.245.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2004:AFI, author = "A. D. Egorov and A. V. Zherelo", title = "Approximations of functional integrals with respect to measures generated by solutions of stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "257--264", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.257", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30", MRnumber = "2105054", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.257/mcma.2004.10.3-4.257.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Entacher:2004:NST, author = "Karl Entacher and Gerold Laimer and Harald R{\"o}ck and Andreas Uhl", title = "Normalization of the Spectral Test in High Dimensions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "265--274", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.265", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60C05 (65C05 65C10)", MRnumber = "2105055", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.265/mcma.2004.10.3-4.265.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gobet:2004:SMC, author = "Emmanuel Gobet and Sylvain Maire", title = "A spectral {Monte Carlo} method for the {Poisson} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "275--285", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.275", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65N99 (65C05)", MRnumber = "2105056", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.275/mcma.2004.10.3-4.275.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Golyandina:2004:CRS, author = "N. Golyandina", title = "Convergence rate for spherical processes with shifted centres", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "287--296", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.287", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "35J05 (35J25 65C05 65N99)", MRnumber = "2105057", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.287/mcma.2004.10.3-4.287.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Heinrich:2004:PQA, author = "Stefan Heinrich", title = "On the Power of Quantum Algorithms for Vector Valued Mean Computation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "297--310", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.297", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "81P68 (68Q05)", MRnumber = "2105058 (2005g:81061)", MRreviewer = "Andreas Klappenecker", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.297/mcma.2004.10.3-4.297.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Karaivanova:2004:PQW, author = "Aneta Karaivanova and Michael Mascagni and Nikolai A. Simonov", title = "Parallel Quasirandom Walks on the Boundary", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "311--319", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.311", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65N99)", MRnumber = "2105059", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.311/mcma.2004.10.3-4.311.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Keller:2004:TSR, author = "Alexander Keller", title = "Trajectory Splitting by Restricted Replication", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "321--329", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.321", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "2105060", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.321/mcma.2004.10.3-4.321.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolodko:2004:UBB, author = "A. Kolodko and J. Schoenmakers", title = "Upper Bounds for {Bermudan} Style Derivatives", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "331--343", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.331", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (65C05)", MRnumber = "2105061 (2005h:91113)", MRreviewer = "Paolo Pellizzari", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.331/mcma.2004.10.3-4.331.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2004:SEM, author = "Dmitry Kolyukhin and Karl Sabelfeld", title = "Stochastic {Eulerian} model for the flow simulation in porous media. {Unconfined} aquifers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "345--357", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.345", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C35 76M35)", MRnumber = "2105062", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.345/mcma.2004.10.3-4.345.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kosina:2004:SSD, author = "H. Kosina and M. Nedjalkov and S. Selberherr", title = "Solution of the Space-dependent {Wigner} Equation Using a Particle Model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "359--368", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.359", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C40 (65C35)", MRnumber = "2105063 (2005g:82114)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.359/mcma.2004.10.3-4.359.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kuzmin:2004:SMF, author = "G. A. Kuzmin and O. N. Soboleva", title = "Subgrid Modeling of Filtration in a Porous Medium with Multiscale Log-Stable permeability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "369--376", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.369", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C35 76M25 76M35)", MRnumber = "2105064", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.369/mcma.2004.10.3-4.369.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lecot:2004:CQM, author = "Christian L{\'e}cot and Bruno Tuffin", title = "Comparison of Quasi-{Monte Carlo}-Based Methods for Simulation of {Markov} Chains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "377--384", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.377", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J22 (60J10 65C05)", MRnumber = "2105065", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.377/mcma.2004.10.3-4.377.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lejay:2004:MCM, author = "Antoine Lejay", title = "{Monte Carlo} methods for fissured porous media: a gridless approach", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "385--392", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.385", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C05 76M25 76M35)", MRnumber = "2105066", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.385/mcma.2004.10.3-4.385.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Leydold:2004:STD, author = "Josef Leydold and Wolfgang H{\"o}rmann", title = "Smoothed Transformed Density Rejection", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "393--401", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.393", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "2105067 (2005k:65008)", MRreviewer = "Michael J. Evans", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.393/mcma.2004.10.3-4.393.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{mongaMade:2004:AAM, author = "M. Magolu monga Made and O. F. Smidts and A. Dubus", title = "Adaptive adjoint {Monte Carlo} simulation for the uncertainty", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "403--413", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.403", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86-00 (65C05)", MRnumber = "2105068", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.403/mcma.2004.10.3-4.403.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Marseguerra:2004:NMT, author = "M. Marseguerra and E. Padovani and E. Zio and F. Giacobbo E. Patelli", title = "A Nuclear Measurement Technique of Water Penetration in Concrete Barriers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "415--422", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.415", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.415/mcma.2004.10.3-4.415.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Marseguerra:2004:SAR, author = "Mario Marseguerra and Enrico Zio and Francesco Bosi", title = "System availability and reliability analysis by direct {Monte Carlo} with biasing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "423--434", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.423", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2105069", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.423/mcma.2004.10.3-4.423.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mascagni:2004:SHS, author = "Michael Mascagni and Hongmei Chi", title = "On the Scrambled {Halton} Sequence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "435--442", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.435", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C10)", MRnumber = "2105070 (2006a:65009)", MRreviewer = "Bruno Betr{\`o}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.435/mcma.2004.10.3-4.435.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mazzolo:2004:MCS, author = "Alain Mazzolo and Beno{\^{\i}}t Roesslinger", title = "{Monte-Carlo} simulation of the chord length distribution function across convex bodies, non-convex bodies and random media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "443--454", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.443", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2105071", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.443/mcma.2004.10.3-4.443.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:2004:DSG, author = "Makoto Mori", title = "Discrepancy of sequences generated by dynamical system", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "455--459", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.455", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "37A45 (11K38 37C30 37E05 65C10)", MRnumber = "2105072 (2005g:37008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.455/mcma.2004.10.3-4.455.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nedjalkov:2004:OSM, author = "M. Nedjalkov and E. Atanassov and H. Kosina and S. Selberherr", title = "Operator-Split Method for Variance Reduction in Stochastic Solutions of the {Wigner} Equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "461--468", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.461", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C70 (62J10 65C05)", MRnumber = "2105073 (2005g:82121)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.461/mcma.2004.10.3-4.461.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2004:TVS, author = "V. Nekrutkin and P. Potapov", title = "Two variants of a stochastic {Euler} method for homogeneous balance differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "469--479", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.469", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C35)", MRnumber = "2105074", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.469/mcma.2004.10.3-4.469.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nilsson:2004:FBM, author = "Hans-Erik Nilsson and Antonio Martinez and Mats Hjelm", title = "Full band {Monte Carlo} simulation --- beyond the semiclassical approach", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "481--490", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.481", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05 82D37)", MRnumber = "2105075", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.481/mcma.2004.10.3-4.481.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Novak:2004:CTA, author = "Erich Novak and Harald Pfeiffer", title = "Coin Tossing Algorithms for Integral Equations and Tractability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "491--498", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.491", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "45B05 (65C05)", MRnumber = "2105076", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.491/mcma.2004.10.3-4.491.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Papancheva:2004:OKC, author = "R. Y. Papancheva", title = "Optimal {Korobov} Coefficients for Good Lattice Points in Quasi {Monte Carlo} Algorithms", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "499--509", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.499", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2105077", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.499/mcma.2004.10.3-4.499.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pillards:2004:TVT, author = "Tim Pillards and Ronald Cools", title = "A theoretical view on transforming low-discrepancy sequences from a cube to a simplex", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "511--529", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.511", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "2105078 (2005f:65009)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.511/mcma.2004.10.3-4.511.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Portolan:2004:WSS, author = "Stefano Portolan and Rita C. Iotti and Fausto Rossi", title = "Weighted simulation of steady-state transport within the standard {Monte Carlo} paradigm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "531--539", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.531", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05 82D37)", MRnumber = "2105079", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.531/mcma.2004.10.3-4.531.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Protasov:2004:DPM, author = "A. V. Protasov and V. A. Ogorodnikov", title = "Dynamic probabilistic method of numerical modeling of multidimensional hydrometeorological fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "541--549", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.541", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "86A10 (65C05)", MRnumber = "2105080 (2005g:86018)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.541/mcma.2004.10.3-4.541.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rasulov:2004:QSB, author = "Abdujabor Rasulov and Aneta Karaivanova and Michael Mascagni", title = "Quasirandom Sequences in Branching Random Walks", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "551--558", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.551", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C10 65N99)", MRnumber = "2105081", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.551/mcma.2004.10.3-4.551.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2004:DRW, author = "K. K. Sabelfeld and I. A. Shalimova and A. I. Levykin", title = "Discrete random walk on large spherical grids generated by spherical means for {PDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "559--574", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.559", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65N99)", MRnumber = "2105082", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.559/mcma.2004.10.3-4.559.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sbert:2004:RPR, author = "Mateu Sbert and Philippe Bekaert and John Halton", title = "Reusing paths in radiosity and global illumination", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "575--585", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.575", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "45B05 (65C05)", MRnumber = "2105083", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.575/mcma.2004.10.3-4.575.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Schell:2004:MUD, author = "Thomas Schell and Andreas Uhl and Peter Zinterhof", title = "Measures of Uniform Distribution in Wavelet Based Image Compression", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "587--597", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.587", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "42C40 (94A08)", MRnumber = "2105084", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.587/mcma.2004.10.3-4.587.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Simonov:2004:RWA, author = "N. A. Simonov and M. Mascagni", title = "Random Walk Algorithms for Estimating Effective Properties of Digitized Porous Media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "599--608", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.599", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76S05 (65C05 76M35)", MRnumber = "2105085", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.599/mcma.2004.10.3-4.599.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sugita:2004:SPR, author = "Hiroshi Sugita", title = "Security of pseudo-random generator and {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "609--615", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.609", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "94A60 (65C10)", MRnumber = "2105086", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.609/mcma.2004.10.3-4.609.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Tuffin:2004:RQM, author = "Bruno Tuffin", title = "Randomization of Quasi-{Monte Carlo} Methods for Error Estimation: Survey and Normal Approximation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "617--628", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.617", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2105087", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.617/mcma.2004.10.3-4.617.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Vasileska:2004:MCS, author = "Dragica Vasileska and Shaikh S. Ahmed", title = "{Monte Carlo} Simulation of Narrow-Width {SOI} Devices: Incorporation of the Short Range {Coulomb} Interaction", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "629--640", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.629", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.629/mcma.2004.10.3-4.629.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zio:2004:DSV, author = "E. Zio and A. Cammi and A. Cioncolini", title = "Dagger-sampling variance reduction in {Monte Carlo} reliability analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "641--652", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.641", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.641/mcma.2004.10.3-4.641.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2004:F, author = "Karl Sabelfeld", title = "Foreword", journal = j-MONTE-CARLO-METHODS-APPL, volume = "10", number = "3--4", pages = "i--??", month = dec, year = "2004", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2004.10.3-4.i", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3/issue-files/mcma.2004.10.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2004.10.issue-3-4/mcma.2004.10.3-4.i/mcma.2004.10.3-4.i.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gabih:2005:OPS, author = "Abdelali Gabih and Wilfried Grecksch", title = "An {$ \epsilon $}-optimal portfolio with stochastic volatility", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "1--14", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054027256", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (65C05 93E20)", MRnumber = "2133773 (2006d:91089)", MRreviewer = "Monique Pontier", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027256/1569396054027256.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2005:SFS, author = "Dmitry Kolyukhin and Karl Sabelfeld", title = "Stochastic flow simulation in {$3$D} porous media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "15--37", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054027292", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76M35 (60G60 65C05 76M20 76M22 76S05)", MRnumber = "2133774 (2006a:76088)", MRreviewer = "Anna Amirdjanova", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027292/1569396054027292.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Li:2005:GBQ, author = "Yaohang Li and Michael Mascagni", title = "Grid-based Quasi-{Monte Carlo} Applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "39--55", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054027265", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2133775 (2005m:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027265/1569396054027265.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pham:2005:AQF, author = "Huy{\^e}n Pham and Wolfgang Runggaldier and Afef Sellami", title = "Approximation by quantization of the filter process and applications to optimal stopping problems under partial observation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "57--81", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054027283", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J20 (60G40 60J10 60J22 62M05 65C20 93E11)", MRnumber = "2133776 (2006b:60162)", MRreviewer = "A. F. Gualtierotti", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027283/1569396054027283.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2005:GSA, author = "I. M. Sobol{\cprime} and S. S. Kucherenko", title = "On global sensitivity analysis of quasi-{Monte Carlo} algorithms", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "83--92", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054027274", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J65 62G05)", MRnumber = "2133777 (2005m:65009)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027274/1569396054027274.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2005:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "1", pages = "93--??", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/1569396054027247", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/issue-files/mcma.2005.11.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-1/1569396054027247/1569396054027247.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bally:2005:PHA, author = "Vlad Bally and Lucia Caramellino and Antonino Zanette", title = "Pricing and hedging {American} options by {Monte Carlo} methods using a {Malliavin} calculus approach", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "2", pages = "97--133", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777585944", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60H07 60H30 91B28)", MRnumber = "2152631 (2006c:65004)", MRreviewer = "Vivek S. Borkar", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/issue-files/mcma.2005.11.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/156939605777585944/156939605777585944.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gerlovina:2005:ABL, author = "V. Gerlovina and V. Nekrutkin", title = "Asymptotical behavior of linear congruential generators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "2", pages = "135--162", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777585971", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K45 (65C10)", MRnumber = "2152632 (2006h:11094)", MRreviewer = "Vladimir S. Anashin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/issue-files/mcma.2005.11.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/156939605777585971/156939605777585971.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:2005:CTD, author = "Makoto Mori", title = "Construction of three-dimensional low discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "2", pages = "163--174", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777585962", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38", MRnumber = "2152633 (2006c:11089)", MRreviewer = "Friedrich Pillichshammer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/issue-files/mcma.2005.11.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/156939605777585962/156939605777585962.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wells:2005:DSM, author = "Clive G. Wells and Markus Kraft", title = "Direct Simulation and Mass Flow Stochastic Algorithms to Solve a Sintering--Coagulation Equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "2", pages = "175--197", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777585980", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (82C80)", MRnumber = "2152634 (2006e:65008)", MRreviewer = "Suresh V. Lawande", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/issue-files/mcma.2005.11.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/156939605777585980/156939605777585980.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2005:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "2", pages = "199--??", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939605777585953", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/issue-files/mcma.2005.11.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-2/156939605777585953/156939605777585953.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2005:QPW, author = "John H. Halton", title = "Quasi-probability. {Why} quasi-{Monte--Carlo} methods are statistically valid and how their errors can be estimated statistically", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "3", pages = "203--350", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/1569396054495130", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62A01", MRnumber = "2159755 (2006h:62008a)", MRreviewer = "A. I. Dale", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-3/issue-files/mcma.2005.11.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See corrigenda \cite{Halton:2005:CQP}.", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-3/1569396054495130/1569396054495130.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Alfonsi:2005:DSC, author = "Aur{\'e}lien Alfonsi", title = "On the discretization schemes for the {CIR} (and {Bessel} squared) processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "355--384", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438569", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J60 (65C99 91B28)", MRnumber = "2186814 (2006h:60130)", MRreviewer = "Emmanuel Gobet", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438569/156939605777438569.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bouleau:2005:DFS, author = "Nicolas Bouleau", title = "{Dirichlet} Forms in Simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "385--395", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438541", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J45", MRnumber = "2186815 (2007b:60190)", MRreviewer = "Mohamed Hmissi", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438541/156939605777438541.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kablukova:2005:IMN, author = "E. G. Kablukova", title = "Investigation of methods of numerical integration with optimal convergence speed", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "397--406", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438587", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65D30 (65C05)", MRnumber = "2186816 (2006h:65032)", MRreviewer = "Erich Novak", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438587/156939605777438587.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pages:2005:FQN, author = "Gilles Pag{\`e}s and Jacques Printems", title = "Functional quantization for numerics with an application to option pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "407--446", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438578", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (60H10 91B28)", MRnumber = "2186817", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438578/156939605777438578.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Plotnikov:2005:DSA, author = "Mikhail Plotnikov and Elena Shkarupa", title = "The discrete-stochastic approaches to solving the linearized {Boltzmann} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "447--462", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438532", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (35F05 65C35 76P05 82C40)", MRnumber = "2186818 (2006g:82052)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438532/156939605777438532.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2005:CQP, author = "J. H. Halton", title = "Corrigenda: ``{Quasi-probability. Why quasi-Monte--Carlo methods are statistically valid and how their errors can be estimated statistically'' [Monte Carlo Methods Appl. {\bf 11} (2005), no. 3, 203--350; \refcno 2159755]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "463--463", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939605777438550", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62A01", MRnumber = "2186819 (2006h:62008b)", MRreviewer = "A. I. Dale", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Halton:2005:QPW}.", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438550/156939605777438550.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2005:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "11", number = "4", pages = "465--??", month = "????", year = "2005", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939605777438523", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/issue-files/mcma.2005.11.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2005.11.issue-4/156939605777438523/156939605777438523.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dick:2006:BPU, author = "Josef Dick and Peter Kritzer", title = "A best possible upper bound on the star discrepancy of $ (t, m, 2)$-nets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "1", pages = "1--17", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606776886643", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38 (11K06)", MRnumber = "2229922 (2007b:11114)", MRreviewer = "Friedrich Pillichshammer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/issue-files/mcma.2006.12.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/156939606776886643/156939606776886643.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mosbach:2006:ESO, author = "S. Mosbach and M. Kraft", title = "Explicit stochastic {ODE} solution methods applied to high-temperature combustion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "1", pages = "19--45", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606776886670", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (34A45 80A25 80M25)", MRnumber = "2229923 (2006m:65023)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/issue-files/mcma.2006.12.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/156939606776886670/156939606776886670.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Owen:2006:WHQ, author = "Art B. Owen", title = "On the {Warnock--Halton} quasi-standard error", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "1", pages = "47--54", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606776886652", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2229924 (2006m:65016)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/issue-files/mcma.2006.12.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/156939606776886652/156939606776886652.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2006:RWF, author = "K. K. Sabelfeld and I. A. Shalimova and A. I. Levykin", title = "Random Walk on Fixed Spheres for {Laplace} and {Lam{\'e}} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "1", pages = "55--93", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606776886634", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "74G15 (60B15 60G50 65C50)", MRnumber = "2229925 (2007a:74035)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/issue-files/mcma.2006.12.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/156939606776886634/156939606776886634.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2006:EBa, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "1", pages = "95--??", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939606776886661", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/issue-files/mcma.2006.12.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-1/156939606776886661/156939606776886661.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dick:2006:TSM, author = "Josef Dick", title = "A {Taylor} space for multivariate integration", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "2", pages = "99--112", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606777488860", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "41A55 (41A63 46E22 65D30)", MRnumber = "2237669 (2007c:41025)", MRreviewer = "Peter Math{\'e}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/issue-files/mcma.2006.12.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/156939606777488860/156939606777488860.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2006:SMC, author = "John H. Halton", title = "Sequential {Monte Carlo} Techniques for Solving Non-Linear Systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "2", pages = "113--141", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606777488879", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65H10)", MRnumber = "2237670 (2007g:65019)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/issue-files/mcma.2006.12.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/156939606777488879/156939606777488879.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kahl:2006:BMM, author = "Christian Kahl and Henri Schurz", title = "Balanced {Milstein} Methods for Ordinary {SDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "2", pages = "143--170", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606777488842", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H10 60H35)", MRnumber = "2237671 (2007b:65015)", MRreviewer = "Mikhail V. Tretyakov", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/issue-files/mcma.2006.12.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/156939606777488842/156939606777488842.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kawai:2006:ISM, author = "Reiichiro Kawai", title = "An importance sampling method based on the density transformation of {L{\'e}vy} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "2", pages = "171--186", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606777488833", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60G51 62D05 91B28)", MRnumber = "2237672 (2008a:65005)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/issue-files/mcma.2006.12.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/156939606777488833/156939606777488833.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2006:EBb, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "2", pages = "187--??", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939606777488851", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/issue-files/mcma.2006.12.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-2/156939606777488851/156939606777488851.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bruti-Liberati:2006:FOS, author = "Nicola Bruti-Liberati and Christina Nikitopoulos-Sklibosios and Eckhard Platen", title = "First Order Strong Approximations of Jump Diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "191--209", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705191", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (60H10 65C30)", MRnumber = "2274692", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705191/156939606778705191.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kurbanmuradov:2006:EBP, author = "O. Kurbanmuradov and K. Sabelfeld", title = "Exponential bounds for the probability deviations of sums of random fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "211--229", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705218", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G60 (60F10 65C05)", MRnumber = "2274693 (2008a:60132)", MRreviewer = "Olivier Bonin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705218/156939606778705218.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Leobacher:2006:SSQ, author = "G. Leobacher", title = "Stratified sampling and quasi-{Monte Carlo} simulation of {L{\'e}vy} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "231--238", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705155", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62P05 (60G51 62M09 65C05 91B28)", MRnumber = "2274694", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705155/156939606778705155.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lin:2006:CMS, author = "Ting Hsiang Lin", title = "A comparison of model selection indices for nested latent class models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "239--259", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705164", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62B10 (62C05)", MRnumber = "2274695", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705164/156939606778705164.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mansor:2006:PRM, author = "Siti Nurleena Abu Mansor and Adam Baharum and Anton Abdulbasah Kamil", title = "Portfolio Resampling in {Malaysian} Equity Market", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "261--269", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705146", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28", MRnumber = "2274696", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705146/156939606778705146.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nieto:2006:MCS, author = "F. J. Rodr{\'{\i}}guez Nieto and M. A. Pasquale and M. E. Martins and F. A. Bareilles and A. J. Arvia", title = "{Monte Carlo} Simulations of Solid {$2$D} Phase Growth on {$1$D} Solid Substrates with Square-Wave Surface Profiles. {Influence} of Hole Design and Depositing Particle Surface Diffusion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "271--289", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705209", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80", MRnumber = "2274697", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705209/156939606778705209.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wells:2006:SAS, author = "C. G. Wells", title = "A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "291--342", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606778705182", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C24 (60J60 60K35 62L20 65C35 82C80)", MRnumber = "2274698 (2007j:82084)", MRreviewer = "Madalina Deaconu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705182/156939606778705182.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2006:EBc, author = "Anonymous", title = "{Editorial Board}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "3--4", pages = "343--??", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/156939606778705173", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/issue-files/mcma.2006.12.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-3/156939606778705173/156939606778705173.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bender:2006:PIA, author = "Christian Bender and Anastasia Kolodko and John Schoenmakers", title = "Policy iteration for {American} options: overview", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "347--362", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329053", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (60G40 65C05)", MRnumber = "2286642 (2007k:91126)", MRreviewer = "Feng Yan", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329053/156939606779329053.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ermakov:2006:QMC, author = "S. M. Ermakov and A. Rukavishnikova", title = "Quasi-{Monte Carlo} algorithms for solving linear algebraic equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "363--384", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329071", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2286643 (2008e:65005)", MRreviewer = "Kenneth Wright", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329071/156939606779329071.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gil:2006:RTP, author = "Manuel Gil and Gaston H. Gonnet and Wesley P. Petersen", title = "A Repetition Test for Pseudo-Random Number Generators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "385--393", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "2286644 (2007j:65005)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329017/156939606779329017.xml; http://www.inf.ethz.ch/personal/gonnet/RepetitionTest.html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "The authors analyze random number generation as a selection-with-replacement problem, and show that, when the number of possible random numbers is $ n = 2^w $, where $w$ is the storage width in bits, then the first repetition is expected when $ O(\sqrt {\pi n / 2})$ random values have been selected, and propose this as a test of random-number generators. LCGs and MCGs never repeat until their period is reached, and their periods are almost always chosen to be maximal, or nearly so; consequently, such generators always fail the repetition test: indeed, they follow a selection-without-replacement algorithm. The authors apply their test to implementations of 11 popular generators: {\tt ran3} (\booktitle{Numerical Recipes}), {\tt rcarry} (subtract-with-borrow), {\tt ranlux}, {\tt ziff98} (four-tap GFSR), {\tt mt19937} (three variants of Mersenne Twister), {\tt ecuyer93} (fifth-order MRG), {\tt ecuyer96} (combined MRG), {\tt taus88}, and {\tt ghg} (lagged Fibonacci with different coefficients). Source code for the test is available at the second author's Web site (see URL in this entry).", } @Article{Kurbanmuradov:2006:SSF, author = "O. Kurbanmuradov and K. Sabelfeld", title = "Stochastic Spectral and {Fourier}-Wavelet Methods for Vector {Gaussian} Random Fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "395--445", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329080", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65T60 (42C40)", MRnumber = "2286645 (2009a:65387)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329080/156939606779329080.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nadarajah:2006:DSR, author = "Saralees Nadarajah and Samuel Kotz", title = "Determination of software reliability based on multivariate exponential, {Lomax} and {Weibull} models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "447--459", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329035", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62N05 (60E05 62E10)", MRnumber = "2286646", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329035/156939606779329035.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ngnepieba:2006:OCS, author = "Pierre Ngnepieba and M. Y. Hussaini and Laurent Debreu", title = "Optimal Control and Stochastic Parameter Estimation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "461--476", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329062", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "93E20 (62G05 62M09 65C05)", MRnumber = "2286647 (2007h:93106)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329062/156939606779329062.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Piterbarg:2006:PEM, author = "Leonid I. Piterbarg", title = "Parameter estimation in multi particle {Lagrangian} stochastic models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "477--493", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329044", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F55 (62F10 76M35)", MRnumber = "2286648 (2007j:76091)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329044/156939606779329044.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sahoo:2006:ESA, author = "L. N. Sahoo and R. K. Sahoo and S. C. Senapati", title = "An Empirical Study on the Accuracy of Ratio and Regression Estimators in the Presence of Measurement Errors", journal = j-MONTE-CARLO-METHODS-APPL, volume = "12", number = "5--6", pages = "495--501", month = "????", year = "2006", CODEN = "MCMAC6", DOI = "https://doi.org/10.1163/156939606779329026", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62D05 (62J05)", MRnumber = "2286649", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/issue-files/mcma.2006.12.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2006.12.issue-5/156939606779329026/156939606779329026.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Huang:2007:ERQ, author = "M. L. Huang and M. Pollanen and W. K. Yuen", title = "An Efficient Randomized Quasi-{Monte Carlo} Algorithm for the {Pareto} Distribution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "1", pages = "1--20", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2325668 (2008k:65005)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/issue-files/mcma.2007.13.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/mcma.2007.001/mcma.2007.001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nadarajah:2007:CTE, author = "Saralees Nadarajah", title = "Comparison of Time-to-Event Data for Clinical Trials", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "1", pages = "21--35", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "92C50", MRnumber = "2325669", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/issue-files/mcma.2007.13.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/mcma.2007.002/mcma.2007.002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pages:2007:MSR, author = "Gilles Pag{\`e}s", title = "Multi-step {Richardson--Romberg} Extrapolation: Remarks on Variance Control and Complexity", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "1", pages = "37--70", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C30)", MRnumber = "2325670 (2008g:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/issue-files/mcma.2007.13.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/mcma.2007.003/mcma.2007.003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2007:FSS, author = "K. Sabelfeld and A. Levykin and T. Privalova", title = "A Fast Stratified Sampling Simulation of Coagulation Processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "1", pages = "71--88", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C80 (65C05)", MRnumber = "2325671 (2008e:82077)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/issue-files/mcma.2007.13.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/mcma.2007.004/mcma.2007.004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2007:GSI, author = "Ilya M. Sobol{\cprime} and Boris V. Shukhman", title = "On Global Sensitivity Indices: {Monte Carlo} Estimates Affected by Random Errors", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "1", pages = "89--97", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2325672 (2008b:65009)", MRreviewer = "Enrica Pirozzi", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/issue-files/mcma.2007.13.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-1/mcma.2007.005/mcma.2007.005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ogawa:2007:RTS, author = "Shigeyoshi Ogawa and Koji Wakayama", title = "On a real-time scheme for the estimation of volatility", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "2", pages = "99--116", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (91B28)", MRnumber = "2338084 (2008i:65007)", MRreviewer = "Denis Belomestny", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/issue-files/mcma.2007.13.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/mcma.2007.006/mcma.2007.006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Roth:2007:WAS, author = "Christian Roth", title = "Weak approximations of solutions of a first order hyperbolic stochastic partial differential equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "2", pages = "117--133", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H15 60H35)", MRnumber = "2338085 (2008i:65013)", MRreviewer = "Albert Gardo{\'n}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/issue-files/mcma.2007.13.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/mcma.2007.007/mcma.2007.007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Jourdain:2007:ERM, author = "Benjamin Jourdain and Mohamed Sbai", title = "Exact retrospective {Monte Carlo} computation of arithmetic average {Asian} options", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "2", pages = "135--171", month = "????", year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (60H10 60H30 65C05 65C30 91B28)", MRnumber = "2338086 (2008h:60281)", MRreviewer = "Christian Bender", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/issue-files/mcma.2007.13.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See erratum \cite{Jourdain:2010:EER}.", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-2/mcma.2007.008/mcma.2007.008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Arsham:2007:MCT, author = "Hossein Arsham", title = "{Monte Carlo} Techniques for Parametric Finite Multidimensional Integral Equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "3", pages = "173--195", month = aug, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2349427 (2008m:65004)", MRreviewer = "Galin L. Jones", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/issue-files/mcma.2007.13.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/mcma.2007.009/mcma.2007.009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kawai:2007:AMC, author = "Reiichiro Kawai", title = "Adaptive {Monte Carlo} Variance Reduction with Two-time-scale Stochastic Approximation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "3", pages = "197--217", month = aug, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62L20 (65C05)", MRnumber = "2349428 (2008h:62195)", MRreviewer = "Marcello Sanguineti", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/issue-files/mcma.2007.13.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/mcma.2007.010/mcma.2007.010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Missov:2007:IEU, author = "Trifon I. Missov", title = "Integral evaluation using the {$ \Delta^2 $}-distribution. {Simulation} and illustration", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "3", pages = "219--225", month = aug, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65D30)", MRnumber = "2349429 (2008i:65006)", MRreviewer = "Benjamin Jourdain", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/issue-files/mcma.2007.13.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/mcma.2007.011/mcma.2007.011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2007:AAO, author = "V. Nekrutkin and M. Samakhova", title = "Admissible and Asymptotically Optimal Linear Congruential Generators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "3", pages = "227--244", month = aug, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "2349430 (2008i:65008)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/issue-files/mcma.2007.13.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/mcma.2007.012/mcma.2007.012.xml", abstract = "The paper is devoted to the theoretical study of the so-called spectral test for Linear Congruential Generators (briefly, LCGs) of pseudorandom numbers with moduli $ 2^p $ and full periods. Using the technique developed in V. Gerlovina and V. Nekrutkin, Monte Carlo Methods and Appl. {\bf 11}:2, 2005, we present several examples of admissible and asymptotical optimal sequences of multiplicators. These examples give rise to well-directed search methods for LCGs with good equidistribution properties.", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", keywords = "linear congruential generators; random number generation; spectral test", } @Article{Vidya:2007:PRA, author = "K. P. Vidya", title = "{Pollard}'s rho attack on {ECDLP} and Threshold Schemes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "3", pages = "245--252", month = aug, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "94A62 (65C05 94A60)", MRnumber = "2349431 (2008g:94041)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/issue-files/mcma.2007.13.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-3/mcma.2007.013/mcma.2007.013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Castro:2007:FGB, author = "Francesc Castro and Gustavo Patow and Mateu Sbert and John H. Halton", title = "Fast {GPU}-based reuse of paths in radiosity", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "4", pages = "253--273", day = "20", month = nov, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C35 68U10 78A05)", MRnumber = "2365266 (2008j:65006)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/issue-files/mcma.2007.13.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/mcma.2007.014/mcma.2007.014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2007:AEF, author = "A. D. Egorov", title = "Approximations for expectations of functionals of solutions to stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "4", pages = "275--285", day = "20", month = nov, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H35)", MRnumber = "2365267 (2009a:65010)", MRreviewer = "Tiejun Li", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/issue-files/mcma.2007.13.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/mcma.2007.015/mcma.2007.015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Malyutin:2007:AMV, author = "V. Malyutin", title = "On approximation of matrix valued functional integrals", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "4", pages = "287--298", day = "20", month = nov, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "28C20", MRnumber = "2365268 (2009b:28028)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/issue-files/mcma.2007.13.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/mcma.2007.016/mcma.2007.016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nedjalkov:2007:MIB, author = "M. Nedjalkov and D. Vasileska and I. Dimov and G. Arsov", title = "Mixed initial-boundary value problem in particle modeling of microelectronic devices", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "4", pages = "299--331", day = "20", month = nov, year = "2007", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (35F30 65C35)", MRnumber = "2365269 (2008m:65008)", MRreviewer = "Carlos M. Mora Gonz{\'a}lez", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/issue-files/mcma.2007.13.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2007.13.issue-4/mcma.2007.017/mcma.2007.017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gormin:2008:WVM, author = "A. A. Gormin and Y. N. Kashtanov", title = "The weighted variance minimization for options pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "333--351", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (65C05)", MRnumber = "2379261 (2008m:91114)", MRreviewer = "Peter A. Lachenbruch", bibdate = "Wed Feb 29 12:11:21 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.018/mcma.2007.018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", xxpages = "333--352", } @Article{Grecksch:2008:QSP, author = "Wilfried Grecksch and Christian Roth", title = "A quasilinear stochastic partial differential equation driven by fractional white noise", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "353--367", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H15 (35R60 60H40)", MRnumber = "2379262 (2009b:60198)", MRreviewer = "Christian Bender", bibdate = "Wed Feb 29 12:11:33 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.019/mcma.2007.019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lecot:2008:QSS, author = "C. L{\'e}cot and A. Tarhini", title = "A quasi-stochastic simulation of the general dynamics equation for aerosols", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "369--388", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.020", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (76T99 82C22)", MRnumber = "2379263 (2009i:65005)", bibdate = "Wed Feb 29 12:12:05 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.020/mcma.2007.020.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nadarajah:2008:SDG, author = "Saralees Nadarajah", title = "Skewed distributions generated by the {Student}'s {$t$} kernel", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "389--404", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62E15 (62E10 65C60)", MRnumber = "2379264", bibdate = "Wed Feb 29 12:12:24 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.021/mcma.2007.021.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2008:ERB, author = "Karl Sabelfeld", title = "Expansion of random boundary excitations for elliptic {PDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "405--453", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.022", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (35R60 74B05)", MRnumber = "2379265 (2008m:65021)", MRreviewer = "Gunther Leobacher", bibdate = "Wed Feb 29 12:12:25 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.022/mcma.2007.022.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2008:MCE, author = "I. M. Sobol{\cprime} and E. E. Myshetskaya", title = "{Monte Carlo} estimators for small sensitivity indices", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "455--465", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.023", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2379266 (2009a:65008)", MRreviewer = "Bernd Heidergott", bibdate = "Wed Feb 29 12:12:26 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.023/mcma.2007.023.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Voytishek:2008:UAN, author = "Anton Voytishek and Alexandr Myasnikov and Leonid Saneev", title = "A use of algorithms for numerical modeling of order statistics", journal = j-MONTE-CARLO-METHODS-APPL, volume = "13", number = "5--6", pages = "467--483", month = jan, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2007.024", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C60", MRnumber = "2379267 (2008m:65024)", MRreviewer = "A. D. Booth", bibdate = "Wed Feb 29 12:12:26 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-5/issue-files/mcma.2008.14.issue-5.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.13.issue-5-6/mcma.2007.024/mcma.2007.024.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2008:SMC, author = "John H. Halton", title = "Sequential {Monte Carlo} for linear systems --- a practical summary", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "1", pages = "1--27", month = may, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (15A06 65F05)", MRnumber = "2417637 (2009c:65004)", MRreviewer = "Galin L. Jones", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/issue-files/mcma.2008.14.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/mcma.2008.001/mcma.2008.001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Maire:2008:SNS, author = "Sylvain Maire and Etienne Tanr{\'e}", title = "Some new simulations schemes for the evaluation of {Feynman--Kac} representations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "1", pages = "29--51", month = may, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C30)", MRnumber = "2417638 (2009c:65006)", MRreviewer = "Adrian G. Barbu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/issue-files/mcma.2008.14.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/mcma.2008.002/mcma.2008.002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:2008:SPF, author = "Makoto Mori", title = "Spectra of {Perron--Frobenius} operator and new construction of two dimensional low discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "1", pages = "53--74", month = may, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "37C30 (37A45)", MRnumber = "2417639 (2010h:37046)", MRreviewer = "J{\'e}r{\'e}mie Bourdon", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/issue-files/mcma.2008.14.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/mcma.2008.003/mcma.2008.003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nadarajah:2008:CPP, author = "Saralees Nadarajah", title = "Computing percentage points of the largest among {Student}'s {$t$} random variables", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "1", pages = "75--84", month = may, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C60", MRnumber = "2417640 (2009a:65014)", MRreviewer = "Peter A. Lachenbruch", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/issue-files/mcma.2008.14.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/mcma.2008.004/mcma.2008.004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yaguchi:2008:NNP, author = "Hirotake Yaguchi and Izumi Kubo", title = "A new nonrecursive pseudorandom number generator based on chaos mappings", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "1", pages = "85--98", month = may, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/MCMA.2008.005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (11K45)", MRnumber = "2417641 (2009e:65013)", MRreviewer = "Vladimir S. Anashin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-1/issue-files/mcma.2008.14.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://hdl.handle.net/10076/9251; http://www.degruyter.com/view/j/mcma.2008.14.issue-1/mcma.2008.005/mcma.2008.005.xml", abstract = "We introduce a new pseudorandom number generator SSR (the Simplified Shift-Real random number generator) which generates the $k$-th random number nonrecursively (directly) based on chaos mappings on the interval $ [1, 2)$. We investigate properties of SSR random numbers and give the theoretical background of generation of random numbers. A practical integral (all-integer) version SSI of SSR, which is suitable for parallel computation, is also provided.", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Barty:2008:AKB, author = "Kengy Barty and Pierre Girardeau and Cyrille Strugarek and Jean-S{\'e}bastien Roy", title = "Application of kernel-based stochastic gradient algorithms to option pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "2", pages = "99--127", month = jul, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B28 (65C05 93E35)", MRnumber = "2431685 (2009c:91055)", MRreviewer = "V. V. Dombrovski{\u\i}", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/issue-files/mcma.2008.14.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/mcma.2008.006/mcma.2008.006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Doerr:2008:CCC, author = "Benjamin Doerr and Michael Gnewuch and Peter Kritzer and Friedrich Pillichshammer", title = "Component-by-component construction of low-discrepancy point sets of small size", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "2", pages = "129--149", month = jul, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38", MRnumber = "2431686 (2009e:11144)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/issue-files/mcma.2008.14.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/mcma.2008.007/mcma.2008.007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Guias:2008:GBD, author = "Flavius Guia{\c{s}}", title = "Generalized {Becker--D{\"o}ring} equations modeling the time evolution of a process of preferential attachment with fitness", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "2", pages = "151--170", month = jul, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60K40 (65C35)", MRnumber = "2431687 (2009h:60168)", MRreviewer = "P. R. Parthasarathy", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/issue-files/mcma.2008.14.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/mcma.2008.008/mcma.2008.008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halton:2008:SAT, author = "John H. Halton", title = "Sigma-algebra theorems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "2", pages = "171--189", month = jul, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60A05 (65C05)", MRnumber = "2431688 (2009i:60003)", MRreviewer = "A. I. Dale", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/issue-files/mcma.2008.14.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-2/mcma.2008.009/mcma.2008.009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wagner:2008:DPM, author = "Wolfgang Wagner", title = "Deviational particle {Monte Carlo} for the {Boltzmann} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "3", pages = "191--268", month = sep, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C40 (65C05 76P05)", MRnumber = "2444984 (2010i:82161)", MRreviewer = "Sergei A. Nemnyugin", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-3/issue-files/mcma.2008.14.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-3/mcma.2008.010/mcma.2008.010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Cao:2008:ESD, author = "Y. Cao and H. Chi and C. Milton and W. Zhao", title = "Exploitation of sensitivity derivatives via randomized quasi-{Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "3", pages = "269--279", month = sep, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2444985 (2010b:65009)", MRreviewer = "A. Dubi", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-3/issue-files/mcma.2008.14.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-3/mcma.2008.011/mcma.2008.011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Baldeaux:2008:QMC, author = "Jan Baldeaux", title = "Quasi-{Monte Carlo} methods for the {Kou} model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "4", pages = "281--302", month = nov, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J60 60J75 91B28)", MRnumber = "2487771 (2009m:65008)", MRreviewer = "Bernd Heidergott", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/issue-files/mcma.2008.14.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/mcma.2008.012/mcma.2008.012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fujita:2008:UDS, author = "Takahiko Fujita and Hiroshi Kaneko and Shin Matsumoto", title = "A uniformly distributed sequence on the ring of {$p$}-adic integers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "4", pages = "303--310", month = nov, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K36 (11S85)", MRnumber = "2487772 (2009j:11123)", MRreviewer = "M. Mend{\`e}s France", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/issue-files/mcma.2008.14.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/mcma.2008.013/mcma.2008.013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Heinz:2008:RDS, author = "Stefan Heinz", title = "Realizability of dynamic subgrid-scale stress models via stochastic analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "4", pages = "311--329", month = nov, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76F65 (65C05)", MRnumber = "2487773 (2010b:76070)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/issue-files/mcma.2008.14.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/mcma.2008.014/mcma.2008.014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ogawa:2008:RTS, author = "Shigeyoshi Ogawa", title = "Real-time scheme for the volatility estimation in the presence of microstructure noise", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "4", pages = "331--342", month = nov, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C20", MRnumber = "2487774 (2009k:65006)", MRreviewer = "Gon{\c{c}}alo Dos Reis", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/issue-files/mcma.2008.14.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/mcma.2008.015/mcma.2008.015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Stollinger:2008:PMS, author = "Michael St{\"o}llinger and Stefan Heinz", title = "{PDF} modeling and simulation of premixed turbulent combustion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "14", number = "4", pages = "343--377", month = nov, year = "2008", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2008.016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "80A25", MRnumber = "2487775 (2009j:80008)", MRreviewer = "Alain Brillard", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/issue-files/mcma.2008.14.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2008.14.issue-4/mcma.2008.016/mcma.2008.016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2009:STS, author = "V. Nekrutkin and R. Sabitov", title = "Spectral test and spectral distance for multiplicative generators with moduli $ 2^p $", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "1", pages = "1--10", month = may, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10", MRnumber = "2519454 (2010d:65009)", MRreviewer = "Gheorghe Barbu", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/issue-files/mcma.2009.15.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/mcma.2009.001/mcma.2009.001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nystrom:2009:MCA, author = "Kaj Nystr{\"o}m and Thomas {\"O}nskog", title = "On {Monte Carlo} algorithms applied to {Dirichlet} problems for parabolic operators in the setting of time-dependent domains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "1", pages = "11--47", month = may, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (35J25 60H35 65C05)", MRnumber = "2519453 (2010g:60141)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/issue-files/mcma.2009.15.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/mcma.2009.002/mcma.2009.002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pletnev:2009:CMS, author = "Leonid Pletnev and Maxim Gvozdev and Kiryl Samartsau", title = "Computer modeling of stationary particles transport in open cylindrical nanosystems by {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "1", pages = "49--62", month = may, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82C70 (65C05)", MRnumber = "2519452 (2010f:82090)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/issue-files/mcma.2009.15.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/mcma.2009.003/mcma.2009.003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2009:SSP, author = "K. Sabelfeld and O. Kurbanmuradov and A. Levykin", title = "Stochastic simulation of particle transport by a random {Darcy} flow through a porous cylinder", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "1", pages = "63--90", month = may, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "76P05 (65C05)", MRnumber = "2519451 (2010f:76072)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/issue-files/mcma.2009.15.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-1/mcma.2009.004/mcma.2009.004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fakhouri:2009:SMC, author = "H. Fakhouri and A. Nasroallah", title = "On the simulation of {Markov} chain steady-state distribution using {CFTP} algorithm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "2", pages = "91--105", month = aug, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60C05 (60J10 62G99 68M15)", MRnumber = "2560111 (2010i:60031)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/issue-files/mcma.2009.15.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/mcma.2009.005/mcma.2009.005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kirillov:2009:ENF, author = "A. A. Kirillov and I. A. Kirillov", title = "The exponential-normal form and its application to ultra high energy cascades investigation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "2", pages = "107--133", month = aug, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62E17 (62P35 65C60)", MRnumber = "2560112 (2010k:62052)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/issue-files/mcma.2009.15.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/mcma.2009.006/mcma.2009.006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Missov:2009:ISP, author = "Trifon I. Missov and Sergey M. Ermakov", title = "On importance sampling in the problem of global optimization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "2", pages = "135--144", month = aug, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "90C26 (62K05 65K10 68U20)", MRnumber = "2560113", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/issue-files/mcma.2009.15.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/mcma.2009.007/mcma.2009.007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wang:2009:BNB, author = "Yi Wang and Kent M. Eskridge and S. Nadarajah and Andrzey T. Galecki", title = "{Bayesian} and non-{Bayesian} analysis of mixed-effects {PK\slash PD} models based on differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "2", pages = "145--167", month = aug, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62P10 (92B05)", MRnumber = "2560114", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/issue-files/mcma.2009.15.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/mcma.2009.009/mcma.2009.009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Okten:2009:CPP, author = "Giray {\"O}kten and Michael Gnewuch", title = "Correction of a proof in {``A probabilistic result on the discrepancy of a hybrid-Monte Carlo sequence and applications'' [\refcno 1434421]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "2", pages = "169--172", month = aug, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "2560115", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/issue-files/mcma.2009.15.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Okten:1996:PRD}.", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-2/mcma.2009.010/mcma.2009.010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bardou:2009:CVC, author = "O. Bardou and N. Frikha and G. Pag{\`e}s", title = "Computing {VaR} and {CVaR} using stochastic approximation and adaptive unconstrained importance sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "3", pages = "173--210", month = nov, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62L20 (62L05 91B30)", MRnumber = "2573212 (2011i:62139)", MRreviewer = "Krzysztof Szajowski", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/issue-files/mcma.2009.15.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/mcma.2009.011/mcma.2009.011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Beachkofski:2009:CDS, author = "Brian Beachkofski", title = "Comparison of descriptive statistics for multidimensional point sets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "3", pages = "211--228", month = nov, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62H11 (60D05 65C05)", MRnumber = "2573213 (2010k:62223)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/issue-files/mcma.2009.15.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/mcma.2009.012/mcma.2009.012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bishwal:2009:BEI, author = "Jaya P. N. Bishwal", title = "{Berry--Esseen} inequalities for discretely observed diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "3", pages = "229--239", month = nov, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60F05 (60H10 62F12 62M05)", MRnumber = "2573214 (2010k:60087)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/issue-files/mcma.2009.15.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/mcma.2009.013/mcma.2009.013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egecioglu:2009:UGA, author = "{\"O}mer E{\u{g}}ecio{\u{g}}lu", title = "Uniform generation of anonymous and neutral preference profiles for social choice rules", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "3", pages = "241--255", month = nov, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91B14 (68R05)", MRnumber = "2573215 (2011d:91099)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/issue-files/mcma.2009.15.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/mcma.2009.014/mcma.2009.014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2009:SRA, author = "K. Sabelfeld and N. Mozartova", title = "Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "3", pages = "257--284", month = nov, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (15A06 74B05)", MRnumber = "2573216 (2010i:65006)", MRreviewer = "Edward J. Allen", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/issue-files/mcma.2009.15.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-3/mcma.2009.015/mcma.2009.015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Belomestny:2009:MSV, author = "Denis Belomestny and Stanley Mathew and John Schoenmakers", title = "Multiple stochastic volatility extension of the {Libor} market model and its implementation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "4", pages = "285--310", month = dec, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G60 (60H30 91B70)", MRnumber = "2603467 (2011a:91288)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/issue-files/mcma.2009.15.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/mcma.2009.016/mcma.2009.016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mascagni:2009:SSS, author = "Michael Mascagni and Haohai Yu", title = "Scrambled {Sobol\cprime} sequences via permutation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "4", pages = "311--332", month = dec, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K36 (11K38 11K45 65C05 65C10)", MRnumber = "2603468 (2011c:11121)", MRreviewer = "Vassil S. Grozdanov", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/issue-files/mcma.2009.15.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/mcma.2009.017/mcma.2009.017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Neuenkirch:2009:AED, author = "Andreas Neuenkirch and Henryk Z{\"a}hle", title = "Asymptotic error distribution of the {Euler} method for {SDEs} with non-{Lipschitz} coefficients", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "4", pages = "333--351", month = dec, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (60F17 65C30)", MRnumber = "2603469 (2011c:60190)", MRreviewer = "Zijun Guo", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/issue-files/mcma.2009.15.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/mcma.2009.018/mcma.2009.018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ngo:2009:CLT, author = "Hoang-Long Ngo and Shigeyoshi Ogawa", title = "A central limit theorem for the functional estimation of the spot volatility", journal = j-MONTE-CARLO-METHODS-APPL, volume = "15", number = "4", pages = "353--380", month = dec, year = "2009", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2009.019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62G05 (60F05 60J60 60J75 62P05)", MRnumber = "2603470 (2011a:62107)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/issue-files/mcma.2009.15.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2009.15.issue-4/mcma.2009.019/mcma.2009.019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bayer:2010:AWA, author = "Christian Bayer and Anders Szepessy and Ra{\'u}l Tempone", title = "Adaptive weak approximation of reflected and stopped diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "1", pages = "1--67", month = apr, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H35 (35R60 60H30 65C30)", MRnumber = "2630101 (2011c:60217)", MRreviewer = "Nikolaos Halidias", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-1/issue-files/mcma.2010.16.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-1/mcma.2010.001/mcma.2010.001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Jimenez:2010:SSE, author = "Edwin Jimenez and Nathan Lay and M. Yousuff Hussaini", title = "A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the {Burgers} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "1", pages = "69--93", month = apr, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "74R10 (60G35 60H10 60J20 65C05 74S60)", MRnumber = "2630102 (2011c:74105)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-1/issue-files/mcma.2010.16.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-1/mcma.2010.002/mcma.2010.002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2010:AFE, author = "A. Egorov and K. Sabelfeld", title = "Approximate formulas for expectations of functionals of solutions to stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "2", pages = "95--127", month = jul, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30", MRnumber = "2669828 (2011h:65011)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/issue-files/mcma.2010.16.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/mcma.2010.003/mcma.2010.003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Prigarin:2010:SBR, author = "Sergei M. Prigarin and Andreas Martin and Gerhard Winkler", title = "Simulation of binary random fields with {Gaussian} numerical models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "2", pages = "129--142", month = jul, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62M40 (65C20 68U20)", MRnumber = "2669829", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/issue-files/mcma.2010.16.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/mcma.2010.004/mcma.2010.004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grigoriu:2010:SBM, author = "M. Grigoriu", title = "A spectral-based {Monte Carlo} algorithm for generating samples of nonstationary {Gaussian} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "2", pages = "143--165", month = jul, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G15 (60-08 62M15)", MRnumber = "2669830 (2011d:60115)", MRreviewer = "A. Ya. Olenko", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/issue-files/mcma.2010.16.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/mcma.2010.006/mcma.2010.006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Marxen:2010:MMC, author = "Henning Marxen", title = "The Multilevel {Monte Carlo} method used on a {L{\'e}vy} driven {SDE}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "2", pages = "167--190", month = jul, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60G51 60H35)", MRnumber = "2669831 (2011e:65005)", MRreviewer = "Khairia E. Abd El-Fattah El-Nadi", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/issue-files/mcma.2010.16.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/mcma.2010.007/mcma.2010.007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Jourdain:2010:EER, author = "Benjamin Jourdain and Mohamed Sbai", title = "Erratum: {Exact retrospective Monte Carlo computation of arithmetic average Asian options [MR2338086]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "2", pages = "191--193", month = jul, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (91G60)", MRnumber = "2669832 (2011f:65005)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/issue-files/mcma.2010.16.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Jourdain:2007:ERM}.", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-2/mcma.2010.005/mcma.2010.005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dubus:2010:ESP, author = "Alain Dubus and Karl Sabelfeld", title = "Editorial [Selected papers from the {Seventh IMACS Seminar on Monte Carlo methods}]", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "195--195", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65-06", MRnumber = "2747811", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "Held at the Universit{\'e} Libre de Bruxelles, Brussels, September 6--11, 2009", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.021/mcma.2010.021.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Agapie:2010:RPH, author = "Stefan C. Agapie and Paula A. Whitlock", title = "Random packing of hyperspheres and {Marsaglia}'s parking lot test", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "197--209", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C10)", MRnumber = "2747812", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/bibnet/authors/m/marsaglia-george.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.019/mcma.2010.019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", remark = "The authors investigate the connection between the hypersphere packing problem and Marsaglia's parking lot test for correlations in random number generator output.", } @Article{ElHaddad:2010:DNM, author = "Rami {El Haddad} and Christian L{\'e}cot and Gopalakrishnan Venkiteswaran", title = "Diffusion in a nonhomogeneous medium: quasi-random walk on a lattice", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "211--230", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K45 60G50 80M31)", MRnumber = "2747813 (2011m:65008)", MRreviewer = "Renato G. C. Spigler", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.009/mcma.2010.009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Faure:2010:IHS, author = "Henri Faure and Christiane Lemieux", title = "Improved {Halton} sequences and discrepancy bounds", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "231--250", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K38 65C10)", MRnumber = "2747814 (2012d:65006)", MRreviewer = "Vassil S. Grozdanov", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.008/mcma.2010.008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lambert:2010:GST, author = "Tiffany A. Lambert and Paula A. Whitlock", title = "Generalizing {Sudoku} to three dimensions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "251--263", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C40 (91A15)", MRnumber = "2747815 (2011j:65024)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.018/mcma.2010.018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{DeLuigi:2010:AIA, author = "Christophe {De Luigi} and Sylvain Maire", title = "Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "265--282", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65D30 (65C05 91G20 91G60)", MRnumber = "2747816 (2011j:65049)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.011/mcma.2010.011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Makarov:2010:ESB, author = "Roman N. Makarov and Devin Glew", title = "Exact simulation of {Bessel} diffusions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "283--306", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J60 91B25 91G80)", MRnumber = "2747817 (2011m:65010)", MRreviewer = "C{\'e}line Labart", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.010/mcma.2010.010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pausinger:2010:GPO, author = "Florian Pausinger and Wolfgang Ch. Schmid", title = "A good permutation for one-dimensional diaphony", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "307--322", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K38 (11K06)", MRnumber = "2747818 (2011m:11160)", MRreviewer = "Friedrich Pillichshammer", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.015/mcma.2010.015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rudolf:2010:EBC, author = "Daniel Rudolf", title = "Error bounds for computing the expectation by {Markov} chain {Monte Carlo}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "323--342", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (37A25 60J22 65C20)", MRnumber = "2747819 (2012a:65010)", MRreviewer = "Natalie Packham", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.012/mcma.2010.012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2010:SIP, author = "Karl Sabelfeld and Nadja Loshchina", title = "Stochastic iterative projection methods for large linear systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "343--359", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.020", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65F10 65F20)", MRnumber = "2747820 (2011m:65011)", MRreviewer = "Massimo Di Pierro", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.020/mcma.2010.020.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sak:2010:INI, author = "Halis Sak", title = "Increasing the number of inner replications of multifactor portfolio credit risk simulation in the {$t$}-copula model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "361--377", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G40 (65C05 91G60)", MRnumber = "2747821 (2012a:91222)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.013/mcma.2010.013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shah:2010:GAA, author = "Manan Shah", title = "A genetic algorithm approach to estimate lower bounds of the star discrepancy", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "379--398", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "68T05 (11K38 68T20)", MRnumber = "2747822 (2011m:68234)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.014/mcma.2010.014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wagner:2010:RDF, author = "Wolfgang Wagner", title = "Random and deterministic fragmentation models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "399--420", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J25 (60J27)", MRnumber = "2747823", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.016/mcma.2010.016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zalewska:2010:MIA, author = "Marta Zalewska and Wojciech Niemiro and Boles{\l}aw Samoli{\'n}ski", title = "{MCMC} imputation in autologistic model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "16", number = "3--4", pages = "421--438", month = dec, year = "2010", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2010.017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (62J12 62P10 65C60)", MRnumber = "2747824 (2011m:65013)", MRreviewer = "Fabio Rapallo", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3/issue-files/mcma.2010.16.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2010.16.issue-3-4/mcma.2010.017/mcma.2010.017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Habibi:2011:NAD, author = "Reza Habibi", title = "A note on approximating distribution functions of cusum and cusumsq tests", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "1", pages = "1--10", month = mar, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62L10 (62E17 62M07 65C60)", MRnumber = "2784741", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/issue-files/mcma.2011.17.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/mcma.2011.005/mcma.2011.005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kiessling:2011:DAL, author = "Jonas Kiessling and Ra{\'u}l Tempone", title = "Diffusion approximation of {L{\'e}vy} processes with a view towards finance", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "1", pages = "11--45", month = mar, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60G51 60H35 65C30 91G60)", MRnumber = "2784742 (2012d:65009)", MRreviewer = "Antoine Jacquier", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/issue-files/mcma.2011.17.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/mcma.2011.003/mcma.2011.003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kloeden:2011:EPS, author = "Peter E. Kloeden and Carlos Sanz-Chac{\'o}n", title = "Efficient price sensitivity estimation of financial derivatives by weak derivatives", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "1", pages = "47--75", month = mar, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G60 (65C05)", MRnumber = "2784743 (2012a:91225)", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/issue-files/mcma.2011.17.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/mcma.2011.001/mcma.2011.001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lapeyre:2011:FAM, author = "Bernard Lapeyre and J{\'e}r{\^o}me Lelong", title = "A framework for adaptive {Monte Carlo} procedures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "1", pages = "77--98", month = mar, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60F05 62F12 62L20)", MRnumber = "2784744", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/issue-files/mcma.2011.17.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-1/mcma.2011.002/mcma.2011.002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Eichler:2011:CFM, author = "Andreas Eichler and Gunther Leobacher and Heidrun Zellinger", title = "Calibration of financial models using quasi-{Monte Carlo}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "2", pages = "99--131", month = jun, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G60 (65C05)", MRnumber = "2819703", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/issue-files/mcma.2011.17.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/mcma.2011.004/mcma.2011.004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Brumback:2011:HMH, author = "Terry E. {Brumback, Jr.} and Chien-Pin Chen", title = "Hybrid modeling of homogeneous gas-phase combustion reactions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "2", pages = "133--154", month = jun, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60-08 60G35 80A25)", MRnumber = "2819704", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/issue-files/mcma.2011.17.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/mcma.2011.006/mcma.2011.006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kozachenko:2011:PLD, author = "Yu. V. Kozachenko and Yu. Yu. Mlavets", title = "Probability of large deviations of sums of random processes from {Orlicz} space", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "2", pages = "155--168", month = jun, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60F05 60G07 65D30)", MRnumber = "2819705", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/issue-files/mcma.2011.17.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/mcma.2011.007/mcma.2011.007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Englander:2011:CBR, author = "J{\'a}nos Engl{\"a}nder and N{\'a}ndor Sieben", title = "Critical branching random walk in an {IID} environment", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "2", pages = "169--193", month = jun, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J80 (60K37)", MRnumber = "2819706", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/issue-files/mcma.2011.17.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-2/mcma.2011.008/mcma.2011.008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lang:2011:FSG, author = "Annika Lang and J{\"u}rgen Potthoff", title = "Fast simulation of {Gaussian} random fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "3", pages = "195--214", month = sep, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/issue-files/mcma.2011.17.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See erratum \cite{Lang:2013:EFS}.", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/mcma.2011.009/mcma.2011.009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Turchyn:2011:SSG, author = "Yevgen V. Turchyn", title = "Simulation of sub-{Gaussian} processes using wavelets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "3", pages = "215--231", month = sep, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/issue-files/mcma.2011.17.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/mcma.2011.010/mcma.2011.010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Karlsson:2011:TAG, author = "Jesper Karlsson and Ra{\'u}l Tempone", title = "Towards automatic global error control: Computable weak error expansion for the tau-leap method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "3", pages = "233--278", month = sep, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/issue-files/mcma.2011.17.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/mcma.2011.011/mcma.2011.011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kawai:2011:EDS, author = "Reiichiro Kawai and Hiroki Masuda", title = "Exact discrete sampling of finite variation tempered stable {Ornstein--Uhlenbeck} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "3", pages = "279--300", month = sep, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/issue-files/mcma.2011.17.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-3/mcma.2011.012/mcma.2011.012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{McLeish:2011:GMD, author = "Don McLeish", title = "A general method for debiasing a {Monte Carlo} estimator", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "301--315", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.013/mcma.2011.013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Belaribi:2011:PAA, author = "Nadia Belaribi and Fran{\c{c}}ois Cuvelier and Francesco Russo", title = "A probabilistic algorithm approximating solutions of a singular {PDE} of porous media type", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "317--369", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.014/mcma.2011.014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sagna:2011:PBO, author = "Abass Sagna", title = "Pricing of barrier options by marginal functional quantization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "371--398", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.015/mcma.2011.015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Antyufeev:2011:NNR, author = "Victor S. Antyufeev", title = "Non-negative regularization for systems of linear algebraic equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "399--410", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.016/mcma.2011.016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ermakov:2011:VSM, author = "Sergej M. Ermakov", title = "Variance of the simplest {Monte Carlo} estimators in the sign-changing case", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "411--417", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.017/mcma.2011.017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2011:P, author = "Anonymous", title = "Prelims", journal = j-MONTE-CARLO-METHODS-APPL, volume = "17", number = "4", pages = "i--??", month = dec, year = "2011", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma.2011.prelims4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Feb 29 09:27:54 MST 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/issue-files/mcma.2011.17.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2011.17.issue-4/mcma.2011.prelims4/mcma.2011.prelims4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Laruelle:2012:SAA, author = "Sophie Laruelle and Gilles Pag{\`e}s", title = "Stochastic approximation with averaging innovation applied to Finance", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "1", pages = "1--51", month = mar, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2011-0018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 10 18:04:49 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/issue-files/mcma.2012.18.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/mcma-2011-0018/mcma-2011-0018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hanousek:2012:IPJ, author = "Jan Hanousek and Evzen Kocenda and Jan Novotn{\'y}", title = "The identification of price jumps", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "1", pages = "53--77", month = mar, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2011-0019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 10 18:04:49 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/issue-files/mcma.2012.18.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/mcma-2011-0019/mcma-2011-0019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Greslehner:2012:DHR, author = "Julia Greslehner and Friedrich Pillichshammer", title = "Discrepancy of higher rank polynomial lattice point sets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "1", pages = "79--108", month = mar, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 10 18:04:49 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/issue-files/mcma.2012.18.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/mcma-2012-0001/mcma-2012-0001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2012:Ma, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "1", pages = "i--??", month = mar, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-masthead1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 10 18:04:49 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/issue-files/mcma.2012.18.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-1/mcma-2012-masthead1/mcma-2012-masthead1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Al-Nasser:2012:PME, author = "Amer Ibrahim Al-Omari Amjad D. Al-Nasser", title = "On the population median estimation using robust extreme ranked set sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "109--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-0002/mcma-2012-0002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bris:2012:MFP, author = "Claude {Le Bris} and Tony Leli{\`e}vre and Mitchell Luskin and Danny Perez", title = "A mathematical formalization of the parallel replica dynamics", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "119--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-0003/mcma-2012-0003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Maire:2012:RED, author = "Sylvain Maire and Cyril Prissette", title = "A restarted estimation of distribution algorithm for solving sudoku puzzles", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "147--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-0004/mcma-2012-0004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mascagni:2012:PRN, author = "Michael Mascagni and Lin-Yee Hin", title = "Parallel random number generators in {Monte Carlo} derivative pricing: An application-based test", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "161--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-0005/mcma-2012-0005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Aistleitner:2012:PEB, author = "Christoph Aistleitner and Markus Hofer", title = "Probabilistic error bounds for the discrepancy of mixed sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "181--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-0006/mcma-2012-0006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2012:Mb, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "2", pages = "i--??", month = jun, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-masthead2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/issue-files/mcma.2012.18.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-2/mcma-2012-masthead2/mcma-2012-masthead2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Azevedo:2012:QMC, author = "Juarez S. Azevedo", title = "Quasi {Monte Carlo} methods applied to equations in transient regime on the Theis equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "3", pages = "201--??", month = sep, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/issue-files/mcma.2012.18.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/mcma-2012-0007/mcma-2012-0007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2012:SBC, author = "Karl Sabelfeld and Nadezhda Mozartova", title = "Stochastic boundary collocation and spectral methods for solving {PDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "3", pages = "217--??", month = sep, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/issue-files/mcma.2012.18.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/mcma-2012-0008/mcma-2012-0008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chatterjee:2012:GFM, author = "Kausik Chatterjee and Akshay Anantapadmanabhan", title = "A {Green's} function {Monte Carlo} algorithm for the {Helmholtz} equation subject to {Neumann} and mixed boundary conditions: Validation with an {$1$D} benchmark problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "3", pages = "265--??", month = sep, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/issue-files/mcma.2012.18.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/mcma-2012-0009/mcma-2012-0009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2012:Mc, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "3", pages = "i--??", month = sep, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-masthead3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Oct 26 08:57:23 MDT 2012", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/issue-files/mcma.2012.18.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-3/mcma-2012-masthead3/mcma-2012-masthead3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Habibi:2012:NNM, author = "Reza Habibi", title = "A note on {Newton}'s method for system of stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "4", pages = "275--??", month = dec, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:19 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/issue-files/mcma.2012.18.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/mcma-2012-0010/mcma-2012-0010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Frikha:2012:QBR, author = "Noufel Frikha and Abass Sagna", title = "Quantization based recursive importance sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "4", pages = "287--??", month = dec, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:19 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/issue-files/mcma.2012.18.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/mcma-2012-0011/mcma-2012-0011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mori:2012:DSG, author = "Makoto Mori and Masaki Mori", title = "Dynamical system generated by algebraic method and low discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "4", pages = "327--??", month = dec, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:19 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/issue-files/mcma.2012.18.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/mcma-2012-0012/mcma-2012-0012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Potzelberger:2012:IMC, author = "Klaus P{\"o}tzelberger", title = "Improving the {Monte Carlo} estimation of boundary crossing probabilities by control variables", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "4", pages = "353--??", month = dec, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:19 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/issue-files/mcma.2012.18.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/mcma-2012-0013/mcma-2012-0013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2012:Md, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "18", number = "4", pages = "i--??", month = dec, year = "2012", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-masthead4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:19 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/issue-files/mcma.2012.18.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2012.18.issue-4/mcma-2012-masthead4/mcma-2012-masthead4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Schretter:2013:DIM, author = "Colas Schretter and Harald Niederreiter", title = "A direct inversion method for non-uniform quasi-random point sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "1", pages = "1--??", month = mar, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2012-0014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:20 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/issue-files/mcma.2013.19.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/mcma-2012-0014/mcma-2012-0014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", keywords = "golden ratio sequence; inversion method; non-uniform distribution; quasi-random points; van der Corput sequence", } @Article{Labart:2013:PAS, author = "C{\'e}line Labart and J{\'e}r{\^o}me Lelong", title = "A parallel algorithm for solving {BSDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "1", pages = "11--??", month = mar, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:20 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/issue-files/mcma.2013.19.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/mcma-2013-0001/mcma-2013-0001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Etore:2013:ESO, author = "Pierre {\'E}tor{\'e} and Miguel Martinez", title = "Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "1", pages = "41--??", month = mar, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:20 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/issue-files/mcma.2013.19.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/mcma-2013-0002/mcma-2013-0002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lang:2013:EFS, author = "Annika Lang and J{\"u}rgen Potthoff", title = "Erratum: Fast simulation of {Gaussian} random fields {[Monte Carlo Methods Appl. {\bf 17} (2011), 195--214]}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "1", pages = "73--??", month = mar, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:20 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/issue-files/mcma.2013.19.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", note = "See \cite{Lang:2011:FSG}.", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/mcma-2013-0003/mcma-2013-0003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2013:Ma, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "1", pages = "i--??", month = mar, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-masthead1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 30 16:00:20 MDT 2013", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/issue-files/mcma.2013.19.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-1/mcma-2013-masthead1/mcma-2013-masthead1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2013:Mb, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "2", pages = "i--??", month = jul, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-masthead2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 15:15:48 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/issue-files/mcma.2013.19.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/mcma-2013-masthead2/mcma-2013-masthead2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mascagni:2013:PPR, author = "Michael Mascagni and Lin-Yee Hin", title = "Parallel pseudo-random number generators: A derivative pricing perspective with the {Heston} stochastic volatility model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "2", pages = "77--??", month = jul, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:28:59 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/issue-files/mcma.2013.19.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/mcma-2013-0006/mcma-2013-0006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fernandez:2013:DBF, author = "Lexuri Fern{\'a}ndez and Peter Hieber and Matthias Scherer", title = "Double-barrier first-passage times of jump-diffusion processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "2", pages = "107--??", month = jul, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:28:59 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/issue-files/mcma.2013.19.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/mcma-2013-0005/mcma-2013-0005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Field:2013:AFG, author = "Richard V. {Field, Jr.} and Mircea Grigoriu and Clark R. Dohrmann", title = "An algorithm for on-the-fly generation of samples of non-stationary {Gaussian} processes based on a sampling theorem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "2", pages = "143--??", month = jul, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:28:59 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/issue-files/mcma.2013.19.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/mcma-2013-0004/mcma-2013-0004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kozachenko:2013:LBT, author = "Yury Kozachenko and Oleksandr Kurchenko and Olga Synyavska", title = "{Levy--Baxter} theorems for one class of non-{Gaussian} random fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "3", pages = "171--??", month = sep, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:01 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/issue-files/mcma.2013.19.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-0007/mcma-2013-0007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zherelo:2013:CMB, author = "Anatoly Zherelo", title = "On convergence of the method based on approximately exact formulas for functional polynomials for calculation of expectations of functionals to solutions of stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "3", pages = "183--??", month = sep, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:01 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/issue-files/mcma.2013.19.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-0009/mcma-2013-0009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Maire:2013:MCA, author = "Sylvain Maire and Etienne Tanr{\'e}", title = "{Monte Carlo} approximations of the {Neumann} problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "3", pages = "201--??", month = sep, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:01 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/issue-files/mcma.2013.19.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-0010/mcma-2013-0010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Imai:2013:CRN, author = "Junichi Imai", title = "Comparison of random number generators via {Fourier} transform", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "3", pages = "237--259", month = sep, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:01 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/issue-files/mcma.2013.19.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-0012/mcma-2013-0012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2013:Mc, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "3", pages = "i--??", month = sep, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-masthead3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 15:15:49 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/issue-files/mcma.2013.19.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-masthead3/mcma-2013-masthead3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chi:2013:GPM, author = "Hongmei Chi", title = "Generation of parallel modified {Kronecker} sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "4", pages = "261--??", month = dec, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:02 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/issue-files/mcma.2013.19.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/mcma-2013-0008/mcma-2013-0008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yang:2013:NNS, author = "Xuewei Yang", title = "A new numerical scheme for a class of reflected stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "4", pages = "273--??", month = dec, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:02 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/issue-files/mcma.2013.19.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/mcma-2013-0011/mcma-2013-0011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rostamy:2013:WCE, author = "Davoud Rostamy and Mohammad Jabbari and Mahshid Gadirian", title = "Worst case error for integro-differential equations by a lattice--{Nystr{\"o}m} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "4", pages = "281--??", month = dec, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:02 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/issue-files/mcma.2013.19.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/mcma-2013-0013/mcma-2013-0013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{BenZineb:2013:PCV, author = "Tarik {Ben Zineb} and Emmanuel Gobet", title = "Preliminary control variates to improve empirical regression methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "4", pages = "331--??", month = dec, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:02 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/issue-files/mcma.2013.19.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/mcma-2013-0015/mcma-2013-0015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2013:Md, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "19", number = "4", pages = "i--??", month = dec, year = "2013", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-masthead2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:28:59 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2013.19.issue-4/issue-files/mcma.2013.19.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-2/mcma-2013-masthead2/mcma-2013-masthead2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2014:M, author = "Anonymous", title = "Masthead", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "i--??", month = jan, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-masthead3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:01 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.3.-1991.issue-19/issue-files/mcma.3.-1991.issue-19.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2013.19.issue-3/mcma-2013-masthead3/mcma-2013-masthead3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hoel:2014:IAA, author = "H{\aa}kon Hoel and Erik von Schwerin and Anders Szepessy and Ra{\'u}l Tempone", title = "Implementation and analysis of an adaptive multilevel {Monte Carlo} algorithm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "1--??", month = mar, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:03 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/issue-files/mcma.2014.20.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/mcma-2013-0014/mcma-2013-0014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sellier:2014:BSW, author = "Jean Michel Sellier and Mihail Nedjalkov and Ivan Dimov and Siegfried Selberherr", title = "A benchmark study of the {Wigner} {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "43--??", month = mar, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:03 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/issue-files/mcma.2014.20.issue-1.xml; http://www.math.utah.edu/pub/bibnet/authors/w/wigner-eugene.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/mcma-2013-0018/mcma-2013-0018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chatterjee:2014:NGF, author = "Kausik Chatterjee and John R. Roadcap and Surendra Singh", title = "A new {Green}'s function {Monte Carlo} algorithm for the solution of the three-dimensional nonlinear {Poisson--Boltzmann} equation: Application to the modeling of plasma sheath layers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "53--??", month = mar, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:03 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/issue-files/mcma.2014.20.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/mcma-2013-0016/mcma-2013-0016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Singh:2014:CMC, author = "Vipul Kumar Singh", title = "Competency of {Monte Carlo} and {Black--Scholes} in pricing {Nifty} index options: A vis-{\`a}-vis study", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "61--??", month = mar, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:03 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/issue-files/mcma.2014.20.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/mcma-2013-0017/mcma-2013-0017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2014:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "1", pages = "i--??", month = mar, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Wed Mar 5 11:29:03 MST 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/issue-files/mcma.2014.20.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-1/mcma-2014-frontmatter1/mcma-2014-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2014:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "i--??", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2014-frontmatter2/mcma-2014-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Metzler:2014:RES, author = "Adam Metzler and Alexandre Scott", title = "Rare event simulation for diffusion processes via two-stage importance sampling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "77--??", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2013-0019/mcma-2013-0019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mascagni:2014:HPC, author = "Michael Mascagni and Yue Qiu and Lin-Yee Hin", title = "High performance computing in quantitative finance: A review from the pseudo-random number generator perspective", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "101--120", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0020", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2013-0020/mcma-2013-0020.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grigoriu:2014:EMC, author = "Mircea Grigoriu", title = "An efficient {Monte Carlo} solution for problems with random matrices", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "121--??", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2013-0021/mcma-2013-0021.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kozachenko:2014:CHT, author = "Yuriy V. Kozachenko and Mykola P. Sergiienko", title = "The criterion of hypothesis testing on the covariance function of a {Gaussian} stochastic process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "137--??", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0023", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2013-0023/mcma-2013-0023.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kharroubi:2014:NAF, author = "Idris Kharroubi and Nicolas Langren{\'e} and Huy{\^e}n Pham", title = "A numerical algorithm for fully nonlinear {HJB} equations: An approach by control randomization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "2", pages = "145--??", month = jun, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0024", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:56 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/issue-files/mcma.2014.20.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-2/mcma-2013-0024/mcma-2013-0024.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2014:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "i--??", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2014-frontmatter3/mcma-2014-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2014:QMC, author = "Ilya M. Sobol and Boris V. Shukhman", title = "Quasi-{Monte Carlo}: A high-dimensional experiment", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "167--171", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0022", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2013-0022/mcma-2013-0022.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2014:SMI, author = "Karl K. Sabelfeld and Alexander I. Levykin", title = "A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "173--??", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2014-0001/mcma-2014-0001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{BenAlaya:2014:MMC, author = "Mohamed {Ben Alaya} and Ahmed Kebaier", title = "Multilevel {Monte Carlo} for {Asian} options and limit theorems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "181--??", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0025", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2013-0025/mcma-2013-0025.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Abbas-Turki:2014:TCM, author = "Lokman A. Abbas-Turki and Aych I. Bouselmi and Mohammed A. Mikou", title = "Toward a coherent {Monte Carlo} simulation of {CVA}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "195--??", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0026", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2013-0026/mcma-2013-0026.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hwang:2014:FIK, author = "Chi-Ok Hwang and Seung-Yeon Kim", title = "Field-induced {Kosterlitz--Thouless} transition in critical triangular-lattice antiferromagnets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "3", pages = "217--??", month = sep, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2013-0027", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Sep 9 18:42:58 MDT 2014", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/issue-files/mcma.2014.20.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-3/mcma-2013-0027/mcma-2013-0027.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2014:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "i--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-frontmatter4/mcma-2014-frontmatter4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Imamura:2014:NSB, author = "Yuri Imamura and Yuta Ishigaki and Toshiki Okumura", title = "A numerical scheme based on semi-static hedging strategy", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "223--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-0002/mcma-2014-0002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lee:2014:MAE, author = "Seung-Hwan Lee and Eun-Joo Lee", title = "A martingale approach to estimating confidence band with censored data", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "237--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-0003/mcma-2014-0003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{DelChicca:2014:HMC, author = "Lucia {Del Chicca} and Gerhard Larcher", title = "Hybrid {Monte Carlo} methods in credit risk management", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "245--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-0004/mcma-2014-0004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Heinz:2014:UQW, author = "Stefan Heinz", title = "Uncertainty quantification of world population growth: A self-similar {PDF} model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "261--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-0005/mcma-2014-0005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2014:SPC, author = "Irina A. Shalimova and Karl K. Sabelfeld", title = "Stochastic polynomial chaos based algorithm for solving {PDEs} with random coefficients", journal = j-MONTE-CARLO-METHODS-APPL, volume = "20", number = "4", pages = "279--??", month = dec, year = "2014", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Feb 13 11:47:46 MST 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/issue-files/mcma.2014.20.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2014.20.issue-4/mcma-2014-0006/mcma-2014-0006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2015:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "i--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2015-frontmatter1/mcma-2015-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Corlay:2015:FQB, author = "Sylvain Corlay and Gilles Pag{\`e}s", title = "Functional quantization-based stratified sampling methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "1--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0010/mcma-2014-0010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2015:SSF, author = "Karl K. Sabelfeld and Alexander I. Levykin and Anastasiya E. Kireeva", title = "Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by {Smoluchowski} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "33--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0012/mcma-2014-0012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Cepeda-Cuervo:2015:BBR, author = "Edilberto Cepeda-Cuervo and Liliana Garrido", title = "{Bayesian} beta regression models with joint mean and dispersion modeling", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "49--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0007/mcma-2014-0007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hssikou:2015:DMT, author = "Mohamed Hssikou and Jamal Baliti and Yassir Bouzineb and Mohammed Alaoui", title = "{DSMC} method for a two-dimensional flow with a gravity field in a square cavity", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "59--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0009/mcma-2014-0009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Stallinga:2015:CS, author = "Peter Stallinga and Igor Khmelinskii", title = "Consensus in science", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "69--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0008/mcma-2014-0008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sharifzadeh:2015:MBM, author = "Mohsen Sharifzadeh and Hosein Afarideh and Hosein Khalafi and Reza Gholipour", title = "A {Matlab}-based {Monte Carlo} algorithm for transport of gamma-rays in matter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "1", pages = "77--??", month = mar, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu May 28 12:06:34 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/issue-files/mcma.2015.21.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/matlab.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-1/mcma-2014-0011/mcma-2014-0011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2015:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "i--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2015-frontmatter2/mcma-2015-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Li:2015:OSP, author = "Kai Li and Kaj Nystr{\"o}m and Marcus Olofsson", title = "Optimal switching problems under partial information", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "91--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0013/mcma-2014-0013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wagner:2015:CPM, author = "Wolfgang Wagner", title = "A class of probabilistic models for the {Schr{\"o}dinger} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "121--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0014/mcma-2014-0014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Burch:2015:CET, author = "Nathanial Burch and R. B. Lehoucq", title = "Computing the exit-time for a finite-range symmetric jump process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "139--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0015/mcma-2014-0015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2015:SSP, author = "Dmitriy Kolyukhin and Karl K. Sabelfeld", title = "Stochastic small perturbation based simulation technique for solving isotropic elastostatics equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "153--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0016/mcma-2014-0016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Andersen:2015:MEL, author = "Timothy D. Andersen and Michael Mascagni", title = "Memory efficient lagged-{Fibonacci} random number generators for {GPU} supercomputing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "163--174", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/fibquart.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib; http://www.math.utah.edu/pub/tex/bib/super.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0017/mcma-2014-0017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shukhman:2015:LTA, author = "Boris V. Shukhman and Ilya M. Sobol", title = "A limit theorem for average dimensions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "2", pages = "175--??", month = jun, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2014-0018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/issue-files/mcma.2015.21.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-2/mcma-2014-0018/mcma-2014-0018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2015:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "i--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-frontmatter3/mcma-2015-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Antonov:2015:RCQ, author = "Anton A. Antonov and Sergej M. Ermakov", title = "Random cubatures and quasi-{Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "179--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0102", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-0102/mcma-2015-0102.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kabanikhin:2015:NSI, author = "Sergey I. Kabanikhin and Karl K. Sabelfeld and Nikita S. Novikov and Maxim A. Shishlenin", title = "Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "189--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0103", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-0103/mcma-2015-0103.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Begin:2015:SHM, author = "Jean-Fran{\c{c}}ois B{\'e}gin and Myl{\`e}ne B{\'e}dard and Patrice Gaillardetz", title = "Simulating from the {Heston} model: A gamma approximation scheme", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "205--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0105", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-0105/mcma-2015-0105.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kozachenko:2015:RAS, author = "Yuriy V. Kozachenko and Yuriy Y. Mlavets", title = "Reliability and accuracy in the space {$ L_p(T) $} for the calculation of integrals depending on a parameter by the {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "233--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0104", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-0104/mcma-2015-0104.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2015:NNS, author = "Nikolaos Halidias", title = "A new numerical scheme for the {CIR} process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "3", pages = "245--??", month = sep, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0101", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Sep 24 13:38:13 MDT 2015", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/issue-files/mcma.2015.21.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "http://www.degruyter.com/view/j/mcma.2015.21.issue-3/mcma-2015-0101/mcma-2015-0101.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2015:F, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "i--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-frontmatter4/mcma-2015-frontmatter4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Aristoff:2015:PRM, author = "David Aristoff", title = "The parallel replica method for computing equilibrium averages of {Markov} chains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "255--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0110", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0110/mcma-2015-0110.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Antyufeev:2015:MVM, author = "Victor S. Antyufeev", title = "Mathematical verification of the {Monte Carlo} maximum cross-section technique", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "275--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0106", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0106/mcma-2015-0106.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pantsulaia:2015:IDM, author = "Gogi R. Pantsulaia", title = "Infinite-dimensional {Monte-Carlo} integration", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "283--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0108", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0108/mcma-2015-0108.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bounnite:2015:WCT, author = "Mohamed Yasser Bounnite and Abdelaziz Nasroallah", title = "Widening and clustering techniques allowing the use of monotone {CFTP} algorithm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "301--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0111/mcma-2015-0111.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2015:CPP, author = "Nikolaos Halidias", title = "Constructing positivity preserving numerical schemes for the two-factor {CIR} model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "313--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0109", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0109/mcma-2015-0109.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Makhotkin:2015:SRV, author = "Oleg A. Makhotkin", title = "Simulation of random variates with the {Morgenstern} distribution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "21", number = "4", pages = "325--??", month = dec, year = "2015", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2015-0107", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:09:45 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2015.21.issue-4/issue-files/mcma.2015.21.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2015.21.issue-4/mcma-2015-0107/mcma-2015-0107.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2016:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "1", pages = "i--??", month = mar, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:23 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-1/issue-files/mcma.2016.22.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-1/mcma-2016-frontmatter1/mcma-2016-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dereudre:2016:ERT, author = "David Dereudre and Sara Mazzonetto and Sylvie Roelly", title = "An explicit representation of the transition densities of the skew {Brownian} motion with drift and two semipermeable barriers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "1", pages = "1--??", month = mar, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0100", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:23 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-1/issue-files/mcma.2016.22.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-1/mcma-2016-0100/mcma-2016-0100.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{LeBris:2016:SQS, author = "Claude {Le Bris} and Fr{\'e}d{\'e}ric Legoll and William Minvielle", title = "Special quasirandom structures: A selection approach for stochastic homogenization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "1", pages = "25--??", month = mar, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0101", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:23 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-1/issue-files/mcma.2016.22.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-1/mcma-2016-0101/mcma-2016-0101.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2016:SSP, author = "Karl K. Sabelfeld", title = "Splitting and survival probabilities in stochastic random walk methods and applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "1", pages = "55--??", month = mar, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0103", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:23 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-1/issue-files/mcma.2016.22.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-1/mcma-2016-0103/mcma-2016-0103.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Benov:2016:MPF, author = "Dobriyan M. Benov", title = "The {Manhattan Project}, the first electronic computer and the {Monte Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "1", pages = "73--??", month = mar, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0102", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:23 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-1/issue-files/mcma.2016.22.issue-1.xml; http://www.math.utah.edu/pub/bibnet/authors/u/ulam-stanislaw-m.bib; http://www.math.utah.edu/pub/bibnet/authors/v/von-neumann-john.bib; http://www.math.utah.edu/pub/tex/bib/einstein.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-1/mcma-2016-0102/mcma-2016-0102.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2016:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "i--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-frontmatter2/mcma-2016-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Levada:2016:IGS, author = "Alexandre L. Levada", title = "Information geometry, simulation and complexity in {Gaussian} random fields", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "81--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0107", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-0107/mcma-2016-0107.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2016:CBF, author = "Vladimir Nekrutkin", title = "On the complexity of binary floating point pseudorandom generation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "109--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0105", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-0105/mcma-2016-0105.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2016:RWSa, author = "Karl K. Sabelfeld", title = "Random walk on semi-cylinders for diffusion problems with mixed {Dirichlet--Robin} boundary conditions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "117--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0108", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-0108/mcma-2016-0108.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nguyen:2016:ARM, author = "Nguyet Nguyen and Giray kten", title = "The acceptance--rejection method for low-discrepancy sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "133--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0104", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-0104/mcma-2016-0104.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bouazza:2016:SSS, author = "Abdelkader Bouazza and Abderrahmane Settaouti", title = "Study and simulation of the sputtering process of material layers in plasma", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "2", pages = "149--??", month = jun, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0106", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:07:29 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-2/issue-files/mcma.2016.22.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-2/mcma-2016-0106/mcma-2016-0106.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2016:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "3", pages = "i--??", month = sep, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:43 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-3/issue-files/mcma.2016.22.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-3/mcma-2016-frontmatter3/mcma-2016-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kong:2016:NPG, author = "Rong Kong and Jerome Spanier", title = "A new proof of geometric convergence for the adaptive generalized weighted analog sampling {(GWAS)} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "3", pages = "161--??", month = sep, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0110", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:43 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-3/issue-files/mcma.2016.22.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-3/mcma-2016-0110/mcma-2016-0110.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{AlGerbi:2016:NVS, author = "Anis {Al Gerbi} and Benjamin Jourdain and Emmanuelle Cl{\'e}ment", title = "{Ninomiya--Victoir} scheme: Strong convergence, antithetic version and application to multilevel estimators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "3", pages = "197--??", month = sep, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0109", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:43 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-3/issue-files/mcma.2016.22.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-3/mcma-2016-0109/mcma-2016-0109.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Matoussi:2016:NCB, author = "Anis Matoussi and Wissal Sabbagh", title = "Numerical computation for backward doubly {SDEs} with random terminal time", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "3", pages = "229--??", month = sep, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:43 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-3/issue-files/mcma.2016.22.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-3/mcma-2016-0111/mcma-2016-0111.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2016:VMC, author = "Karl K. Sabelfeld", title = "Vector {Monte Carlo} stochastic matrix-based algorithms for large linear systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "3", pages = "259--??", month = sep, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0112", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Nov 25 09:12:43 MST 2016", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-3/issue-files/mcma.2016.22.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-3/mcma-2016-0112/mcma-2016-0112.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2016:F, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "i--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-frontmatter4/mcma-2016-frontmatter4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2016:RWSb, author = "Karl K. Sabelfeld", title = "Random walk on spheres method for solving drift--diffusion problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "265--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0118", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0118/mcma-2016-0118.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2016:CBP, author = "Nikolaos Halidias", title = "On the construction of boundary preserving numerical schemes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "277--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0113/mcma-2016-0113.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Corcoran:2016:PPS, author = "Jem N. Corcoran and Dale Jennings and Paul VaughanMiller", title = "Perfect and $ \epsilon $-perfect simulation methods for the one-dimensional {Kac} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "291--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0114", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0114/mcma-2016-0114.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Benabdallah:2016:AEM, author = "Mohsine Benabdallah and Youssfi Elkettani and Kamal Hiderah", title = "Approximation of {Euler--Maruyama} for one-dimensional stochastic differential equations involving the local times of the unknown process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "307--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0115", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0115/mcma-2016-0115.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fathi-Vajargah:2016:IMC, author = "Behrouz Fathi-Vajargah and Mohadeseh Kanafchian", title = "Improved {Markov} Chain {Monte Carlo} method for cryptanalysis substitution--transposition cipher", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "323--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0116", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0116/mcma-2016-0116.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hssikou:2016:PCF, author = "Mohamed Hssikou and Jamal Baliti and Mohammed Alaoui", title = "The planar {Couette} flow with slip and jump boundary conditions in a microchannel", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "337--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0117", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0117/mcma-2016-0117.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Harase:2016:SEL, author = "Shin Harase", title = "A search for extensible low-{WAFOM} point sets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "22", number = "4", pages = "349--??", month = dec, year = "2016", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0119", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:32 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2016.22.issue-4/issue-files/mcma.2016.22.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2016.22.issue-4/mcma-2016-0119/mcma-2016-0119.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2017:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "1", pages = "i--??", month = mar, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:33 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-1/issue-files/mcma.2017.23.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-1/mcma-2017-frontmatter1/mcma-2017-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rey:2017:CTV, author = "Cl{\'e}ment Rey", title = "Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "1", pages = "1--??", month = mar, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2016-0120", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:33 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-1/issue-files/mcma.2017.23.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-1/mcma-2016-0120/mcma-2016-0120.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{ElKhaldi:2017:TMD, author = "Khaldoun {El Khaldi} and Elias G. Saleeby", title = "On the tangent model for the density of lines and a {Monte Carlo} method for computing hypersurface area", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "1", pages = "13--??", month = mar, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0100", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:33 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-1/issue-files/mcma.2017.23.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-1/mcma-2017-0100/mcma-2017-0100.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fort:2017:MDB, author = "Gersende Fort and Emmanuel Gobet and Eric Moulines", title = "{MCMC} design-based non-parametric regression for rare event. {Application} to nested risk computations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "1", pages = "21--??", month = mar, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0101", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:33 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-1/issue-files/mcma.2017.23.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-1/mcma-2017-0101/mcma-2017-0101.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Giorgi:2017:LTW, author = "Daphn{\'e} Giorgi and Vincent Lemaire and Gilles Pag{\`e}s", title = "Limit theorems for weighted and regular multilevel estimators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "1", pages = "43--??", month = mar, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0102", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 17 07:33:33 MDT 2017", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-1/issue-files/mcma.2017.23.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-1/mcma-2017-0102/mcma-2017-0102.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2017:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "i--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-frontmatter2/mcma-2017-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Cattiaux:2017:IDE, author = "Patrick Cattiaux and Jos{\'e} R. Le{\'o}n and Cl{\'e}mentine Prieur", title = "Invariant density estimation for a reflected diffusion using an {Euler} scheme", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "71--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0104", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0104/mcma-2017-0104.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Aljahdali:2017:FIS, author = "Asia Aljahdali and Michael Mascagni", title = "{Feistel}-inspired scrambling improves the quality of linear congruential generators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "89--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0105", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0105/mcma-2017-0105.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2017:SPC, author = "Irina A. Shalimova and Karl K. Sabelfeld", title = "Stochastic polynomial chaos expansion method for random {Darcy} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "101--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0109", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0109/mcma-2017-0109.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Iddi:2017:ECM, author = "Samuel Iddi and Esther O. Nwoko", title = "Effect of covariate misspecifications in the marginalized zero-inflated {Poisson} model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "111--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0106", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0106/mcma-2017-0106.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kashtanov:2017:SMM, author = "Yuri Kashtanov", title = "Stochastic mesh method for optimal stopping problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "121--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0107", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0107/mcma-2017-0107.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Khan:2017:CBC, author = "Naushad Mamode Khan and Wasseem Rumjaun and Yuvraj Sunecher and Vandna Jowaheer", title = "Computing with bivariate {COM-Poisson} model under different copulas", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "131--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0103", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0103/mcma-2017-0103.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Fathi-Vajargah:2017:IMC, author = "Behrouz Fathi-Vajargah and Mohadeseh Kanafchian", title = "Improved {Markov} Chain {Monte Carlo} method for cryptanalysis substitution-transposition cipher", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "2", pages = "147--??", month = jun, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0108", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-2/issue-files/mcma.2017.23.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/cryptography2010.bib; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-2/mcma-2017-0108/mcma-2017-0108.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2017:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "3", pages = "i--??", month = sep, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-3/issue-files/mcma.2017.23.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-3/mcma-2017-frontmatter3/mcma-2017-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2017:MCC, author = "Alexander Egorov and Victor Malyutin", title = "A method for the calculation of characteristics for the solution to stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "3", pages = "149--??", month = sep, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0110", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-3/issue-files/mcma.2017.23.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-3/mcma-2017-0110/mcma-2017-0110.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Iglesias:2017:UBC, author = "Emma M. Iglesias and Garry D. A. Phillips", title = "The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "3", pages = "159--??", month = sep, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-3/issue-files/mcma.2017.23.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-3/mcma-2017-0111/mcma-2017-0111.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grigoriu:2017:MCA, author = "Mircea Grigoriu", title = "{Monte Carlo} algorithm for vector-valued {Gaussian} functions with preset component accuracies", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "3", pages = "165--??", month = sep, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0112", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-3/issue-files/mcma.2017.23.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-3/mcma-2017-0112/mcma-2017-0112.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2017:RWS, author = "Karl K. Sabelfeld", title = "Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "23", number = "3", pages = "189--??", month = sep, year = "2017", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2017-0113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:32 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2017.23.issue-3/issue-files/mcma.2017.23.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2017.23.issue-3/mcma-2017-0113/mcma-2017-0113.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2018:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "i--??", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-frontmatter1/mcma-2018-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Creasey:2018:FGI, author = "Peter E. Creasey and Annika Lang", title = "Fast generation of isotropic {Gaussian} random fields on the sphere", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "1--11", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G60 (35J08 60G15 65T50)", MRnumber = "3770027", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0001/mcma-2018-0001.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Evarest:2018:WDP, author = "Emmanuel Evarest and Fredrik Berntsson and Martin Singull and Xiangfeng Yang", title = "Weather derivatives pricing using regime switching model", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "13--27", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G20 (60G15 60G44 60H30 65C05 91G60)", MRnumber = "3770028", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0002/mcma-2018-0002.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Coskun:2018:PBO, author = "Sema Coskun and Ralf Korn", title = "Pricing barrier options in the {Heston} model using the {Heath--Platen} estimator", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "29--41", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "91G60", MRnumber = "3770029", MRreviewer = "Shashi Jain", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0004/mcma-2018-0004.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2018:RWS, author = "Irina Shalimova and Karl K. Sabelfeld", title = "Random walk on spheres method for solving anisotropic drift-diffusion problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "43--54", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C40)", MRnumber = "3770030", MRreviewer = "Charles-Edouard Br\'{e}hier", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0006/mcma-2018-0006.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{LeCavil:2018:MCA, author = "Anthony {Le Cavil} and Nadia Oudjane and Francesco Russo", title = "{Monte-Carlo} algorithms for a forward {Feynman--Kac}-type representation for semilinear nonconservative partial differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "55--70", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60H10 (35K55 60H30 60J60 65C05 65C35 68U20)", MRnumber = "3770031", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0005/mcma-2018-0005.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Elkhechafi:2018:NHC, author = "Mariam Elkhechafi and Hanaa Hachimi and Youssfi Elkettani", title = "A new hybrid cuckoo search and firefly optimization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "1", pages = "71--77", month = mar, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "90C59 (68W27 68W40 90C15 90C29)", MRnumber = "3770032", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-1/issue-files/mcma.2018.24.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-1/mcma-2018-0003/mcma-2018-0003.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2018:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "i--??", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-frontmatter2/mcma-2018-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2018:PDL, author = "Karl K. Sabelfeld and Anastasiya Kireeva", title = "Probability distribution of the life time of a drift--diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "79--92", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (60J60 65C40 78M25)", MRnumber = "3808319", MRreviewer = "Alexander Yurevich Vlasov", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0007/mcma-2018-0007.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nguyen:2018:QMC, author = "Nguyet Nguyen and Linlin Xu and Giray {\"O}kten", title = "A quasi-{Monte Carlo} implementation of the ziggurat method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "93--99", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K45 (65C05 65C10 91G60)", MRnumber = "3808320", MRreviewer = "Takashi Goda", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0008/mcma-2018-0008.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Alouini:2018:ESL, author = "Mohamed-Slim Alouini and Nadhir {Ben Rached} and Abla Kammoun and Raul Tempone", title = "On the efficient simulation of the left-tail of the sum of correlated log-normal variates", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "101--115", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C60)", MRnumber = "3808321", MRreviewer = "Guoqi Qian", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0009/mcma-2018-0009.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Liu:2018:BEO, author = "Baisen Liu and Liangliang Wang and Jiguo Cao", title = "{Bayesian} estimation of ordinary differential equation models when the likelihood has multiple local modes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "117--127", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "62F15 (65C05)", MRnumber = "3808322", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0010/mcma-2018-0010.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rozora:2018:MLS, author = "Iryna Rozora and Mariia Lyzhechko", title = "On the modeling of linear system input stochastic processes with given accuracy and reliability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "129--137", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G15 (68U20)", MRnumber = "3808323", MRreviewer = "Elvira Di Nardo", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0011/mcma-2018-0011.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ermakov:2018:RRQ, author = "Sergej M. Ermakov and Svetlana N. Leora", title = "Remarks on randomization of quasi-random numbers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "139--145", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "11K45 (65C05 65C10 65D30)", MRnumber = "3808324", MRreviewer = "Takashi Goda", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0012/mcma-2018-0012.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2018:ADP, author = "Ilya M. Sobol and Boris V. Shukhman", title = "On average dimensions of particle transport estimators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "2", pages = "147--151", month = jun, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K45 65C35)", MRnumber = "3808325", MRreviewer = "H\aa kon Hoel", bibdate = "Fri Mar 8 15:35:33 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-2/issue-files/mcma.2018.24.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-2/mcma-2018-0013/mcma-2018-0013.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2018:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "i--??", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-frontmatter3/mcma-2018-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Baliti:2018:MCS, author = "Jamal Baliti and Mohamed Hssikou and Mohammed Alaoui", title = "{Monte Carlo} simulation of nonlinear gravity driven {Poiseuille--Couette} flow in a dilute gas", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "153--163", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (76P05)", MRnumber = "3849693", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0014/mcma-2018-0014.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Tamiti:2018:UVR, author = "Kenza Tamiti and Megdouda Ourbih-Tari and Abdelouhab Aloui and Khelidja Idjis", title = "The use of variance reduction, relative error and bias in testing the performance of {M/G/1} retrial queues estimators in {Monte Carlo} simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "165--178", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0015", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (11K45 37M05 62D05 90B22)", MRnumber = "3849694", MRreviewer = "Pranesh Kumar", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0015/mcma-2018-0015.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kozachenko:2018:SGF, author = "Yuriy Kozachenko and Anatolii Pashko and Olga Vasylyk", title = "Simulation of generalized fractional {Brownian} motion in {$ C([0, T]) $}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "179--192", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G15 (60G22 60G51 68U20)", MRnumber = "3849695", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0016/mcma-2018-0016.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2018:HKT, author = "Karl K. Sabelfeld and Georgy Eremeev", title = "A hybrid kinetic-thermodynamic {Monte Carlo} model for simulation of homogeneous burst nucleation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "193--202", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (80A10 82C80)", MRnumber = "3849696", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0017/mcma-2018-0017.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Muller:2018:MCM, author = "Christian M{\"u}ller and Fabian Weysser and Thomas Mrziglod and Andreas Schuppert", title = "{Markov-Chain Monte-Carlo} methods and non-identifiabilities", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "203--214", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05", MRnumber = "3849697", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0018/mcma-2018-0018.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bouazza:2018:UCE, author = "Abdelkader Bouazza and Abderrahmane Settaouti", title = "Understanding the contribution of energy and angular distribution in the morphology of thin films using {Monte Carlo} simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "3", pages = "215--224", month = sep, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-0019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "82D10 (65C05 82D35)", MRnumber = "3849698", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-3/issue-files/mcma.2018.24.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-3/mcma-2018-0019/mcma-2018-0019.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2018:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "i--??", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-frontmatter4/mcma-2018-frontmatter4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Warin:2018:NMC, author = "Xavier Warin", title = "Nesting {Monte Carlo} for high-dimensional non-linear {PDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "225--247", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2020", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (35G20 49L25)", MRnumber = "3891748", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2020/mcma-2018-2020.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Benabdallah:2018:SRC, author = "Mohsine Benabdallah and Kamal Hiderah", title = "Strong rate of convergence for the {Euler--Maruyama} approximation of one-dimensional stochastic differential equations involving the local time at point zero", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "249--262", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H10 60J55)", MRnumber = "3891749", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2021/mcma-2018-2021.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2018:GSA, author = "Dmitriy Kolyukhin", title = "Global sensitivity analysis for a stochastic flow problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "263--270", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2022", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (76S05)", MRnumber = "3884670", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2022/mcma-2018-2022.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chan:2018:SD, author = "Debora Chan and Andrea Rey and Juliana Gambini and Alejandro C. Frery", title = "Sampling from the {$ {\cal G}^0_I $} distribution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "271--287", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2023", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C10 (60E05)", MRnumber = "3891750", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2023/mcma-2018-2023.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yamada:2018:SOW, author = "Toshihiro Yamada and Kenta Yamamoto", title = "A second-order weak approximation of {SDEs} using a {Markov} chain without {L{\'e}vy} area simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "289--308", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2024", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H35 65C05 91G60)", MRnumber = "3884671", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2024/mcma-2018-2024.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lay:2018:IMM, author = "Harold A. Lay and Zane Colgin and Viktor Reshniak and Abdul Q. M. Khaliq", title = "On the implementation of multilevel {Monte Carlo} simulation of the stochastic volatility and interest rate model using multi-{GPU} clusters", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "309--321", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2025", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (65Y10 91G30)", MRnumber = "3884672", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2025/mcma-2018-2025.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Simonov:2018:RWA, author = "Nikolai A. Simonov", title = "Random walk algorithms for elliptic equations and boundary singularities", journal = j-MONTE-CARLO-METHODS-APPL, volume = "24", number = "4", pages = "323--327", month = dec, year = "2018", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2026", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C40 65N99)", MRnumber = "3884673", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2018.24.issue-4/issue-files/mcma.2018.24.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2018.24.issue-4/mcma-2018-2026/mcma-2018-2026.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2019:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "i--??", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2019-frontmatter1/mcma-2019-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pages:2019:RCI, author = "Gilles Pag{\`e}s and Cl{\'e}ment Rey", title = "Recursive computation of the invariant distributions of {Feller} processes: Revisited examples and new applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "1--36", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2018-2027", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60G10 (47A35 60F05 60J25 60J35 60J75 65C50)", MRnumber = "3918487", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2018-2027/mcma-2018-2027.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pelsser:2019:MCM, author = "Antoon Pelsser and Kossi Gnameho", title = "A {Monte Carlo} method for backward stochastic differential equations with {Hermite} martingales", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "37--60", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2028", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C30 (60H10 65C05 65C40)", MRnumber = "3918488", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2019-2028/mcma-2019-2028.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Harase:2019:CSS, author = "Shin Harase", title = "Comparison of {Sobol}' sequences in financial applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "61--74", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2029", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C10 65D30 91)", MRnumber = "3918489", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2019-2029/mcma-2019-2029.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Gur:2019:SBC, author = "Sercan G{\"u}r and Klaus P{\"o}tzelberger", title = "Sensitivity of boundary crossing probabilities of the {Brownian} motion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "75--83", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2031", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "60J70 (60G40 62F03 65C05)", MRnumber = "3918490", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2019-2031/mcma-2019-2031.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2019:GRW, author = "Karl K. Sabelfeld", title = "A global random walk on spheres algorithm for transient heat equation and some extensions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "1", pages = "85--96", month = mar, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2032", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", MRclass = "65C05 (65C40)", MRnumber = "3918491", bibdate = "Fri Mar 8 15:35:34 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-1/issue-files/mcma.2019.25.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-1/mcma-2019-2032/mcma-2019-2032.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2019:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "i--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-frontmatter2/mcma-2019-frontmatter2.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Naito:2019:TOW, author = "Riu Naito and Toshihiro Yamada", title = "A third-order weak approximation of multidimensional {It{\^o}} stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "97--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2036", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2036/mcma-2019-2036.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zarezadeh:2019:PDM, author = "Zakarya Zarezadeh and Giovanni Costantini", title = "{Particle diffusion Monte Carlo (PDMC)}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "121--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2037", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2037/mcma-2019-2037.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2019:RWR, author = "Karl K. Sabelfeld", title = "Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift--diffusion--reaction problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "131--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2039", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2039/mcma-2019-2039.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Braham:2019:ANM, author = "Hayette Braham and Louiza Berdjoudj and Mohamed Boualem and Nadji Rahmania", title = "Analysis of a non-{Markovian} queueing model: {Bayesian} statistics and {MCMC} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "147--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2035", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2035/mcma-2019-2035.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ermakov:2019:SSD, author = "Sergej M. Ermakov and Anna A. Pogosian", title = "On solving stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "155--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2038", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2038/mcma-2019-2038.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rabiei:2019:SMM, author = "Nima Rabiei and Elias G. Saleeby", title = "On the sample-mean method for computing hyper-volumes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "163--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2034", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2034/mcma-2019-2034.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Boubalou:2019:CMG, author = "Meriem Boubalou and Megdouda Ourbih-Tari and Abdelouhab Aloui and Arezki Zioui", title = "Comparing {M/G/1} queue estimators in {Monte Carlo} simulation through the tested generator {``getRDS''} and the proposed {``getLHS''} using variance reduction", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "2", pages = "177--??", month = jun, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2033", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 11:49:45 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-2/issue-files/mcma.2019.25.issue-2.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-2/mcma-2019-2033/mcma-2019-2033.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2019:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "i--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-frontmatter3/mcma-2019-frontmatter3.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bayousef:2019:CIO, author = "Manal Bayousef and Michael Mascagni", title = "A computational investigation of the optimal {Halton} sequence in {QMC} applications", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "187--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2041", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2041/mcma-2019-2041.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rajput:2019:GAD, author = "Nikhil Kumar Rajput", title = "{Gillespie} algorithm and diffusion approximation based on {Monte Carlo} simulation for innovation diffusion: a comparative study", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "209--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2040", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2040/mcma-2019-2040.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Turchyn:2019:WBS, author = "Ievgen Turchyn", title = "Wavelet-based simulation of random processes from certain classes with given accuracy and reliability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "217--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2042", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2042/mcma-2019-2042.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zhang:2019:PMM, author = "Lihao Zhang and Zeyang Ye and Yuefan Deng", title = "Parallel {MCMC} methods for global optimization", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "227--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2043", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2043/mcma-2019-2043.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Okano:2019:CVM, author = "Yusuke Okano and Toshihiro Yamada", title = "A control variate method for weak approximation of {SDEs} via discretization of numerical error of asymptotic expansion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "239--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2044", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2044/mcma-2019-2044.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2019:QMC, author = "I. M. Sobol and B. V. Shukhman", title = "Quasi-{Monte Carlo} method for solving {Fredholm} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "253--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2045", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2045/mcma-2019-2045.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Achiha:2019:GKW, author = "Taku Achiha and Hiroshi Sugita and Kenta Tonohiro and Yuto Yamamoto", title = "Generation of $k$-wise independent random variables with small randomness", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "259--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2046", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib; http://www.math.utah.edu/pub/tex/bib/prng.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2046/mcma-2019-2046.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2019:RWS, author = "Irina Shalimova and Karl K. Sabelfeld", title = "A random walk on small spheres method for solving transient anisotropic diffusion problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "3", pages = "271--??", month = sep, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2047", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Oct 8 08:27:48 MDT 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-3/issue-files/mcma.2019.25.issue-3.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-3/mcma-2019-2047/mcma-2019-2047.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2019:F, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "i--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-frontmatter4/mcma-2019-frontmatter4.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Weiss:2019:AOR, author = "Christian Wei{\ss} and Zoran Nikoli{\'c}", title = "An aspect of optimal regression design for {LSMC}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "283--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2049", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2049/mcma-2019-2049.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Jang:2019:ELS, author = "Hanbyeol Jang and Jian Wang and Junseok Kim", title = "Equity-linked security pricing and {Greeks} at arbitrary intermediate times using {Brownian} bridge", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "291--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2048", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2048/mcma-2019-2048.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pham:2019:BAM, author = "Hoa Pham and Huong T. T. Pham", title = "A {Bayesian} approach for multi-stage models with linear time-dependent hazard rate", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "307--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2051", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2051/mcma-2019-2051.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nasroallah:2019:KDF, author = "Abdelaziz Nasroallah and Mohamed Yasser Bounnite", title = "A kind of dual form for coupling from the past algorithm, to sample from {Markov} chain steady-state probability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "317--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2050", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2050/mcma-2019-2050.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hamlin:2019:GEW, author = "Preston Hamlin and W. John Thrasher and Walid Keyrouz and Michael Mascagni", title = "Geometry entrapment in Walk-on-Subdomains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "329--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2052", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2052/mcma-2019-2052.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Naito:2019:SOD, author = "Riu Naito and Toshihiro Yamada", title = "A second-order discretization for forward-backward {SDEs} using local approximations with {Malliavin} calculus", journal = j-MONTE-CARLO-METHODS-APPL, volume = "25", number = "4", pages = "341--??", month = dec, year = "2019", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2019-2053", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Sat Nov 30 08:34:37 MST 2019", bibsource = "http://www.degruyter.com/view/j/mcma.2019.25.issue-4/issue-files/mcma.2019.25.issue-4.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2019.25.issue-4/mcma-2019-2053/mcma-2019-2053.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2020:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "i--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-frontmatter1/mcma-2020-frontmatter1.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Vanslette:2020:WSQ, author = "Kevin Vanslette and Abdullatif {Al Alsheikh} and Kamal Youcef-Toumi", title = "Why simple quadrature is just as good as {Monte Carlo}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "1--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2055", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-2055/mcma-2020-2055.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Torres:2020:DPD, author = "David J. Torres", title = "Describing the {Pearson} {$R$} distribution of aggregate data", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "17--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2054", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-2054/mcma-2020-2054.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hiderah:2020:AEM, author = "Kamal Hiderah", title = "Approximation of {Euler--Maruyama} for one-dimensional stochastic differential equations involving the maximum process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "33--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2057", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-2057/mcma-2020-2057.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pham:2020:BIP, author = "Huong Thi Thu Pham and Hoa Pham and Darfiana Nur", title = "A {Bayesian} inference for the penalized spline joint models of longitudinal and time-to-event data: A prior sensitivity analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "49--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2058", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-2058/mcma-2020-2058.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bedouhene:2020:BPB, author = "Kahina Bedouhene and Nabil Zougab", title = "A {Bayesian} procedure for bandwidth selection in circular kernel density estimation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "1", pages = "69--??", month = mar, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2056", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 3 11:52:38 MST 2020", bibsource = "http://www.degruyter.com/view/j/mcma.2020.26.issue-1/issue-files/mcma.2020.26.issue-1.xml; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/view/j/mcma.2020.26.issue-1/mcma-2020-2056/mcma-2020-2056.xml", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2020:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "i--iv", day = "1", month = jun, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-frontmatter2/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Marozzi:2020:ITP, author = "Marco Marozzi and Shovan Chowdhury", title = "An index of teaching performance based on students' feedback", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "83--91", day = "15", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2059", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2059/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Muller:2020:NNA, author = "Christian M{\"u}ller and Holger Diedam and Thomas Mrziglod and Andreas Schuppert", title = "A neural network assisted {Metropolis} adjusted {Langevin} algorithm", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "93--111", day = "15", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2060", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2060/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ruzayqat:2020:UES, author = "Hamza M. Ruzayqat and Ajay Jasra", title = "Unbiased estimation of the solution to {Zakai}'s equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "113--129", day = "15", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2061", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2061/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bourgey:2020:MMC, author = "Florian Bourgey and Stefano {De Marco} and Emmanuel Gobet and Alexandre Zhou", title = "Multilevel {Monte Carlo} methods and lower--upper bounds in initial margin computations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "131--161", day = "15", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2062", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2062/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nekrutkin:2020:BDP, author = "Vladimir Nekrutkin", title = "Binary decompositions of probability densities and random-bit simulation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "2", pages = "163--169", day = "17", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2063", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:58 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2063/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2020:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "i--iv", day = "1", month = sep, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-frontmatter3/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sobol:2020:QIE, author = "Ilya M. Sobol and Boris V. Shukhman", title = "{QMC} integration errors and quasi-asymptotics", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "171--176", day = "16", month = jul, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2067", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2067/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2020:MCT, author = "Karl K. Sabelfeld and Nikita Popov", title = "{Monte Carlo} tracking drift-diffusion trajectories algorithm for solving narrow escape problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "177--191", day = "6", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2073", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2073/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nagy:2020:MMC, author = "Shady Ahmed Nagy and Mohamed A. El-Beltagy and Mohamed Wafa", title = "Multilevel {Monte Carlo} by using the {Halton} sequence", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "193--203", day = "17", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2065", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2065/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Reichl:2020:EML, author = "Johannes Reichl", title = "Estimating marginal likelihoods from the posterior draws through a geometric identity", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "205--221", day = "5", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2068", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2068/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Thrasher:2020:ESR, author = "W. John Thrasher and Michael Mascagni", title = "Examining sharp restart in a {Monte Carlo} method for the linearized {Poisson--Boltzmann} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "223--244", day = "11", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2069", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2069/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2020:SMT, author = "Dmitriy Kolyukhin", title = "Statistical modeling of three-dimensional fractal point sets with a given spatial probability distribution", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "245--252", day = "16", month = jul, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2066", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2066/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lee:2020:WLR, author = "Seung-Hwan Lee and Eun-Joo Lee", title = "A weighted log-rank test for comparing two survival curves", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "3", pages = "253--262", day = "15", month = apr, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2064", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2064/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2020:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "i--iv", day = "1", month = dec, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-frontmatter4/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kablukova:2020:DVG, author = "Evgenia Kablukova and Karl Sabelfeld and Dmitrii Y. Protasov and Konstantin S. Zhuravlev", title = "Drift velocity in {GaN} semiconductors: {Monte Carlo} simulation and comparison with experimental measurements", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "263--271", day = "30", month = oct, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2077", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2077/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ji:2020:GVF, author = "Hao Ji and Michael Mascagni and Yaohang Li", title = "{Gaussian} variant of {Freivalds}' algorithm for efficient and reliable matrix product verification", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "273--284", day = "8", month = oct, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2076", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2076/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Egorov:2020:AFC, author = "Alexander Egorov", title = "An approximate formula for calculating the expectations of functionals from random processes based on using the {Wiener} chaos expansion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "285--292", day = "7", month = oct, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2074", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2074/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Polala:2020:IBE, author = "Arun Kumar Polala and Giray {\"O}kten", title = "Implementing de-biased estimators using mixed sequences", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "293--301", day = "2", month = oct, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2075", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2075/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Elkimakh:2020:HMM, author = "Karima Elkimakh and Abdelaziz Nasroallah", title = "Hidden {Markov} Model with {Markovian} emission", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "303--313", day = "11", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2072", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2072/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{ElKhaldi:2020:DLS, author = "Khaldoun {El Khaldi} and Elias G. Saleeby", title = "On the density of lines and {Santalo}'s formula for computing geometric size measures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "315--323", day = "5", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2071", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2071/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Malekzadeh:2020:CCI, author = "Ahad Malekzadeh and Seyed Mahdi Mahmoudi", title = "Constructing a confidence interval for the ratio of normal distribution quantiles", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "325--334", day = "5", month = aug, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2070", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2070/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2020:RWE, author = "Irina Shalimova and Karl K. Sabelfeld", title = "Random walk on ellipsoids method for solving elliptic and parabolic equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "26", number = "4", pages = "335--353", day = "20", month = nov, year = "2020", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2078", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/26/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2078/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2021:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "1", pages = "i--iv", day = "1", month = mar, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-frontmatter1/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wiart:2021:DSQ, author = "Jaspar Wiart and Christiane Lemieux and Gracia Y. Dong", title = "On the dependence structure and quality of scrambled $ (t, m, s)$-nets", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "1", pages = "1--26", day = "10", month = jan, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2079", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2079/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kharroubi:2021:DML, author = "Idris Kharroubi and Thomas Lim and Xavier Warin", title = "Discretization and machine learning approximation of {BSDEs} with a constraint on the {Gains}-process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "1", pages = "27--55", day = "15", month = jan, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2080", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2080/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ziane:2021:BTA, author = "Yasmina Ziane and Nabil Zougab and Smail Adjabi", title = "Body tail adaptive kernel density estimation for nonnegative heavy-tailed data", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "1", pages = "57--69", day = "2", month = feb, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2082", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2082/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sakouvogui:2021:SAS, author = "Kekoura Sakouvogui and Saleem Shaik and Curt Doetkott and Rhonda Magel", title = "Sensitivity analysis of stochastic frontier analysis models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "1", pages = "71--90", day = "2", month = feb, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2083", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Mar 30 11:58:59 MDT 2021", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2083/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2021:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "i--iv", day = "1", month = jun, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "https://www.degruyter.com/journal/key/MCMA/27/2/html; http://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-frontmatter2/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ech-Chafiq:2021:ACV, author = "Zineb El Filali Ech-Chafiq and J{\'e}r{\^o}me Lelong and Adil Reghai", title = "Automatic control variates for option pricing using neural networks", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "91--104", day = "13", month = jan, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2020-2081", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2020-2081/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2021:APM, author = "Nikolaos Halidias", title = "On the absorption probabilities and mean time for absorption for discrete {Markov} chains", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "105--115", day = "2", month = feb, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2084", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2084/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yamada:2021:HOW, author = "Toshihiro Yamada", title = "High order weak approximation for irregular functionals of time-inhomogeneous {SDEs}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "117--136", day = "20", month = feb, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2085", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2085/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Chraibi:2021:OPF, author = "Hassane Chraibi and Anne Dutfoy and Thomas Galtier and Josselin Garnier", title = "Optimal potential functions for the interacting particle system method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "137--152", day = "30", month = apr, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2086", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2086/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Rabiei:2021:IVC, author = "Nima Rabiei and Elias G. Saleeby", title = "On intersection volumes of confidence hyper-ellipsoids and two geometric {Monte Carlo} methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "153--167", day = "30", month = apr, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2087", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2087/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nakagawa:2021:MCS, author = "Takuya Nakagawa and Akihiro Tanaka", title = "On a {Monte Carlo} scheme for some linear stochastic partial differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "2", pages = "169--193", day = "24", month = apr, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2088", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:12 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/2/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2088/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2021:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "i--iv", day = "1", month = sep, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-frontmatter3/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Spade:2021:EDM, author = "David A. Spade", title = "Estimating drift and minorization coefficients for {Gibbs} sampling algorithms", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "195--209", day = "8", month = aug, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2093", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2093/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2021:GRWa, author = "Karl K. Sabelfeld and Dmitrii Smirnov", title = "A global random walk on grid algorithm for second order elliptic equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "211--225", day = "8", month = aug, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2092", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2092/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lapeyre:2021:NNR, author = "Bernard Lapeyre and J{\'e}r{\^o}me Lelong", title = "Neural network regression for {Bermudan} option pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "227--247", day = "1", month = jul, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2091", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2091/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Beentjes:2021:OPB, author = "Casper H. L. Beentjes", title = "Optimising {Poisson} bridge constructions for variance reduction methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "249--275", day = "1", month = jun, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2090", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2090/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pham:2021:EPM, author = "Huong T. T. Pham and Hoa Pham", title = "On the existence of posterior mean for {Bayesian} logistic regression", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "3", pages = "277--288", day = "18", month = may, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2089", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/3/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2089/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2021:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "i--iv", day = "1", month = dec, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-frontmatter4/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Svit:2021:SMS, author = "Kirill Svit and Konstantin Zhuravlev and Sergey Kireev and Karl K. Sabelfeld", title = "A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the {Langmuir--Blodgett} matrix", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "289--299", day = "6", month = nov, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2100", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2100/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2021:RWS, author = "Irina Shalimova and Karl K. Sabelfeld", title = "Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "301--313", day = "4", month = nov, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2099", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2099/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yu:2021:DMC, author = "Unjong Yu and Hoseung Jang and Chi-Ok Hwang", title = "A diffusion {Monte Carlo} method for charge density on a conducting surface at non-constant potentials", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "315--324", day = "28", month = oct, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2098", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2098/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2021:GRWb, author = "Karl K. Sabelfeld and Dmitry Smirnov and Ivan Dimov and Venelin Todorov", title = "A global random walk on grid algorithm for second order elliptic equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "325--339", day = "27", month = oct, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2097", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2097/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2021:GSA, author = "Dmitriy Kolyukhin", title = "Global sensitivity analysis of statistical models by double randomization method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "341--346", day = "27", month = oct, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2096", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2096/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Izydorczyk:2021:FBR, author = "Lucas Izydorczyk and Nadia Oudjane and Francesco Russo", title = "A fully backward representation of semilinear {PDEs} applied to the control of thermostatic loads in power systems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "347--371", day = "21", month = oct, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2095", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2095/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Refas:2021:SSC, author = "Salah Eddine Chouaib Refas and Abdelkader Bouazza and Youcef Belhadji", title = "{3D} sputtering simulations of the {CZTS}, {Si} and {CIGS} thin films using {Monte-Carlo} method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "27", number = "4", pages = "373--382", day = "21", month = oct, year = "2021", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2021-2094", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/27/4/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2021-2094/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2022:Fa, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "i--iv", day = "1", month = mar, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-frontmatter1/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Dimov:2022:SHE, author = "Ivan Dimov and Venelin Todorov and Karl Sabelfeld", title = "A study of highly efficient stochastic sequences for multidimensional sensitivity analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "1--12", day = "15", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2101", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2101/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2022:NAS, author = "Nikolaos Halidias and Ioannis S. Stamatiou", title = "A note on the asymptotic stability of the semi-discrete method for stochastic differential equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "13--25", day = "15", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2102", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2102/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zakrad:2022:ESS, author = "Az-eddine Zakrad and Abdelaziz Nasroallah", title = "Estimation of steady-state quantities of an {HMM} with some rarely generated emissions", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "27--44", day = "15", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2103", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2103/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Slaoui:2022:RRE, author = "Yousri Slaoui and Salima Helali", title = "Recursive regression estimation based on the two-time-scale stochastic approximation method and {Bernstein} polynomials", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "45--59", day = "15", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2104", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2104/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ballesio:2022:UEG, author = "Marco Ballesio and Ajay Jasra", title = "Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "61--83", day = "26", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2105", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2105/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2022:SGR, author = "Dmitriy Kolyukhin and Alexander Minakov", title = "Simulation of {Gaussian} random field in a ball", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "1", pages = "85--95", day = "26", month = feb, year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2108", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Tue Apr 5 12:11:13 MDT 2022", bibsource = "http://www.math.utah.edu/pub/tex/bib/mcma.bib; https://www.degruyter.com/journal/key/MCMA/28/1/html", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2108/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2022:Fb, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-frontmatter2/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Akiyama:2022:HOW, author = "Naho Akiyama and Toshihiro Yamada", title = "A high order weak approximation for jump-diffusions using {Malliavin} calculus and operator splitting", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2109", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2109/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bishwal:2022:BEI, author = "Jaya P. N. Bishwal", title = "{Berry--Esseen} inequalities for the fractional {Black--Karasinski} model of term structure of interest rates", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2111", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2111/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2022:RMC, author = "Karl K. Sabelfeld", title = "Randomized {Monte Carlo} algorithms for matrix iterations and solving large systems of linear equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2114", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2114/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Ianevych:2022:OWM, author = "Tetiana Ianevych and Iryna Rozora and Anatolii Pashko", title = "On one way of modeling a stochastic process with given accuracy and reliability", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2110", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2110/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Wang:2022:MMA, author = "Shijia Wang and Tim Swartz", title = "Moment matching adaptive importance sampling with skew-student proposals", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2106", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2106/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Talhi:2022:BEC, author = "Hamida Talhi and Hiba Aiachi and Nadji Rahmania", title = "{Bayesian} estimation of a competing risk model based on {Weibull} and exponential distributions under right censored data", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2112", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2112/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Cherabli:2022:RDS, author = "Meriem Cherabli and Megdouda Ourbih-Tari and Meriem Boubalou", title = "Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2113", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2113/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Hiderah:2022:CAS, author = "Kamal Hiderah", title = "{Carath{\'e}odory} approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided {Lipschitz} continuous drift coefficients", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "2", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2107", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2107/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2022:Fc, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-frontmatter3/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Aldossari:2022:SAL, author = "Haifa Aldossari and Michael Mascagni", title = "Scrambling additive lagged-{Fibonacci} generators", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2115", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/fibquart.bib; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2115/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kolyukhin:2022:SAC, author = "Dmitriy Kolyukhin and Karl K. Sabelfeld and Ivan Dimov", title = "Sensitivity analysis of the concentration transport estimation in a turbulent flow", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2116", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2116/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Spade:2022:ABM, author = "David Spade", title = "Approximate bounding of mixing time for multiple-step {Gibbs} samplers", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2119", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2119/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Casquilho:2022:SDE, author = "Miguel Casquilho and Jorge Buescu", title = "Standard deviation estimation from sums of unequal size samples", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2118", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2118/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2022:STS, author = "Karl K. Sabelfeld and Viacheslav Sapozhnikov", title = "Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2117", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2117/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Konovalov:2022:MCS, author = "Alexander Konovalov and Vitaly Vlasov and Sergey Kolchugin and Gennady Malyshkin and Rim Mukhamadiyev", title = "{Monte Carlo} simulation of sensitivity functions for few-view computed tomography of strongly absorbing media", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "3", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2120", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2120/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2022:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-frontmatter4/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Corcoran:2022:CAG, author = "Jem N. Corcoran and Caleb Miller", title = "Controlled accuracy {Gibbs} sampling of order-constrained non-iid ordered random variates", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2121", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2121/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2022:GRW, author = "Karl K. Sabelfeld and Oleg Bukhasheev", title = "Global random walk on grid algorithm for solving {Navier--Stokes} and {Burgers} equations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2126", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2126/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2022:PPV, author = "Nikolaos Halidias", title = "On the practical point of view of option pricing", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2122", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2122/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Al-Labadi:2022:EEE, author = "Luai Al-Labadi and Muhammad Tahir", title = "Estimation of entropy and extropy based on right censored data: a {Bayesian} non-parametric approach", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2123", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2123/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Harringer:2022:SFB, author = "Manfred Harringer", title = "Superposition of forward and backward motion", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2124", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2124/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Alsolami:2022:RWA, author = "Maryam Alsolami and Michael Mascagni", title = "A random walk algorithm to estimate a lower bound of the star discrepancy", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2125", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2125/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2022:SDD, author = "Karl K. Sabelfeld and Ivan Aksyuk", title = "Simulation of drift-diffusion process at high {P{\'e}clet} numbers by the random walk on spheres method", journal = j-MONTE-CARLO-METHODS-APPL, volume = "28", number = "4", pages = "??--??", month = "????", year = "2022", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2128", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:45 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/28/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2128/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2023:Fd, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "1", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-frontmatter1/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pramesti:2023:PLS, author = "Getut Pramesti", title = "Parameter least-squares estimation for time-inhomogeneous {Ornstein--Uhlenbeck} process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "1", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2127", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2127/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Jiao:2023:MCM, author = "Caiyu Jiao and Changpin Li", title = "{Monte Carlo} method for parabolic equations involving fractional {Laplacian}", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "1", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2129", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2129/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Slaoui:2023:MNB, author = "Yousri Slaoui", title = "Methodology for nonparametric bias reduction in kernel regression estimation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "1", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2130", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2130/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2023:DIB, author = "Irina Shalimova and Karl K. Sabelfeld", title = "Development and implementation of branching random walk on spheres algorithms for solving the {2D} elastostatics {Lam{\'e}} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "1", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2022-2131", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2022-2131/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2023:Fe, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-frontmatter2", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-frontmatter2/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Balvet:2023:TSR, author = "Guilhem Balvet and Jean-Pierre Minier and Christophe Henry and Yelva Roustan and Martin Ferrand", title = "A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for {Lagrangian} stochastic methods", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2002", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2002/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Grigoriu:2023:MCE, author = "Mircea Dan Grigoriu", title = "{Monte Carlo} estimates of extremes of stationary\slash nonstationary {Gaussian} processes", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2006", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2006/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kireeva:2023:TSA, author = "Anastasiya Kireeva and Ivan Aksyuk and Karl K. Sabelfeld", title = "Two stochastic algorithms for solving elastostatics problems governed by the {Lam{\'e}} equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2008", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2008/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Alsolami:2023:MRW, author = "Maryam Alsolami and Michael Mascagni", title = "A {Metropolis} random walk algorithm to estimate a lower bound of the star discrepancy", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2005", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2005/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Valades-Pelayo:2023:LMC, author = "Patricio J. Valades-Pelayo and Manuel A. Ramirez-Cabrera and Argelia Balbuena-Ortega", title = "Linking the {Monte Carlo} radiative transfer algorithm to the radiative transfer equation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "2", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2001", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:46 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/2/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2001/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2023:Ff, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-frontmatter3", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-frontmatter3/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zhang:2023:PER, author = "Bolong Zhang and Michael Mascagni", title = "Pass-efficient randomized {LU} algorithms for computing low-rank matrix approximation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2012", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2012/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bras:2023:CLS, author = "Pierre Bras and Gilles Pag{\`e}s", title = "Convergence of {Langevin}-simulated annealing algorithms with multiplicative noise {II}: Total variation", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2009", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2009/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Yamada:2023:TVB, author = "Toshihiro Yamada", title = "Total variation bound for {Milstein} scheme without iterated integrals", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2007", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2007/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Mehreyan:2023:BCN, author = "Sedigheh Zamani Mehreyan", title = "Bootstrap choice of non-nested autoregressive model with non-normal innovations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2010", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2010/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Zakrad:2023:CSS, author = "Az-eddine Zakrad and Abdelaziz Nasroallah", title = "Computation of the steady-state probability of {Markov} chain evolving on a mixed state space", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "3", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2003", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/3/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2003/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2023:Fg, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-frontmatter4", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-frontmatter4/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Balvet:2023:AWM, author = "Guilhem Balvet and Jean-Pierre Minier and Yelva Roustan and Martin Ferrand", title = "Analysis of wall-modelled particle/mesh {PDF} methods for turbulent parietal flows", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2017", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2017/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Kablukova:2023:SSE, author = "Evgeniya Kablukova and Karl K. Sabelfeld and Dmitry Protasov and Konstantin Zhuravlev", title = "Stochastic simulation of electron transport in a strong electrical field in low-dimensional heterostructures", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2019", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2019/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sabelfeld:2023:RVI, author = "Karl K. Sabelfeld and Anastasiya Kireeva", title = "Randomized vector iterative linear solvers of high precision for large dense system", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2013", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2013/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Lescheb:2023:SEM, author = "Ines Lescheb and Walid Slimani", title = "On the stationarity and existence of moments of the periodic {EGARCH} process", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2011", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2011/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Nita:2023:SAE, author = "Hadjer Nita and Fa{\"\i}rouz Afroun and Mouloud Cherfaoui and Djamil A{\"\i}ssani", title = "Statistical analysis of the estimates of some stationary performances of the unreliable {M/M/1/N} queue with {Bernoulli} feedback", journal = j-MONTE-CARLO-METHODS-APPL, volume = "29", number = "4", pages = "??--??", month = "????", year = "2023", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2004", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:47 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/29/4/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2004/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Anonymous:2024:Fh, author = "Anonymous", title = "Frontmatter", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2024-frontmatter1", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2024-frontmatter1/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Halidias:2024:OPE, author = "Nikolaos Halidias", title = "Option pricing: Examples and open problems", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2014", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2014/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Sousa:2024:WBM, author = "Alex Rodrigo dos Santos Sousa", title = "A wavelet-based method in aggregated functional data analysis", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2016", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2016/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Bahaj:2024:EUS, author = "Faiz Bahaj and Kamal Hiderah", title = "Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2018", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2018/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Pramesti:2024:EPS, author = "Getut Pramesti and Ristu Saptono", title = "On the estimation of periodic signals in the diffusion process using a high-frequency scheme", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2020", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2020/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Coffie:2024:SAT, author = "Emmanuel Coffie", title = "Strong approximation of a two-factor stochastic volatility model under local {Lipschitz} condition", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2021", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2021/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Shalimova:2024:RWS, author = "Irina Shalimova and Karl Sabelfeld", title = "Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2022", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2022/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", } @Article{Djabali:2024:AKM, author = "Yasmina Djabali and Sedda Hakmi and Nabil Zougab and Djamil A{\"\i}ssani", title = "Asymmetric kernel method in the study of strong stability of the {PH/M/1} queuing system", journal = j-MONTE-CARLO-METHODS-APPL, volume = "30", number = "1", pages = "??--??", month = "????", year = "2024", CODEN = "MCMAC6", DOI = "https://doi.org/10.1515/mcma-2023-2023", ISSN = "0929-9629 (print), 1569-3961 (electronic)", ISSN-L = "0929-9629", bibdate = "Thu Apr 25 09:47:48 MDT 2024", bibsource = "https://www.degruyter.com/journal/key/MCMA/30/1/html; https://www.math.utah.edu/pub/tex/bib/mcma.bib", URL = "https://www.degruyter.com/document/doi/10.1515/mcma-2023-2023/html", acknowledgement = ack-nhfb, fjournal = "Monte Carlo Methods and Applications", journal-URL = "http://www.degruyter.com/view/j/mcma", }