@Preamble{
"\ifx \undefined \cprime \def \cprime {$'$}\fi" #
"\ifx \undefined \refcno \def \refcno{Cno. } \fi"
}
@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/|"}
@String{j-MONTE-CARLO-METHODS-APPL = "Monte Carlo Methods and Applications"}
@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)",
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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",
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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;
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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;
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acknowledgement = ack-nhfb,
fjournal = "Monte Carlo Methods and Applications",
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@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)",
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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;
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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;
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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;
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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;
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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",
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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)",
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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;
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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;
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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;
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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;
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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;
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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",
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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",
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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;
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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;
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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;
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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;
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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",
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acknowledgement = ack-nhfb,
fjournal = "Monte Carlo Methods and Applications",
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}
@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",
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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;
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acknowledgement = ack-nhfb,
fjournal = "Monte Carlo Methods and Applications",
journal-URL = "http://www.degruyter.com/view/j/mcma",
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@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;
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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;
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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;
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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;
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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;
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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",
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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;
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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",
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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;
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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;
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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;
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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;
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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)",
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bibdate = "Wed Feb 29 09:27:54 MST 2012",
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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",
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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;
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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;
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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;
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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;
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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;
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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;
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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)",
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bibdate = "Wed Feb 29 09:27:54 MST 2012",
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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",
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acknowledgement = ack-nhfb,
fjournal = "Monte Carlo Methods and Applications",
journal-URL = "http://www.degruyter.com/view/j/mcma",
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@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;
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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",
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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;
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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",
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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",
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@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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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;
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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",
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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",
}
