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2025, Volume 31, Issue 1
- 1-12 Adaptive Bayesian bandwidth based on LPE kernel for asymmetric kernel density
by Makhloufi Sylia & Zougab Nabil & Ziane Yasmina & Adjabi Smail - 13-28 New contribution to Luria–Delbrück distribution. Stability property and estimation
by Boughrara Sabrina & Bedouhene Fazia & Zougab Nabil - 29-42 Mixed space coupled hidden Markov model
by Kroumbi Hafssa & Nasroallah Abdelaziz - 43-58 Evaluating the performance and robustness of PIR and QIR maintenance strategies using Monte Carlo method
by Cheikh Khamiss & Boudi El Mostapha & Rabi Rabi & Mokhliss Hamza & Ennaji Hamadi - 59-73 Convergence of a particle Monte Carlo algorithm for scalar conservation laws
by Towers John D. - 75-90 Generalized Hermite process: Tempering, properties and applications
by Araya Héctor
2024, Volume 30, Issue 4
- 331-363 Investigating the ecological fallacy through sampling distributions constructed from finite populations
by Torres David J. & Rouson Damain - 365-374 Bernoulli factory: The 2𝚙-coin problem
by Hu Shenggang & Zhang Bo & Dai Hongsheng & Liang Wei - 375-388 Randomized vector algorithm with iterative refinement for solving boundary integral equations
by Sabelfeld Karl K. & Agarkov Georgy - 389-395 Application of semiclassical approximation to stochastic differential equations
by Malyutin Victor & Nurjanov Berdakh - 397-411 Trapezoidal and Simpson’s methods with a random design
by Kaeshammer Thibaud & Paroissin Christian & Urmeneta Herna - 413-430 Periodic INAR(1) model with Bell innovations distribution
by Manaa Abderrahmen - 431-436 Effect of biaxial strain on the binding energies of adsorbed In and Al atoms on (001) surfaces of InAs and AlAs
by Aleksandrov Ivan A. & Gulyaev Dmitry V. & Kolosovsky Eugeny A. & Zhuravlev Konstantin S. - 437-448 Estimating pharmacokinetic parameters from Dynamic Contrast-Enhanced T 1-weighted MRI using a three level hierarchical Bayesian model
by Bouchebbah Kahina & Zougab Nabil - 449-465 Bayesian analysis of the COVID-19 pandemic using a Poisson process with change-points
by Majidizadeh Masoud
2024, Volume 30, Issue 3
- 217-223 Joint application of the Monte Carlo method and computational probabilistic analysis in problems of numerical modeling with data uncertainties
by Dobronets Boris & Popova Olga - 225-234 Another hybrid conjugate gradient method as a convex combination of WYL and CD methods
by Guefassa Imane & Chaib Yacine & Bechouat Tahar - 235-248 Random walk algorithms for solving nonlinear chemotaxis problems
by Sabelfeld Karl K. & Bukhasheev Oleg - 249-267 A novel portfolio optimization method and its application to the hedging problem
by Halidias Nikolaos - 269-280 Dynamics of a multigroup stochastic SIQR epidemic model
by Lamei Sanaz & Akbari Mozhgan - 281-297 Optimal oversampling ratio in two-step simulation
by Naidu Srinath R. & Venkiteswaran Gopalakrishnan - 299-313 The slice sampler and centrally symmetric distributions
by Planas Christophe & Rossi Alessandro - 315-330 Simulation of doubly stochastic Poisson point processes and application to nucleation of nanocrystals and evaluation of exciton fluxes
by Sabelfeld Karl K. & Glazkov Stepan
2024, Volume 30, Issue 2
- 93-105 Likelihood and decoding problems for mixed space hidden Markov model
by Kroumbi Hafssa & Nasroallah Abdelaziz - 107-129 A weight Monte Carlo estimation of fluctuations in branching processes
by Uchaikin Vladimir & Kozhemiakina Elena - 131-136 Choice of a constant in the expression for the error of the Monte Carlo method
by Bryzgalov Viktor & Shlimbetov Nurlibay & Voytishek Anton - 137-148 Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling
by Alizadeh Ghajari Zakaria & Zare Karim & Shokri Soheil - 149-162 An improved unbiased particle filter
by Jasra Ajay & Maama Mohamed & Ombao Hernando - 163-181 Partitions for stratified sampling
by Clément François & Kirk Nathan & Pausinger Florian - 183-203 A gradient method for high-dimensional BSDEs
by Gnameho Kossi & Stadje Mitja & Pelsser Antoon - 205-216 On bias reduction in parametric estimation in stage structured development models
by Pham Hoa & Pham Huong T. T. & Yow Kai Siong
March 2024, Volume 30, Issue 1
- 1-17 Option pricing: Examples and open problems
by Halidias Nikolaos - 19-30 A wavelet-based method in aggregated functional data analysis
by dos Santos Sousa Alex Rodrigo - 31-41 Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary
by Bahaj Faiz & Hiderah Kamal - 43-53 On the estimation of periodic signals in the diffusion process using a high-frequency scheme
by Pramesti Getut & Saptono Ristu - 55-72 Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition
by Coffie Emmanuel - 73-80 Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations
by Shalimova Irina & Sabelfeld Karl - 81-92 Asymmetric kernel method in the study of strong stability of the PH/M/1 queuing system
by Djabali Yasmina & Hakmi Sedda & Zougab Nabil & Aïssani Djamil
December 2023, Volume 29, Issue 4
- 275-305 Analysis of wall-modelled particle/mesh PDF methods for turbulent parietal flows
by Balvet Guilhem & Minier Jean-Pierre & Roustan Yelva & Ferrand Martin - 307-322 Stochastic simulation of electron transport in a strong electrical field in low-dimensional heterostructures
by Kablukova Evgeniya & Sabelfeld Karl K. & Protasov Dmitry & Zhuravlev Konstantin - 323-332 Randomized vector iterative linear solvers of high precision for large dense system
by Sabelfeld Karl K. & Kireeva Anastasiya - 333-350 On the stationarity and existence of moments of the periodic EGARCH process
by Lescheb Ines & Slimani Walid - 351-366 Statistical analysis of the estimates of some stationary performances of the unreliable M/M/1/N queue with Bernoulli feedback
by Nita Hadjer & Afroun Faïrouz & Cherfaoui Mouloud & Aïssani Djamil
September 2023, Volume 29, Issue 3
- 181-202 Pass-efficient randomized LU algorithms for computing low-rank matrix approximation
by Zhang Bolong & Mascagni Michael - 203-219 Convergence of Langevin-simulated annealing algorithms with multiplicative noise II: Total variation
by Bras Pierre & Pagès Gilles - 221-242 Total variation bound for Milstein scheme without iterated integrals
by Yamada Toshihiro - 243-258 Bootstrap choice of non-nested autoregressive model with non-normal innovations
by Zamani Mehreyan Sedigheh - 259-274 Computation of the steady-state probability of Markov chain evolving on a mixed state space
by Zakrad Az-eddine & Nasroallah Abdelaziz
June 2023, Volume 29, Issue 2
- 95-126 A time-step-robust algorithm to compute particle trajectories in 3-D unstructured meshes for Lagrangian stochastic methods
by Balvet Guilhem & Minier Jean-Pierre & Henry Christophe & Roustan Yelva & Ferrand Martin - 127-142 Monte Carlo estimates of extremes of stationary/nonstationary Gaussian processes
by Grigoriu Mircea Dan - 143-160 Two stochastic algorithms for solving elastostatics problems governed by the Lamé equation
by Kireeva Anastasiya & Aksyuk Ivan & Sabelfeld Karl K. - 161-171 A Metropolis random walk algorithm to estimate a lower bound of the star discrepancy
by Alsolami Maryam & Mascagni Michael - 173-180 Linking the Monte Carlo radiative transfer algorithm to the radiative transfer equation
by Valades-Pelayo Patricio J. & Ramirez-Cabrera Manuel A. & Balbuena-Ortega Argelia
March 2023, Volume 29, Issue 1
- 1-32 Parameter least-squares estimation for time-inhomogeneous Ornstein–Uhlenbeck process
by Pramesti Getut - 33-53 Monte Carlo method for parabolic equations involving fractional Laplacian
by Jiao Caiyu & Li Changpin - 55-77 Methodology for nonparametric bias reduction in kernel regression estimation
by Slaoui Yousri - 79-93 Development and implementation of branching random walk on spheres algorithms for solving the 2D elastostatics Lamé equation
by Shalimova Irina & Sabelfeld Karl K.
December 2022, Volume 28, Issue 4
- 279-292 Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates
by Corcoran Jem N. & Miller Caleb - 293-305 Global random walk on grid algorithm for solving Navier–Stokes and Burgers equations
by Sabelfeld Karl K. & Bukhasheev Oleg - 307-318 On the practical point of view of option pricing
by Halidias Nikolaos - 319-328 Estimation of entropy and extropy based on right censored data: A Bayesian non-parametric approach
by Al-Labadi Luai & Tahir Muhammad - 329-339 Superposition of forward and backward motion
by Harringer Manfred - 341-348 A random walk algorithm to estimate a lower bound of the star discrepancy
by Alsolami Maryam & Mascagni Michael - 349-367 Simulation of drift-diffusion process at high Péclet numbers by the random walk on spheres method
by Sabelfeld Karl K. & Aksyuk Ivan
September 2022, Volume 28, Issue 3
- 199-210 Scrambling additive lagged-Fibonacci generators
by Aldossari Haifa & Mascagni Michael - 211-219 Sensitivity analysis of the concentration transport estimation in a turbulent flow
by Kolyukhin Dmitriy & Sabelfeld Karl K. & Dimov Ivan - 221-233 Approximate bounding of mixing time for multiple-step Gibbs samplers
by Spade David - 235-253 Standard deviation estimation from sums of unequal size samples
by Casquilho Miguel & Buescu Jorge - 255-268 Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons
by Sabelfeld Karl K. & Sapozhnikov Viacheslav - 269-278 Monte Carlo simulation of sensitivity functions for few-view computed tomography of strongly absorbing media
by Konovalov Alexander & Vlasov Vitaly & Kolchugin Sergey & Malyshkin Gennady & Mukhamadiyev Rim
June 2022, Volume 28, Issue 2
- 97-110 A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting
by Akiyama Naho & Yamada Toshihiro - 111-124 Berry–Esseen inequalities for the fractional Black–Karasinski model of term structure of interest rates
by Bishwal Jaya P. N. - 125-133 Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations
by Sabelfeld Karl K. - 135-147 On one way of modeling a stochastic process with given accuracy and reliability
by Ianevych Tetiana & Rozora Iryna & Pashko Anatolii - 149-162 Moment matching adaptive importance sampling with skew-student proposals
by Wang Shijia & Swartz Tim - 163-174 Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data
by Talhi Hamida & Aiachi Hiba & Rahmania Nadji - 175-188 Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
by Cherabli Meriem & Ourbih-Tari Megdouda & Boubalou Meriem - 189-198 Carathéodory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients
by Hiderah Kamal
March 2022, Volume 28, Issue 1
- 1-12 A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
by Dimov Ivan & Todorov Venelin & Sabelfeld Karl - 13-25 A note on the asymptotic stability of the semi-discrete method for stochastic differential equations
by Halidias Nikolaos & Stamatiou Ioannis S. - 27-44 Estimation of steady-state quantities of an HMM with some rarely generated emissions
by Zakrad Az-eddine & Nasroallah Abdelaziz - 45-59 Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials
by Slaoui Yousri & Helali Salima - 61-83 Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models
by Ballesio Marco & Jasra Ajay - 85-95 Simulation of Gaussian random field in a ball
by Kolyukhin Dmitriy & Minakov Alexander
December 2021, Volume 27, Issue 4
- 289-299 A stochastic model, simulation, and application to aggregation of cadmium sulfide nanocrystals upon evaporation of the Langmuir–Blodgett matrix
by Svit Kirill & Zhuravlev Konstantin & Kireev Sergey & Sabelfeld Karl K. - 301-313 Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems
by Shalimova Irina & Sabelfeld Karl K. - 315-324 A diffusion Monte Carlo method for charge density on a conducting surface at non-constant potentials
by Yu Unjong & Jang Hoseung & Hwang Chi-Ok - 325-339 A global random walk on grid algorithm for second order elliptic equations
by Sabelfeld Karl K. & Smirnov Dmitry & Dimov Ivan & Todorov Venelin - 341-346 Global sensitivity analysis of statistical models by double randomization method
by Kolyukhin Dmitriy - 347-371 A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
by Izydorczyk Lucas & Oudjane Nadia & Russo Francesco - 373-382 3D sputtering simulations of the CZTS, Si and CIGS thin films using Monte-Carlo method
by Refas Salah Eddine Chouaib & Bouazza Abdelkader & Belhadji Youcef
September 2021, Volume 27, Issue 3
- 195-209 Estimating drift and minorization coefficients for Gibbs sampling algorithms
by Spade David A. - 211-225 A global random walk on grid algorithm for second order elliptic equations
by Sabelfeld Karl K. & Smirnov Dmitrii - 227-247 Neural network regression for Bermudan option pricing
by Lapeyre Bernard & Lelong Jérôme - 249-275 Optimising Poisson bridge constructions for variance reduction methods
by Beentjes Casper H. L. - 277-288 On the existence of posterior mean for Bayesian logistic regression
by Pham Huong T. T. & Pham Hoa
June 2021, Volume 27, Issue 2
- 91-104 Automatic control variates for option pricing using neural networks
by El Filali Ech-Chafiq Zineb & Lelong Jérôme & Reghai Adil - 105-115 On the absorption probabilities and mean time for absorption for discrete Markov chains
by Halidias Nikolaos - 117-136 High order weak approximation for irregular functionals of time-inhomogeneous SDEs
by Yamada Toshihiro - 137-152 Optimal potential functions for the interacting particle system method
by Chraibi Hassane & Dutfoy Anne & Galtier Thomas & Garnier Josselin - 153-167 On intersection volumes of confidence hyper-ellipsoids and two geometric Monte Carlo methods
by Rabiei Nima & Saleeby Elias G. - 169-193 On a Monte Carlo scheme for some linear stochastic partial differential equations
by Nakagawa Takuya & Tanaka Akihiro
March 2021, Volume 27, Issue 1
- 1-26 On the dependence structure and quality of scrambled (t, m, s)-nets
by Wiart Jaspar & Lemieux Christiane & Dong Gracia Y. - 27-55 Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process
by Kharroubi Idris & Lim Thomas & Warin Xavier - 57-69 Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
by Ziane Yasmina & Zougab Nabil & Adjabi Smail - 71-90 Sensitivity analysis of stochastic frontier analysis models
by Sakouvogui Kekoura & Shaik Saleem & Doetkott Curt & Magel Rhonda
December 2020, Volume 26, Issue 4
- 263-271 Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison with experimental measurements
by Kablukova Evgenia & Sabelfeld Karl & Protasov Dmitrii Y. & Zhuravlev Konstantin S. - 273-284 Gaussian variant of Freivalds’ algorithm for efficient and reliable matrix product verification
by Ji Hao & Mascagni Michael & Li Yaohang - 285-292 An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion
by Egorov Alexander - 293-301 Implementing de-biased estimators using mixed sequences
by Polala Arun Kumar & Ökten Giray - 303-313 Hidden Markov Model with Markovian emission
by Elkimakh Karima & Nasroallah Abdelaziz - 315-323 On the density of lines and Santalo’s formula for computing geometric size measures
by El Khaldi Khaldoun & Saleeby Elias G. - 325-334 Constructing a confidence interval for the ratio of normal distribution quantiles
by Malekzadeh Ahad & Mahmoudi Seyed Mahdi - 335-353 Random walk on ellipsoids method for solving elliptic and parabolic equations
by Shalimova Irina & Sabelfeld Karl K.
September 2020, Volume 26, Issue 3
- 171-176 QMC integration errors and quasi-asymptotics
by Sobol Ilya M. & Shukhman Boris V. - 177-191 Monte Carlo tracking drift-diffusion trajectories algorithm for solving narrow escape problems
by Sabelfeld Karl K. & Popov Nikita - 193-203 Multilevel Monte Carlo by using the Halton sequence
by Nagy Shady Ahmed & El-Beltagy Mohamed A. & Wafa Mohamed - 205-221 Estimating marginal likelihoods from the posterior draws through a geometric identity
by Reichl Johannes - 223-244 Examining sharp restart in a Monte Carlo method for the linearized Poisson–Boltzmann equation
by Thrasher W. John & Mascagni Michael - 245-252 Statistical modeling of three-dimensional fractal point sets with a given spatial probability distribution
by Kolyukhin Dmitriy - 253-262 A weighted log-rank test for comparing two survival curves
by Lee Seung-Hwan & Lee Eun-Joo
June 2020, Volume 26, Issue 2
- 83-91 An index of teaching performance based on students’ feedback
by Marozzi Marco & Chowdhury Shovan - 93-111 A neural network assisted Metropolis adjusted Langevin algorithm
by Müller Christian & Diedam Holger & Mrziglod Thomas & Schuppert Andreas - 113-129 Unbiased estimation of the solution to Zakai’s equation
by Ruzayqat Hamza M. & Jasra Ajay - 131-161 Multilevel Monte Carlo methods and lower–upper bounds in initial margin computations
by Bourgey Florian & De Marco Stefano & Gobet Emmanuel & Zhou Alexandre - 163-169 Binary decompositions of probability densities and random-bit simulation
by Nekrutkin Vladimir
March 2020, Volume 26, Issue 1
- 1-16 Why simple quadrature is just as good as Monte Carlo
by Vanslette Kevin & Al Alsheikh Abdullatif & Youcef-Toumi Kamal - 17-32 Describing the Pearson 𝑅 distribution of aggregate data
by Torres David J. - 33-47 Approximation of Euler–Maruyama for one-dimensional stochastic differential equations involving the maximum process
by Hiderah Kamal - 49-68 A Bayesian inference for the penalized spline joint models of longitudinal and time-to-event data: A prior sensitivity analysis
by Thi Thu Pham Huong & Pham Hoa & Nur Darfiana - 69-82 A Bayesian procedure for bandwidth selection in circular kernel density estimation
by Bedouhene Kahina & Zougab Nabil
December 2019, Volume 25, Issue 4
- 283-290 An aspect of optimal regression design for LSMC
by Weiß Christian & Nikolić Zoran - 291-305 Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge
by Jang Hanbyeol & Wang Jian & Kim Junseok - 307-316 A Bayesian approach for multi-stage models with linear time-dependent hazard rate
by Pham Hoa & Pham Huong T. T. - 317-327 A kind of dual form for coupling from the past algorithm, to sample from Markov chain steady-state probability
by Nasroallah Abdelaziz & Bounnite Mohamed Yasser - 329-340 Geometry entrapment in Walk-on-Subdomains
by Hamlin Preston & Thrasher W. John & Keyrouz Walid & Mascagni Michael - 341-361 A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus
by Naito Riu & Yamada Toshihiro
September 2019, Volume 25, Issue 3
- 187-207 A computational investigation of the optimal Halton sequence in QMC applications
by Bayousef Manal & Mascagni Michael - 209-215 Gillespie algorithm and diffusion approximation based on Monte Carlo simulation for innovation diffusion: A comparative study
by Rajput Nikhil Kumar - 217-225 Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
by Turchyn Ievgen - 227-237 Parallel MCMC methods for global optimization
by Zhang Lihao & Ye Zeyang & Deng Yuefan - 239-252 A control variate method for weak approximation of SDEs via discretization of numerical error of asymptotic expansion
by Okano Yusuke & Yamada Toshihiro - 253-257 Quasi-Monte Carlo method for solving Fredholm equations
by Sobol I. M. & Shukhman B. V. - 259-270 Generation of k-wise independent random variables with small randomness
by Achiha Taku & Sugita Hiroshi & Tonohiro Kenta & Yamamoto Yuto - 271-282 A random walk on small spheres method for solving transient anisotropic diffusion problems
by Shalimova Irina & Sabelfeld Karl K.
June 2019, Volume 25, Issue 2
- 97-120 A third-order weak approximation of multidimensional Itô stochastic differential equations
by Naito Riu & Yamada Toshihiro - 121-130 Particle diffusion Monte Carlo (PDMC)
by Zarezadeh Zakarya & Costantini Giovanni - 131-146 Random walk on rectangles and parallelepipeds algorithm for solving transient anisotropic drift-diffusion-reaction problems
by Sabelfeld Karl K. - 147-154 Analysis of a non-Markovian queueing model: Bayesian statistics and MCMC methods
by Braham Hayette & Berdjoudj Louiza & Boualem Mohamed & Rahmania Nadji - 155-161 On solving stochastic differential equations
by Ermakov Sergej M. & Pogosian Anna A. - 163-176 On the sample-mean method for computing hyper-volumes
by Rabiei Nima & Saleeby Elias G. - 177-186 Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator “getRDS” and the proposed “getLHS” using variance reduction
by Boubalou Meriem & Ourbih-Tari Megdouda & Aloui Abdelouhab & Zioui Arezki
March 2019, Volume 25, Issue 1
- 1-36 Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
by Pagès Gilles & Rey Clément - 37-60 A Monte Carlo method for backward stochastic differential equations with Hermite martingales
by Pelsser Antoon & Gnameho Kossi - 61-74 Comparison of Sobol’ sequences in financial applications
by Harase Shin - 75-83 Sensitivity of boundary crossing probabilities of the Brownian motion
by Gür Sercan & Pötzelberger Klaus - 85-96 A global random walk on spheres algorithm for transient heat equation and some extensions
by Sabelfeld Karl K.
December 2018, Volume 24, Issue 4
- 225-247 Nesting Monte Carlo for high-dimensional non-linear PDEs
by Warin Xavier - 249-262 Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
by Benabdallah Mohsine & Hiderah Kamal - 263-270 Global sensitivity analysis for a stochastic flow problem
by Kolyukhin Dmitriy - 271-287 Sampling from the 𝒢I distribution
by Chan Debora & Rey Andrea & Gambini Juliana & Frery Alejandro C. - 289-308 A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
by Yamada Toshihiro & Yamamoto Kenta - 309-321 On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters
by Lay Harold A. & Colgin Zane & Reshniak Viktor & Khaliq Abdul Q. M. - 323-327 Random walk algorithms for elliptic equations and boundary singularities
by Simonov Nikolai A.
September 2018, Volume 24, Issue 3
- 153-163 Monte Carlo simulation of nonlinear gravity driven Poiseuille–Couette flow in a dilute gas
by Baliti Jamal & Hssikou Mohamed & Alaoui Mohammed - 165-178 The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
by Tamiti Kenza & Ourbih-Tari Megdouda & Aloui Abdelouhab & Idjis Khelidja - 179-192 Simulation of generalized fractional Brownian motion in C([0,T])
by Kozachenko Yuriy & Pashko Anatolii & Vasylyk Olga - 193-202 A hybrid kinetic-thermodynamic Monte Carlo model for simulation of homogeneous burst nucleation
by Sabelfeld Karl K. & Eremeev Georgy - 203-214 Markov-Chain Monte-Carlo methods and non-identifiabilities
by Müller Christian & Weysser Fabian & Mrziglod Thomas & Schuppert Andreas - 215-224 Understanding the contribution of energy and angular distribution in the morphology of thin films using Monte Carlo simulation
by Bouazza Abdelkader & Settaouti Abderrahmane
June 2018, Volume 24, Issue 2
- 79-92 Probability distribution of the life time of a drift-diffusion-reaction process inside a sphere with applications to transient cathodoluminescence imaging
by Sabelfeld Karl K. & Kireeva Anastasiya - 93-99 A quasi-Monte Carlo implementation of the ziggurat method
by Nguyen Nguyet & Xu Linlin & Ökten Giray - 101-115 On the efficient simulation of the left-tail of the sum of correlated log-normal variates
by Alouini Mohamed-Slim & Ben Rached Nadhir & Kammoun Abla & Tempone Raul - 117-127 Bayesian estimation of ordinary differential equation models when the likelihood has multiple local modes
by Liu Baisen & Wang Liangliang & Cao Jiguo - 129-137 On the modeling of linear system input stochastic processes with given accuracy and reliability
by Rozora Iryna & Lyzhechko Mariia - 139-145 Remarks on randomization of quasi-random numbers
by Ermakov Sergej M. & Leora Svetlana N. - 147-151 On average dimensions of particle transport estimators
by Sobol Ilya M. & Shukhman Boris V.
March 2018, Volume 24, Issue 1
- 1-11 Fast generation of isotropic Gaussian random fields on the sphere
by Creasey Peter E. & Lang Annika - 13-27 Weather derivatives pricing using regime switching model
by Evarest Emmanuel & Berntsson Fredrik & Singull Martin & Yang Xiangfeng - 29-41 Pricing barrier options in the Heston model using the Heath–Platen estimator
by Coskun Sema & Korn Ralf - 43-54 Random walk on spheres method for solving anisotropic drift-diffusion problems
by Shalimova Irina & Sabelfeld Karl K. - 55-70 Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equations
by Le Cavil Anthony & Oudjane Nadia & Russo Francesco - 71-77 A new hybrid cuckoo search and firefly optimization
by Elkhechafi Mariam & Hachimi Hanaa & Elkettani Youssfi
December 2017, Volume 23, Issue 4
- 213-220 Monte Carlo algorithm for the Robin boundary conditions in application to solving a model diffusion-recombination problem
by Simonov Nikolai A. - 221-240 A random cloud algorithm for the Schrödinger equation
by Kraft Markus & Wagner Wolfgang - 241-263 Numerical approximation of BSDEs using local polynomial drivers and branching processes
by Bouchard Bruno & Tan Xiaolu & Warin Xavier & Zou Yiyi - 265-275 Quasi-Monte Carlo simulation of differential equations
by Chouraqui Aïcha & Lécot Christian & Djebbar Bachir - 277-286 Simulation of Gaussian stationary Ornstein–Uhlenbeck process with given reliability and accuracy in space C([0,T])C([0,T])
by Kozachenko Yuriy & Petranova Marina - 287-306 HMM with emission process resulting from a special combination of independent Markovian emissions
by Nasroallah Abdelaziz & Elkimakh Karima
September 2017, Volume 23, Issue 3
- 149-157 A method for the calculation of characteristics for the solution to stochastic differential equations
by Egorov Alexander & Malyutin Victor - 159-164 The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models
by Iglesias Emma M. & Phillips Garry D. A. - 165-188 Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies
by Grigoriu Mircea - 189-212 Random walk on spheres algorithm for solving transient drift-diffusion-reaction problems
by Sabelfeld Karl K.
June 2017, Volume 23, Issue 2
- 71-88 Invariant density estimation for a reflected diffusion using an Euler scheme
by Cattiaux Patrick & León José R. & Prieur Clémentine - 89-99 Feistel-inspired scrambling improves the quality of linear congruential generators
by Aljahdali Asia & Mascagni Michael - 101-110 Stochastic polynomial chaos expansion method for random Darcy equation
by Shalimova Irina A. & Sabelfeld Karl K. - 111-120 Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
by Iddi Samuel & Nwoko Esther O. - 121-129 Stochastic mesh method for optimal stopping problems
by Kashtanov Yuri - 131-146 Computing with bivariate COM-Poisson model under different copulas
by Mamode Khan Naushad & Rumjaun Wasseem & Sunecher Yuvraj & Jowaheer Vandna