Table of contents for issues of Monte Carlo Methods and Applications

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Volume 1, Number 1, 1995
Volume 1, Number 2, 1995
Volume 1, Number 3, 1995
Volume 1, Number 4, 1995
Volume 2, Number 1, 1996
Volume 2, Number 2, 1996
Volume 2, Number 3, 1996
Volume 2, Number 4, 1996
Volume 3, Number 1, 1997
Volume 3, Number 2, 1997
Volume 3, Number 3, 1997
Volume 3, Number 4, 1997
Volume 4, Number 1, 1998
Volume 4, Number 2, 1998
Volume 4, Number 3, 1998
Volume 4, Number 4, 1998
Volume 5, Number 1, 1999
Volume 5, Number 2, 1999
Volume 5, Number 3, 1999
Volume 5, Number 4, 1999
Volume 6, Number 1, 2000
Volume 6, Number 2, 2000
Volume 6, Number 3, 2000
Volume 6, Number 4, 2000
Volume 7, Number 1--2, 2001
Volume 7, Number 3--4, 2001
Volume 8, Number 1, 2002
Volume 8, Number 2, 2002
Volume 8, Number 3, 2002
Volume 8, Number 4, 2002
Volume 9, Number 1, January, 2003
Volume 9, Number 2, 2003
Volume 9, Number 3, 2003
Volume 9, Number 4, 2003
Volume 10, Number 1, 2004
Volume 10, Number 2, 2004
Volume 10, Number 3--4, 2004
Volume 11, Number 1, 2005
Volume 11, Number 2, 2005
Volume 11, Number 3, 2005
Volume 11, Number 4, 2005
Volume 12, Number 1, 2006
Volume 12, Number 2, 2006
Volume 12, Number 3--4, 2006
Volume 12, Number 5--6, 2006
Volume 13, Number 1, 2007
Volume 13, Number 2, 2007
Volume 13, Number 3, August, 2007
Volume 13, Number 4, November 20, 2007
Volume 13, Number 5--6, January, 2008
Volume 14, Number 1, May, 2008
Volume 14, Number 2, July, 2008
Volume 14, Number 3, September, 2008
Volume 14, Number 4, November, 2008
Volume 15, Number 1, May, 2009
Volume 15, Number 2, August, 2009
Volume 15, Number 3, November, 2009
Volume 15, Number 4, December, 2009
Volume 16, Number 1, April, 2010
Volume 16, Number 2, July, 2010
Volume 16, Number 3--4, December, 2010
Volume 17, Number 1, March, 2011
Volume 17, Number 2, June, 2011
Volume 17, Number 3, September, 2011
Volume 17, Number 4, December, 2011
Volume 18, Number 1, March, 2012
Volume 18, Number 2, June, 2012
Volume 18, Number 3, September, 2012
Volume 18, Number 4, December, 2012
Volume 19, Number 1, March, 2013
Volume 19, Number 2, July, 2013
Volume 19, Number 3, September, 2013
Volume 19, Number 4, December, 2013
Volume 20, Number 1, January, 2014
Volume 20, Number 2, June, 2014
Volume 20, Number 3, September, 2014
Volume 20, Number 4, December, 2014
Volume 21, Number 1, March, 2015
Volume 21, Number 2, June, 2015
Volume 21, Number 3, September, 2015
Volume 21, Number 4, December, 2015
Volume 22, Number 1, March, 2016
Volume 22, Number 2, June, 2016
Volume 22, Number 3, September, 2016
Volume 22, Number 4, December, 2016
Volume 23, Number 1, March, 2017
Volume 23, Number 2, June, 2017
Volume 23, Number 3, September, 2017
Volume 24, Number 1, March, 2018
Volume 24, Number 2, June, 2018
Volume 24, Number 3, September, 2018
Volume 24, Number 4, December, 2018
Volume 25, Number 1, March, 2019
Volume 25, Number 2, June, 2019
Volume 25, Number 3, September, 2019
Volume 25, Number 4, December, 2019
Volume 26, Number 1, March, 2020
Volume 26, Number 2, June 1, 2020
Volume 26, Number 3, September 1, 2020
Volume 26, Number 4, December 1, 2020
Volume 27, Number 1, March 1, 2021
Volume 27, Number 2, June 1, 2021
Volume 27, Number 3, September 1, 2021
Volume 27, Number 4, December 1, 2021
Volume 28, Number 1, March 1, 2022


Monte Carlo Methods and Applications
Volume 1, Number 1, 1995

            K. K. Sabelfeld and   
                       D. Talay   Integral Formulation of the Boundary
                                  Value Problems and the Method of Random
                                  Walk on Spheres  . . . . . . . . . . . . 1--34
                 Hiroshi Sugita   Pseudo-random Number Generator by Means
                                  of Irrational Rotation . . . . . . . . . 35--57
                  N. A. Simonov   Boundary Value Problem and Stochastic
                                  Algorithm for Two-dimensional
                                  Navier--Stokes Equations . . . . . . . . 59--70
                Kazuo Amano and   
                  Tomoaki Saito   Stochastic Numerical Solution of
                                  Biharmonic Dirichlet Problem . . . . . . 71--82

Monte Carlo Methods and Applications
Volume 1, Number 2, 1995

            O. A. Kurbanmuradov   A New Lagrangian Model of Two-Particle
                                  Relative Turbulent Dispersion  . . . . . 83--100
        O. A. Kurbanmuradov and   
  K. K. Sabel\cprimefel\cprimed   Stochastic Lagrangian Models of Relative
                                  Dispersion of a Pair of Fluid Particles
                                  in Turbulent Flows . . . . . . . . . . . 101--136
                Nicolas Bouleau   The shift: properties and
                                  recommendations for practical use  . . . 137--145
                      Ken Naono   Comparative Computations of
                                  Non-parametric Density Estimation
                                  Between Some Kernel Method and the
                                  Wavelet Method . . . . . . . . . . . . . 147--163

Monte Carlo Methods and Applications
Volume 1, Number 3, 1995

                 Shuya Kanagawa   Error Estimations for the
                                  Euler--Maruyama Approximate Solutions of
                                  Stochastic Differential Equations  . . . 165--171
            N. A. Buglanova and   
            O. A. Kurbanmuradov   Convergence of the randomized spectral
                                  models of homogeneous Gaussian random
                                  fields . . . . . . . . . . . . . . . . . 173--201
                  M. V. Antipov   Congruence operator of the pseudo-random
                                  numbers generator and a modification of
                                  Euclidean decomposition  . . . . . . . . 203--219
        A. I. Khisamutdinov and   
                L. L. Sidorenko   Monte Carlo fictitious collision
                                  algorithms for nonlinear Boltzmann
                                  equation . . . . . . . . . . . . . . . . 221--240
                  A. V. Starkov   Monte Carlo Splitting Importance
                                  Sampling . . . . . . . . . . . . . . . . 241--250

Monte Carlo Methods and Applications
Volume 1, Number 4, 1995

                Stefan Heinrich   Variance reduction for Monte Carlo
                                  methods by means of deterministic
                                  numerical computation  . . . . . . . . . 251--277
              Yoshio Komori and   
                Taketomo Mitsui   Stable ROW-Type Weak Scheme for
                                  Stochastic Differential Equations  . . . 279--300
            O. A. Kurbanmuradov   A $3$D Stochastic Model of Relative
                                  Dispersion of Particle Pairs in
                                  Local-Isotropic Turbulence . . . . . . . 301--324
            K. K. Sabelfeld and   
                I. A. Shalimova   Random Walk on Spheres Process for
                                  Exterior Dirichlet Problem . . . . . . . 325--331


Monte Carlo Methods and Applications
Volume 2, Number 1, 1996

             Igor Radovi\'c and   
       Ilya M. Sobol\cprime and   
                Robert F. Tichy   Quasi-Monte Carlo methods for numerical
                                  integration: comparison of different low
                                  discrepancy sequences  . . . . . . . . . 1--14
                Keizo Takashima   On the number of multiples of certain
                                  primitive polynomials over $ {\rm GF}(2)
                                  $  . . . . . . . . . . . . . . . . . . . 15--24
               S. V. Rogasinsky   On the pair correlations of particle
                                  evolution in the direct statistical
                                  simulation . . . . . . . . . . . . . . . 25--40
            K. K. Sabelfeld and   
           S. V. Rogasinsky and   
              A. A. Kolodko and   
                  A. I. Levykin   Stochastic algorithms for solving
                                  Smolouchovsky coagulation equation and
                                  applications to aerosol growth
                                  simulation . . . . . . . . . . . . . . . 41--87
                      Anonymous   Second International Workshop on
                                  Mathematical Methods in Stochastic
                                  Simulation and Experimental Design . . . 89

Monte Carlo Methods and Applications
Volume 2, Number 2, 1996

                 Vlad Bally and   
                    Denis Talay   The Law of the Euler Scheme for
                                  Stochastic Differential Equations: II.
                                  Convergence Rate of the Density  . . . . 93--128
               G. C. Sharma and   
                  M. S. Chauhan   Preventive maintenance of an $ M^X / G /
                                  1 $ queue-like production system . . . . 129--137
              M. S. Chauhan and   
                   G. C. Sharma   Profit Analysis of $ M / M / r $
                                  Queueing Model with Balking and Reneging 139--144
             Yu. N. Kopylov and   
             I. S. Postnova and   
               V. A. Shpack and   
                G. S. Zinchenko   Monte Carlo Modeling of Radioactive
                                  Fallout Under Land-based Nuclear Bursts  145
            K. K. Sabelfeld and   
                  T. A. Averina   Monte Carlo Simulation of Particle's
                                  Dispersion in Convective Boundary Layer
                                  of the Atmosphere  . . . . . . . . . . . 159--169
                      Anonymous   Editorial Board  . . . . . . . . . . . . 172

Monte Carlo Methods and Applications
Volume 2, Number 3, 1996

               Shigeyoshi Ogawa   On a Robustness of The Random Particle
                                  Method . . . . . . . . . . . . . . . . . 175--189
       Dimitrije Ugrin-\vSparac   A Natural Algorithm for Generation of
                                  Pseudo-Random Numbers and its
                                  Applications . . . . . . . . . . . . . . 191--217
                  M. V. Antipov   Sequences of Numbers for Monte Carlo
                                  Methods  . . . . . . . . . . . . . . . . 219--235
                L. N. Sahoo and   
                  M. Dalabehera   A Monte Carlo comparison of six almost
                                  unbiased ratio estimators  . . . . . . . 237--249
                      Anonymous   Editorial Board  . . . . . . . . . . . . 251

Monte Carlo Methods and Applications
Volume 2, Number 4, 1996

               Giray Ökten   A Probabilistic Result on the
                                  Discrepancy of a Hybrid-Monte Carlo
                                  Sequence and Applications  . . . . . . . 255--270
                Katusi Fukuyama   Riesz--Raikov sums and Weyl transform    271--293
                   Bruno Tuffin   On the use of low discrepancy sequences
                                  in Monte Carlo methods . . . . . . . . . 295--320
                    Yi-Jun Xiao   Variation of product function and
                                  numerical solution of some partial
                                  differential equations by
                                  low-discrepancy sequences  . . . . . . . 321--330
                Keizo Takashima   On Hamming weight test and sojourn time
                                  test of $m$-sequences  . . . . . . . . . 331--340
                      Anonymous   Editorial Board  . . . . . . . . . . . . 343


Monte Carlo Methods and Applications
Volume 3, Number 1, 1997

               V. Nekrutkin and   
                         N. Tur   Asymptotic expansions and estimators
                                  with small bias for Nanbu processes  . . 1--35
            O. A. Kurbanmuradov   Stochastic Lagrangian Models for
                                  Two-Particle Relative Dispersion in
                                  High-Reynolds Number Turbulence  . . . . 37--52
            K. K. Sabelfeld and   
               O. Kurbanmuradov   Stochastic Lagrangian Models for
                                  Two-Particle Motion in Turbulent Flows   53--72
                L. N. Sahoo and   
                       J. Sahoo   On three Unbiased Strategies in Sample
                                  Surveys  . . . . . . . . . . . . . . . . 73--81
               Shigeyoshi Ogawa   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)] . . . . . . . . . . . . . . 83
                      Anonymous   Editorial Board  . . . . . . . . . . . . 85

Monte Carlo Methods and Applications
Volume 3, Number 2, 1997

                A. V. Voytishek   Using the Strang--Fix approximation in
                                  discrete-stochastic numerical procedures 89--112
             Mireille Bossy and   
               Loula Fezoui and   
                  Serge Piperno   Comparison of a stochastic particle
                                  method and a finite volume deterministic
                                  method applied to Burgers' equation  . . 113--140
                   A. D. Egorov   On $ L^2 $-isomorphic Gaussian models
                                  for non-Gaussian distributions . . . . . 141--154
                Keizo Takashima   Random walk tests of reciprocal
                                  $m$-sequences  . . . . . . . . . . . . . 155--166
                      Anonymous   Editorial Board  . . . . . . . . . . . . 167

Monte Carlo Methods and Applications
Volume 3, Number 3, 1997

                  Liming Li and   
                 Jerome Spanier   Approximation of Transport Equations by
                                  Matrix Equations and Sequential Sampling 171--198
           O. Kurbanmuradov and   
               K. Sabelfeld and   
                     D. Koluhin   Stochastic Lagrangian Models for
                                  Two-Particle Motion in Turbulent Flows.
                                  Numerical Results  . . . . . . . . . . . 199--223
                   Hajime Nakao   Exact expression of Lagrangian velocity
                                  autocorrelation function in isotropic
                                  homogeneous turbulence . . . . . . . . . 225--240
              N. M. Borisov and   
                    M. P. Panin   Adjoint Importance Monte Carlo
                                  Simulation for Gamma Ray Deep
                                  Penetration Problem  . . . . . . . . . . 241--250
                      Anonymous   Editorial Board  . . . . . . . . . . . . 251

Monte Carlo Methods and Applications
Volume 3, Number 4, 1997

       Anastasya A. Kolodko and   
                Wolfgang Wagner   Convergence of a Nanbu type method for
                                  the Smoluchowski equation  . . . . . . . 255--273
            K. K. Sabelfeld and   
                  A. A. Kolodko   Monte Carlo simulation of the
                                  coagulation processes governed by
                                  Smoluchowski equation with random
                                  coefficients . . . . . . . . . . . . . . 275--311
                Flavius Guia\cs   A Monte Carlo approach to the
                                  Smoluchowski equations . . . . . . . . . 313--326
        Arturo Kohatsu-Higa and   
               Shigeyoshi Ogawa   Weak rate of convergence for an Euler
                                  scheme of nonlinear SDE's  . . . . . . . 327--345
                      Anonymous   Editorial Board  . . . . . . . . . . . . 347


Monte Carlo Methods and Applications
Volume 4, Number 1, 1998

                K. Entacher and   
                     A. Uhl and   
                  S. Wegenkittl   Linear congruential generators for
                                  parallel Monte Carlo: the leap-frog case 1--15
                 N. A. Likhoded   Systolic Arrays for the Solution of
                                  Systems of Linear Algebraic Equations by
                                  Monte Carlo Method . . . . . . . . . . . 17--32
                 Ivan Dimov and   
              Aneta Karaivanova   Parallel computations of eigenvalues
                                  based on a Monte Carlo approach  . . . . 33--52
           M. Yu. Plotnikov and   
                 E. V. Shkarupa   Error estimation and optimization in
                                  $C$-space of Monte Carlo iterative
                                  solution of nonlinear integral equations 53--71
                A. V. Voytishek   Rejection methods for modelling of
                                  beta-distribution  . . . . . . . . . . . 73--85
                   Bruno Tuffin   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)] . . . . . . . . . . . . . . 87--90
                      Anonymous   Editorial Board  . . . . . . . . . . . . 91

Monte Carlo Methods and Applications
Volume 4, Number 2, 1998

                C. Papadopoulos   A New Technique for MTTF Estimation in
                                  Highly Reliable Markovian Systems  . . . 95--111
                   Hajime Nakao   Time Dependence of Eulerian Velocity
                                  Correlation Tensor Spectrum in Isotropic
                                  Homogeneous Turbulence . . . . . . . . . 113--125
               K. Sabelfeld and   
               O. Kurbanmuradov   One-Particle Stochastic Lagrangian Model
                                  for Turbulent Dispersion in Horizontally
                                  Homogeneous Turbulence . . . . . . . . . 127--140
                    Makoto Mori   Low discrepancy sequences generated by
                                  piecewise linear Maps  . . . . . . . . . 141--162
          G. Hordósy and   
       A. Keresztúri and   
          Cs. Hegedûs and   
               P. Vértes   Influence of the Photoneutrons on the
                                  Kinetics of Beryllium Reflected Core of
                                  the Budapest Research Reactor  . . . . . 163--176
                      Anonymous   Editorial Board  . . . . . . . . . . . . 177

Monte Carlo Methods and Applications
Volume 4, Number 3, 1998

                      H. Arsham   Techniques for Monte Carlo Optimizing    181--229
            Wolfgang Dreyer and   
                 Matthias Kunik   Reflections of Eulerian Shock Waves at
                                  Moving Adiabatic Boundaries  . . . . . . 231--252
                  W. Dreyer and   
                   M. Kunik and   
               K. Sabelfeld and   
                 N. Simonov and   
                   K. Wilmanski   Iterative procedure for multidimensional
                                  Euler equations  . . . . . . . . . . . . 253--271
              N. M. Borisov and   
                    M. P. Panin   Adjoint Monte Carlo Calculations of
                                  Pulse-Height-Spectrum  . . . . . . . . . 273--284
                      Anonymous   Editorial Board  . . . . . . . . . . . . 285

Monte Carlo Methods and Applications
Volume 4, Number 4, 1998

                   O. F. Smidts   Point and surface estimations by a
                                  non-analog Monte Carlo simulation for
                                  the transport of radionuclide chains in
                                  porous media . . . . . . . . . . . . . . 289--318
                Thomas Pohl and   
          Wilfried Grecksch and   
                   Holger Blaar   A Parallel Modified Lagrangian Method
                                  for an Optimal Control Problem of a
                                  Linear Distributed Stochastic System . . 319--340
              N. M. Borisov and   
                    M. P. Panin   Generalized Particle Concept for Adjoint
                                  Monte Carlo Calculations of Coupled
                                  Gamma Ray--Electron Transport  . . . . . 341--357
             M. Marseguerra and   
                         E. Zio   Weight updating in forced Monte Carlo
                                  approach to dynamic PSA  . . . . . . . . 359--373
                      Anonymous   Editorial Board  . . . . . . . . . . . . 375


Monte Carlo Methods and Applications
Volume 5, Number 1, 1999

                  Hans Babovsky   On a Monte Carlo scheme for
                                  Smoluchowski's coagulation equation  . . 1--18
               Paul Fischer and   
                 Eckhard Platen   Applications of the balanced method to
                                  stochastic differential equations in
                                  filtering  . . . . . . . . . . . . . . . 19--38
            P. S. Rouzankin and   
                A. V. Voytishek   On the cost of algorithms for random
                                  selection  . . . . . . . . . . . . . . . 39--54
                    Makoto Mori   Discrepancy of sequences generated by
                                  piecewise monotone maps  . . . . . . . . 55--68
                  C. Ongaro and   
                 U. Nastasi and   
                      A. Zanini   Monte Carlo Simulation of the
                                  photo-neutron production in the high-$Z$
                                  components of radiotherapy linear
                                  accelerators . . . . . . . . . . . . . . 69--79
                      Anonymous   Editorial Board  . . . . . . . . . . . . 81

Monte Carlo Methods and Applications
Volume 5, Number 2, 1999

           O. Kurbanmuradov and   
                  U. Rannik and   
               K. Sabelfeld and   
                      T. Vesala   Direct and Adjoint Monte Carlo
                                  Algorithms for the Footprint Problem . . 85--111
                I. M. Sobol and   
             B. V. Shukhman and   
                  A. Guinzbourg   On the distribution of random ranges . . 113--134
                        H. Rief   Touching on a zero-variance scheme in
                                  solving linear equations by random walk
                                  processes  . . . . . . . . . . . . . . . 135--148
      Emanouil I. Atanassov and   
                  Ivan T. Dimov   A new optimal Monte Carlo method for
                                  calculating integrals of smooth
                                  functions  . . . . . . . . . . . . . . . 149--167
                R. L. Perel and   
             J. J. Wagschal and   
                      Y. Yeivin   Monte Carlo calculation of deep
                                  penetration benchmark sensitivities  . . 169--187
                      Anonymous   Editorial Board  . . . . . . . . . . . . 189

Monte Carlo Methods and Applications
Volume 5, Number 3, 1999

              N. Golyandina and   
                   V. Nekrutkin   Homogeneous Balance Equations for
                                  Measures: Errors of the Stochastic
                                  Solution . . . . . . . . . . . . . . . . 193--261
               S. V. Rogasinsky   Solution of stationary boundary value
                                  problems for the Boltzmann equation by
                                  the Monte Carlo method . . . . . . . . . 263--280
                      Anonymous   International Conference on Monte Carlo
                                  and Probabilistic Methods for Partial
                                  Differential Equations July, 3--5, 2000
                                  / Monaco, First Announcement . . . . . . 281--282
                      Anonymous   Editorial Board  . . . . . . . . . . . . 283

Monte Carlo Methods and Applications
Volume 5, Number 4, 1999

                Flavius Guia\cs   A Direct Simulation Method for the
                                  Coagulation--Fragmentation. Equations
                                  with Multiplicative Coagulation Kernels  287--309
                W. Grecksch and   
                      V. V. Anh   Approximation of stochastic Hammerstein
                                  integral equation with fractional
                                  Brownian motion input  . . . . . . . . . 311--323
             Peter Mathé   Numerical Integration using Markov
                                  Chains . . . . . . . . . . . . . . . . . 325--343
             Michael Khazen and   
                      Arie Dubi   A note on variance reduction methods in
                                  Monte Carlo applications to systems
                                  engineering and reliability  . . . . . . 345--374
                      Anonymous   Editorial Board  . . . . . . . . . . . . 375


Monte Carlo Methods and Applications
Volume 6, Number 1, 2000

               Erika Hausenblas   Monte Carlo Simulation of Reflected
                                  Stochastic Differential Equations driven
                                  by Poisson Random Measures . . . . . . . 1--14
            I. V. Meglinsky and   
                  S. J. Matcher   The application of the Monte Carlo
                                  technique for estimation of the detector
                                  depth sensitivity for the skin
                                  oxygenation measurements . . . . . . . . 15--25
             Hiroshi Sugita and   
               Satoshi Takanobu   Random Weyl sampling for robust
                                  numerical integration of complicated
                                  functions  . . . . . . . . . . . . . . . 27--48
                   K. Takashima   Hybrid pseudo-random number generation   49--59
               Hirotake Yaguchi   Randomness of Horner's rule and a new
                                  method of generating random numbers  . . 61--76
                      Anonymous   Editorial Board  . . . . . . . . . . . . 77

Monte Carlo Methods and Applications
Volume 6, Number 2, 2000

               Erika Hausenblas   A Numerical Scheme using Excursion
                                  Theory for Simulating Stochastic
                                  Differential Equations with Reflection
                                  and Local Time at a Boundary . . . . . . 81--103
                S. Kanagawa and   
                      Y. Saisho   Strong Approximation of Reflecting
                                  Brownian Motion Using Penalty Method and
                                  its Application to Computer Simulation   105--114
           Stefan V. Stefanescu   Generating uniform random points inside
                                  a cone . . . . . . . . . . . . . . . . . 115--130
            A. V. Voytishek and   
             E. G. Dyatlova and   
               T. E. Mezentseva   Geometrical Monte Carlo method and its
                                  modifications  . . . . . . . . . . . . . 131--139
                  B. A. Zalesky   Stochastic relaxation for building some
                                  classes of piecewise linear regression
                                  functions  . . . . . . . . . . . . . . . 141--157
                      Anonymous   Monte Carlo 2000: International
                                  Conference on Monte Carlo and
                                  Probabilistic Methods for Partial
                                  Differential Equations, Monte Carlo
                                  (Monaco): July 3--5, 2000  . . . . . . . 159
                      Anonymous   Editorial Board  . . . . . . . . . . . . 163

Monte Carlo Methods and Applications
Volume 6, Number 3, 2000

            Katusi Fukuyama and   
                Tetsuo Tomokuni   On pseudorandom functions and asymptotic
                                  distributions  . . . . . . . . . . . . . 167--174
                W. Grecksch and   
                   F. Heyde and   
                    Chr. Tammer   Proximal Point Algorithm for an
                                  Approximated Stochastic Optimal Control
                                  Problem  . . . . . . . . . . . . . . . . 175--189
                 Leonid Pletnev   Monte Carlo Simulation of Evaporation
                                  Process into the Vacuum  . . . . . . . . 191--203
                 Daniel B. Rowe   Factorization of Separable and Patterned
                                  Covariance Matrices for Gibbs Sampling   205--210
               K. Sabelfeld and   
               O. Kurbanmuradov   Coagulation of aerosol particles in
                                  intermittent turbulent flows . . . . . . 211--253
                      Anonymous   3rd IMACS Seminar on Monte Carlo Methods
                                  (MCM2001: First Announcement)  . . . . . 255
                      Anonymous   Fourth St. Petersburg Workshop on
                                  Simulation . . . . . . . . . . . . . . . 257
                      Anonymous   Editorial Board  . . . . . . . . . . . . 259

Monte Carlo Methods and Applications
Volume 6, Number 4, 2000

               Erika Hausenblas   Monte Carlo simulation of killed
                                  diffusion  . . . . . . . . . . . . . . . 263--295
         Vladimir M. Ivanov and   
            Maxim L. Korenevski   On convergence of semi-statistical and
                                  projection-statistical methods for
                                  integral equations . . . . . . . . . . . 297--322
            A. I. Khisamutdinov   On connection between ``continuous
                                  time'' and ``direct simulation'' Monte
                                  Carlo methods for Boltzmann equation and
                                  on some new approximate methods  . . . . 323--340
               S. A. Uhinov and   
                A. V. Voytishek   Usage of the importance sample in Monte
                                  Carlo methods  . . . . . . . . . . . . . 341--348
                      Anonymous   Workshop: Stochastic Models for
                                  Turbulent Transport Processes, WIAS,
                                  Berlin, 23--25 October 2000. The
                                  Abstracts  . . . . . . . . . . . . . . . 349
                      Anonymous   Editorial Board  . . . . . . . . . . . . 361


Monte Carlo Methods and Applications
Volume 7, Number 1--2, 2001

         Christophe Andrieu and   
                  Arnaud Doucet   Optimal Estimation of Amplitude and
                                  Phase Modulated Signals  . . . . . . . . 1--14
             Khaled Bahlali and   
             Brahim Mezerdi and   
                Youssef Ouknine   Some generic properties in backward
                                  stochastic differential equations with
                                  continuous coefficient . . . . . . . . . 15--19
                 Vlad Bally and   
             Gilles Pag\`es and   
               Jacques Printems   A stochastic quantization method for
                                  nonlinear problems . . . . . . . . . . . 21--33
             Pierre Bernard and   
           Gérard Fleury   Convergence of Numerical Schemes for
                                  Stochastic Differential Equations  . . . 35--44
             Mireille Bossy and   
              Benjamin Jourdain   A stochastic particle method for the
                                  solution of a $1$D viscous scalar
                                  conservation law in a bounded interval   45--53
               A. de Bouard and   
               A. Debussche and   
                    L. Di Menza   Theoretical and numerical aspects of
                                  stochastic nonlinear Schrödinger
                                  equations  . . . . . . . . . . . . . . . 55--63
            Fabien Campillo and   
                  Antoine Lejay   A Monte Carlo method to compute the
                                  exchange coefficient in the double
                                  porosity model . . . . . . . . . . . . . 65--72
             Mark Braverman and   
                    Shay Gueron   A Monte Carlo Algorithm for a Lottery
                                  Problem  . . . . . . . . . . . . . . . . 73--79
           Olivier Cappé   Recursive computation of smoothed
                                  functionals of hidden Markovian
                                  processes using a particle approximation 81--92
       Emmanuel Cépa and   
      Dominique Lépingle   Interacting Brownian particles with
                                  strong repulsion . . . . . . . . . . . . 93--98
        Alexandre J. Chorin and   
                Ole H. Hald and   
                  Raz Kupferman   Non-Markovian Optimal Prediction . . . . 99--109
    Bent Jesper Christensen and   
                   Rolf Poulsen   Monte Carlo Improvement of Estimates of
                                  the Mean-Reverting Constant Elasticity
                                  of Variance Interest Rate Diffusion  . . 111--123
                   Henri Comman   A view on Noncommutative Large
                                  Deviations from a theory of
                                  Noncommutative Capacities  . . . . . . . 125--129
                  C. Costantini   A SIMPLE VARIANCE REDUCTION METHOD WITH
                                  APPLICATIONS TO FINANCE AND QUEUEING
                                  THEORY . . . . . . . . . . . . . . . . . 131--139
           Madalina Deaconu and   
           Etienne Tanré   A generalization of the Connection
                                  Between the Additive and Multiplicative
                                  Solutions for the Smoluchowski's
                                  Coagulation Equation . . . . . . . . . . 141--147
           Xavier Descombes and   
                Radu Stoica and   
             Laurent Garcin and   
                Josiane Zerubia   A RJMCMC Algorithm for Object Processes
                                  in Image Processing  . . . . . . . . . . 149--156
             Andreas Eibeck and   
                Wolfgang Wagner   Stochastic algorithms for studying
                                  coagulation dynamics and gelation
                                  phenomena  . . . . . . . . . . . . . . . 157--165
                 A. Figotin and   
                  A. Gordon and   
               S. Molchanov and   
                   J. Quinn and   
                   N. Stavrakas   Generalized Quantum Statistics and
                                  Testing of Randomizers with and without
                                  Asymptotic Assumptions . . . . . . . . . 167--175
           Nicolas Fournier and   
   Sylvie Méléard   Monte-Carlo approximations for $2$D
                                  homogeneous Boltzmann equations without
                                  cutoff and for non Maxwell molecules . . 177--192
                 Emmanuel Gobet   Efficient schemes for the weak
                                  approximation of reflected diffusions    193--202
                Shay Gueron and   
                         Or Zuk   On Smoluchowski Equations for
                                  Coagulation Processes with Multiple
                                  Absorbing States . . . . . . . . . . . . 203--211
                      Anonymous   Editorial Board  . . . . . . . . . . . . 213

Monte Carlo Methods and Applications
Volume 7, Number 3--4, 2001

               Chi-Ok Hwang and   
           Michael Mascagni and   
                 James A. Given   Rapid Diffusion Monte Carlo Algorithms
                                  for Fluid Dynamic Permeability . . . . . 213--222
              A. A. Kolodko and   
                K. K. Sabelfeld   Stochastic Lagrangian model for
                                  spatially inhomogeneous Smoluchowski
                                  equation governing coagulating and
                                  diffusing particles  . . . . . . . . . . 223--228
                Peter R. Kramer   A Review of Some Monte Carlo Simulation
                                  Methods for Turbulent Systems  . . . . . 229--243
        O. A. Kurbanmuradov and   
               S. A. Orszag and   
            K. K. Sabelfeld and   
                    P. K. Yeung   Analysis of relative dispersion of two
                                  particles by Lagrangian stochastic
                                  models and DNS methods . . . . . . . . . 245--263
                  Antoine Lejay   Weak solution of semi-linear PDE, BSDE
                                  and homogenization . . . . . . . . . . . 265--272
     Stéphane Lesage and   
        Jean-Yves Tourneret and   
              Petar M. Djuri\'c   Classification of Digital Modulations
                                  Using MCMC Methods . . . . . . . . . . . 273--282
           Michael Mascagni and   
          Aneta Karaivanova and   
                     Yaohang Li   A Quasi-Monte Carlo Method for Elliptic
                                  Boundary Value Problems  . . . . . . . . 283--293
             Jean-Pierre Minier   Probabilistic approach to turbulent
                                  two-phase flows modelling and
                                  simulation: theoretical and numerical
                                  issues . . . . . . . . . . . . . . . . . 295--310
                Nigel J. Newton   Approximations for Nonlinear Filters
                                  based on Quantisation  . . . . . . . . . 311--320
               Shigeyoshi Ogawa   On a class of SPDEs called Brownian
                                  particle equation --- Model for
                                  nonlinear diffusions . . . . . . . . . . 321--328
                   Stefano Olla   Diffusive Behavior of Interacting
                                  Particle Systems . . . . . . . . . . . . 329--338
                 Hirofumi Osada   Tagged particles of interacting Brownian
                                  motions with skew symmetric drifts . . . 339--348
           Lorenzo Pareschi and   
                 Bernt Wennberg   A recursive Monte Carlo method for the
                                  Boltzmann equation in the Maxwellian
                                  case . . . . . . . . . . . . . . . . . . 349--357
               Jacques Printems   On the discretization in time of
                                  parabolic stochastic partial
                                  differential equations . . . . . . . . . 359--368
               K. Sabelfeld and   
                   I. Shalimova   Forward and Backward Stochastic
                                  Lagrangian Models for turbulent
                                  transport and the well-mixed condition   369--381
                      R. Sentis   Monte Carlo methods in neutron and
                                  photon transport problems  . . . . . . . 383--395
                   E. Tinet and   
               J. M. Tualle and   
                  D. Ettori and   
                   S. Avrillier   Real time transformation of pre-computed
                                  Monte Carlo results for fitting optical
                                  measurements in biomedical applications  397--409
                Volker Wihstutz   Communication structure of discretized
                                  degenerate diffusion processes and
                                  approximation of Lyapunov exponents  . . 411--419
                      Anonymous   Editorial Board  . . . . . . . . . . . . 421


Monte Carlo Methods and Applications
Volume 8, Number 1, 2002

          Sergej M. Ermakov and   
                Wolfgang Wagner   Monte Carlo difference schemes for the
                                  wave equation  . . . . . . . . . . . . . 1--29
              David J. Horntrop   Monte Carlo Simulation of a Random Field
                                  Model for Transport  . . . . . . . . . . 31--49
            Tuomas J. Lukka and   
                Janne V. Kujala   Using Genetic Operators to Speed up
                                  Markov Chain Monte Carlo Integration . . 51--71
                John Bonvin and   
                  Marco Picasso   Mesoscopic Models for Viscoelastic
                                  flows: Coupling Finite Element and Monte
                                  Carlo Methods  . . . . . . . . . . . . . 73--81
          Kestutis Kubilius and   
                 Eckhard Platen   Rate of Weak Convergence of the Euler
                                  Approximation for Diffusion Processes
                                  with Jumps . . . . . . . . . . . . . . . 83--96
                    Yi-Jun Xiao   Some geometric properties of $ (0, m,
                                  2)$-nets in base $ b \geq 2$ . . . . . . 97--106
                      Anonymous   Editorial Board  . . . . . . . . . . . . 107

Monte Carlo Methods and Applications
Volume 8, Number 2, 2002

    Hansjörg Albrecher and   
                   Josef Kantor   Simulation of ruin probabilities for
                                  risk processes of Markovian type . . . . 111--127
            Fabien Campillo and   
                  Antoine Lejay   A Monte Carlo method without grid for a
                                  fractured porous domain model  . . . . . 129--147
            Takahiko Fujita and   
                 Shunji Ito and   
                Syoiti Ninomiya   The generalized van der Corput sequence
                                  and its application to numerical
                                  integration  . . . . . . . . . . . . . . 149--158
                    Makoto Mori   Construction of two dimensional low
                                  discrepancy sequences  . . . . . . . . . 159--169
          Karl K. Sabelfeld and   
             Irina A. Shalimova   Random Walk on Spheres methods for
                                  iterative solution of elasticity
                                  problems . . . . . . . . . . . . . . . . 171--202
               Hirotake Yaguchi   Construction of a long-period
                                  nonalgebraic and nonrecursive
                                  pseudorandom number generator  . . . . . 203--213
                      Anonymous   MCM2003: IV IMACS Monte Carlo Seminar
                                  WIAS, Berlin, 15--19 September 2003  . . 215
                      Anonymous   Editorial Board  . . . . . . . . . . . . 217

Monte Carlo Methods and Applications
Volume 8, Number 3, 2002

          Lucia Caramellino and   
           Barbara Pacchiarotti   Sharp estimates for the hitting
                                  probability on time-dependent barriers
                                  for a Brownian Motion. Weak
                                  approximation of a Brownian motion
                                  killed on time-dependent barriers  . . . 221--236
           Jean-Claude Fort and   
                 Gilles Pag\`es   Decreasing step Stochastic algorithms:
                                  a.s. behaviour of weighted empirical
                                  measures . . . . . . . . . . . . . . . . 237--270
           Valentin Konakov and   
                    Enno Mammen   Edgeworth type expansions for Euler
                                  schemes for stochastic differential
                                  equations  . . . . . . . . . . . . . . . 271--285
              Vadim Moskvin and   
                    Lech Papiez   Method of trajectory rotation as a Monte
                                  Carlo variance reduction technique . . . 287--298
               V. Nekrutkin and   
                      K. Romkin   Propagation of chaos for Kac particle
                                  Systems  . . . . . . . . . . . . . . . . 299--315
                      Anonymous   Editorial Board  . . . . . . . . . . . . 317

Monte Carlo Methods and Applications
Volume 8, Number 4, 2002

      Héctor Cancela and   
             Gerardo Rubino and   
                   Bruno Tuffin   MTTF Estimation using importance
                                  sampling on Markov models  . . . . . . . 321--341
                 Dan Crisan and   
                    Terry Lyons   Minimal Entropy Approximations and
                                  Optimal Algorithms . . . . . . . . . . . 343--355
             J. P. Heritage and   
                L. C. G. Rogers   Large Investors, takeovers, and the rule
                                  of law . . . . . . . . . . . . . . . . . 357--370
               Markus Kraft and   
                Wolfgang Wagner   An efficient stochastic chemistry
                                  approximation for the PDF transport
                                  equation . . . . . . . . . . . . . . . . 371--394
                 Daniel B. Rowe   Jointly Distributed Mean and Mixing
                                  Coefficients for Bayesian Source
                                  Separation using MCMC and ICM  . . . . . 395--403
          Evgeni Zapadinsky and   
              Liisa Pirjola and   
                 Markku Kulmala   Effect of Cross-correlated Fluctuations
                                  on the Aerosol Dynamics: Monte Carlo
                                  Simulations  . . . . . . . . . . . . . . 405--419
                      Anonymous   Editorial Board  . . . . . . . . . . . . 421


Monte Carlo Methods and Applications
Volume 9, Number 1, January, 2003

                  N. Golyandina   Central Limit Theorem for $ (n,
                                  k)$-particle processes solving balance
                                  equations  . . . . . . . . . . . . . . . 1--11
                   V. Nekrutkin   Kac particle systems with free motion
                                  and equations of Boltzmann type  . . . . 13--25
                Syoiti Ninomiya   A partial sampling method applied to the
                                  Kusuoka approximation  . . . . . . . . . 27--38
             Shuhei Ogihara and   
               Shigeyoshi Ogawa   On a discrete stochastic approximation
                                  and its application to data analysis . . 39--50
             Karl Sabelfeld and   
                 Elena Shkarupa   Functional Random Walk on Spheres
                                  algorithm for biharmonic equation:
                                  optimization and error estimation  . . . 51--65
                I. M. Sobol and   
              E. E. Myshetskaya   Modelling correlated random variables    67--76
                   V. V. Shvets   On asymptotic behaviour of modelling
                                  time in the importance sampling method   77--85
                      Anonymous   IVth IMACS Seminar on Monte Carlo
                                  Methods  . . . . . . . . . . . . . . . . 87

Monte Carlo Methods and Applications
Volume 9, Number 2, 2003

         Jean-Pierre Minier and   
               Eric Peirano and   
                Sergio Chibbaro   Weak first- and second-order numerical
                                  schemes for stochastic differential
                                  equations appearing in Lagrangian
                                  two-phase flow modeling  . . . . . . . . 93--133
             Gilles Pag\`es and   
               Jacques Printems   Optimal quadratic quantization for
                                  numerics: the Gaussian case  . . . . . . 135--165
           O. Kurbanmuradov and   
                 A. Levykin and   
                  U. Rannik and   
               K. Sabelfeld and   
                      T. Vesala   Stochastic Lagrangian footprint
                                  calculations over a surface with an
                                  abrupt change of roughness height  . . . 167--188

Monte Carlo Methods and Applications
Volume 9, Number 3, 2003

                  V. V. Anh and   
                    W. Grecksch   A fractional stochastic evolution
                                  equation driven by fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 189--199
         Imad A. Barghouthi and   
           Naji A. Qatanani and   
                 Fathi M. Allan   Monte Carlo Simulation of Boltzmann
                                  Equation in Space Plasma at High
                                  Latitudes  . . . . . . . . . . . . . . . 201--216
                Scott D. Button   Project duration prediction using a
                                  Monte Carlo simulation of the periodic
                                  output of the project resources  . . . . 217--225
            Gerhard Larcher and   
             Martin Predota and   
                Robert F. Tichy   Arithmetic average options in the
                                  hyperbolic model . . . . . . . . . . . . 227--239
                  Antoine Lejay   Simulating a diffusion on a graph.
                                  Application to reservoir engineering . . 241--255
            Panagiotis Mantalos   Bootstrapping the Breusch--Godfrey
                                  autocorrelation test for a single
                                  equation dynamic model: Bootstrapping
                                  the Restricted vs. Unrestricted model    257--269
             Karl Sabelfeld and   
               Dmitry Kolyukhin   Stochastic Eulerian model for the flow
                                  simulation in porous media . . . . . . . 271--290
                      Anonymous   Editorial Board  . . . . . . . . . . . . 291

Monte Carlo Methods and Applications
Volume 9, Number 4, 2003

                   Jiu Ding and   
                   Dong Mao and   
                     Aihui Zhou   A Quasi Monte Carlo Approach to
                                  Piecewise Linear Markov Approximations
                                  of Markov Operators  . . . . . . . . . . 295--306
               A. D. Egorov and   
                 V. B. Malyutin   Approximate evaluation of a class of
                                  functional integrals over space of
                                  functions taking values $ \pm 1 $  . . . 307--314
                 A. Kolodko and   
                   K. Sabelfeld   Stochastic particle methods for
                                  Smoluchowski coagulation equation:
                                  variance reduction and error estimations 315--339
           O. Kurbanmuradov and   
               K. Sabelfeld and   
               O. F. Smidts and   
                   H. Vereecken   A Lagrangian Stochastic Model for the
                                  Transport in Statistically Homogeneous
                                  Porous Media . . . . . . . . . . . . . . 341--366
                 Daniel B. Rowe   Significant FMRI neurologic synchrony
                                  using Monte Carlo methods  . . . . . . . 367--385


Monte Carlo Methods and Applications
Volume 10, Number 1, 2004

                 Bouhari Arouna   Adaptative Monte Carlo Method, a
                                  Variance Reduction Technique . . . . . . 1--24
               Benjamin Seibold   Optimal Prediction in Molecular Dynamics 25--50
             Jean-Luc Akian and   
   Bénédicte Puig   Some results of error evaluation for a
                                  non-Gaussian simulation method . . . . . 51--68
Bénédicte Puig and   
                Fabrice Poirion   White noise and simulation of ordinary
                                  Gaussian processes . . . . . . . . . . . 69--89

Monte Carlo Methods and Applications
Volume 10, Number 2, 2004

           Nicolas Fournier and   
     Jean-Sébastien Giet   Exact simulation of nonlinear
                                  coagulation processes  . . . . . . . . . 95--106
              Yuko Ichikawa and   
                    Makoto Mori   Discrepancy of van der Corput sequences
                                  generated by piecewise linear
                                  transformations  . . . . . . . . . . . . 107--116
             Michael Khazen and   
                      Arie Dubi   Monte Carlo variance reduction in
                                  applications to Systems Reliability
                                  using Phase Space Splitting  . . . . . . 117--128
         Dominique Lepingle and   
                Thi Thao Nguyen   Approximating and Simulating Multivalued
                                  Stochastic Differential Equations  . . . 129--152
                   N. Suciu and   
                 C. Vamo\cs and   
               H. Hardelauf and   
            J. Vanderborght and   
                   H. Vereecken   Numerical Modeling of Large Scale
                                  Transport of Contaminant Solutes Using
                                  the Global Random Walk Algorithm . . . . 153--177
                      Anonymous   Editorial Board  . . . . . . . . . . . . 179

Monte Carlo Methods and Applications
Volume 10, Number 3--4, 2004

                 Karl Sabelfeld   Foreword: [Selection of papers presented
                                  at the IV IMACS Seminar on Monte Carlo
                                  methods] . . . . . . . . . . . . . . . . 181--182
                 John H. Halton   An outline of quasi-probability: Why
                                  quasi-Monte-Carlo methods are
                                  statistically valid and how their errors
                                  can be estimated statistically . . . . . 183--196
    Hansjörg Albrecher and   
      Jürgen Hartinger and   
                Robert F. Tichy   QMC techniques for CAT bond pricing  . . 197--211
              V. Alexandrov and   
               E. Atanassov and   
                       I. Dimov   Parallel Quasi-Monte Carlo Methods for
                                  Linear Algebra Problems  . . . . . . . . 213--219
                  T. A. Averina   Algorithm of statistical simulation of
                                  dynamic systems with distributed change
                                  of structure . . . . . . . . . . . . . . 221--226
                J. Branlard and   
                   S. Aboud and   
                   P. Osuch and   
                S. Goodnick and   
                    M. Saraniti   Frequency Analysis of Semiconductor
                                  Devices Using Full-Band Cellular Monte
                                  Carlo Simulations  . . . . . . . . . . . 227--233
                 Evelyn Buckwar   The $ \Theta $-Maruyama scheme for
                                  stochastic functional differential
                                  equations with distributed memory term   235--244
          Emilio Castronovo and   
                Peter R. Kramer   Subdiffusion and Superdiffusion in
                                  Lagrangian Stochastic Models of Oceanic
                                  Transport  . . . . . . . . . . . . . . . 245--256
               A. D. Egorov and   
                  A. V. Zherelo   Approximations of functional integrals
                                  with respect to measures generated by
                                  solutions of stochastic differential
                                  equations  . . . . . . . . . . . . . . . 257--264
              Karl Entacher and   
              Gerold Laimer and   
           Harald Röck and   
                    Andreas Uhl   Normalization of the Spectral Test in
                                  High Dimensions  . . . . . . . . . . . . 265--274
             Emmanuel Gobet and   
                  Sylvain Maire   A spectral Monte Carlo method for the
                                  Poisson equation . . . . . . . . . . . . 275--285
                  N. Golyandina   Convergence rate for spherical processes
                                  with shifted centres . . . . . . . . . . 287--296
                Stefan Heinrich   On the Power of Quantum Algorithms for
                                  Vector Valued Mean Computation . . . . . 297--310
          Aneta Karaivanova and   
           Michael Mascagni and   
             Nikolai A. Simonov   Parallel Quasirandom Walks on the
                                  Boundary . . . . . . . . . . . . . . . . 311--319
               Alexander Keller   Trajectory Splitting by Restricted
                                  Replication  . . . . . . . . . . . . . . 321--329
                 A. Kolodko and   
                J. Schoenmakers   Upper Bounds for Bermudan Style
                                  Derivatives  . . . . . . . . . . . . . . 331--343
           Dmitry Kolyukhin and   
                 Karl Sabelfeld   Stochastic Eulerian model for the flow
                                  simulation in porous media. Unconfined
                                  aquifers . . . . . . . . . . . . . . . . 345--357
                  H. Kosina and   
               M. Nedjalkov and   
                  S. Selberherr   Solution of the Space-dependent Wigner
                                  Equation Using a Particle Model  . . . . 359--368
               G. A. Kuzmin and   
                 O. N. Soboleva   Subgrid Modeling of Filtration in a
                                  Porous Medium with Multiscale Log-Stable
                                  permeability . . . . . . . . . . . . . . 369--376
     Christian Lécot and   
                   Bruno Tuffin   Comparison of Quasi-Monte Carlo-Based
                                  Methods for Simulation of Markov Chains  377--384
                  Antoine Lejay   Monte Carlo methods for fissured porous
                                  media: a gridless approach . . . . . . . 385--392
              Josef Leydold and   
          Wolfgang Hörmann   Smoothed Transformed Density Rejection   393--401
       M. Magolu monga Made and   
               O. F. Smidts and   
                       A. Dubus   Adaptive adjoint Monte Carlo simulation
                                  for the uncertainty  . . . . . . . . . . 403--413
             M. Marseguerra and   
                E. Padovani and   
                     E. Zio and   
         F. Giacobbo E. Patelli   A Nuclear Measurement Technique of Water
                                  Penetration in Concrete Barriers . . . . 415--422
          Mario Marseguerra and   
                 Enrico Zio and   
                 Francesco Bosi   System availability and reliability
                                  analysis by direct Monte Carlo with
                                  biasing  . . . . . . . . . . . . . . . . 423--434
           Michael Mascagni and   
                    Hongmei Chi   On the Scrambled Halton Sequence . . . . 435--442
              Alain Mazzolo and   
    Beno\^ìt Roesslinger   Monte-Carlo simulation of the chord
                                  length distribution function across
                                  convex bodies, non-convex bodies and
                                  random media . . . . . . . . . . . . . . 443--454
                    Makoto Mori   Discrepancy of sequences generated by
                                  dynamical system . . . . . . . . . . . . 455--459
               M. Nedjalkov and   
               E. Atanassov and   
                  H. Kosina and   
                  S. Selberherr   Operator-Split Method for Variance
                                  Reduction in Stochastic Solutions of the
                                  Wigner Equation  . . . . . . . . . . . . 461--468
               V. Nekrutkin and   
                     P. Potapov   Two variants of a stochastic Euler
                                  method for homogeneous balance
                                  differential equations . . . . . . . . . 469--479
          Hans-Erik Nilsson and   
           Antonio Martinez and   
                     Mats Hjelm   Full band Monte Carlo simulation ---
                                  beyond the semiclassical approach  . . . 481--490
                Erich Novak and   
                Harald Pfeiffer   Coin Tossing Algorithms for Integral
                                  Equations and Tractability . . . . . . . 491--498
               R. Y. Papancheva   Optimal Korobov Coefficients for Good
                                  Lattice Points in Quasi Monte Carlo
                                  Algorithms . . . . . . . . . . . . . . . 499--509
               Tim Pillards and   
                   Ronald Cools   A theoretical view on transforming
                                  low-discrepancy sequences from a cube to
                                  a simplex  . . . . . . . . . . . . . . . 511--529
           Stefano Portolan and   
              Rita C. Iotti and   
                   Fausto Rossi   Weighted simulation of steady-state
                                  transport within the standard Monte
                                  Carlo paradigm . . . . . . . . . . . . . 531--539
             A. V. Protasov and   
              V. A. Ogorodnikov   Dynamic probabilistic method of
                                  numerical modeling of multidimensional
                                  hydrometeorological fields . . . . . . . 541--549
          Abdujabor Rasulov and   
          Aneta Karaivanova and   
               Michael Mascagni   Quasirandom Sequences in Branching
                                  Random Walks . . . . . . . . . . . . . . 551--558
            K. K. Sabelfeld and   
            I. A. Shalimova and   
                  A. I. Levykin   Discrete random walk on large spherical
                                  grids generated by spherical means for
                                  PDEs . . . . . . . . . . . . . . . . . . 559--574
                Mateu Sbert and   
           Philippe Bekaert and   
                    John Halton   Reusing paths in radiosity and global
                                  illumination . . . . . . . . . . . . . . 575--585
              Thomas Schell and   
                Andreas Uhl and   
                Peter Zinterhof   Measures of Uniform Distribution in
                                  Wavelet Based Image Compression  . . . . 587--597
              N. A. Simonov and   
                    M. Mascagni   Random Walk Algorithms for Estimating
                                  Effective Properties of Digitized Porous
                                  Media  . . . . . . . . . . . . . . . . . 599--608
                 Hiroshi Sugita   Security of pseudo-random generator and
                                  Monte Carlo method . . . . . . . . . . . 609--615
                   Bruno Tuffin   Randomization of Quasi-Monte Carlo
                                  Methods for Error Estimation: Survey and
                                  Normal Approximation . . . . . . . . . . 617--628
          Dragica Vasileska and   
                Shaikh S. Ahmed   Monte Carlo Simulation of Narrow-Width
                                  SOI Devices: Incorporation of the Short
                                  Range Coulomb Interaction  . . . . . . . 629--640
                     E. Zio and   
                   A. Cammi and   
                  A. Cioncolini   Dagger-sampling variance reduction in
                                  Monte Carlo reliability analysis . . . . 641--652
                 Karl Sabelfeld   Foreword . . . . . . . . . . . . . . . . i


Monte Carlo Methods and Applications
Volume 11, Number 1, 2005

             Abdelali Gabih and   
              Wilfried Grecksch   An $ \epsilon $-optimal portfolio with
                                  stochastic volatility  . . . . . . . . . 1--14
           Dmitry Kolyukhin and   
                 Karl Sabelfeld   Stochastic flow simulation in $3$D
                                  porous media . . . . . . . . . . . . . . 15--37
                 Yaohang Li and   
               Michael Mascagni   Grid-based Quasi-Monte Carlo
                                  Applications . . . . . . . . . . . . . . 39--55
           Huyên Pham and   
       Wolfgang Runggaldier and   
                   Afef Sellami   Approximation by quantization of the
                                  filter process and applications to
                                  optimal stopping problems under partial
                                  observation  . . . . . . . . . . . . . . 57--81
         I. M. Sobol\cprime and   
               S. S. Kucherenko   On global sensitivity analysis of
                                  quasi-Monte Carlo algorithms . . . . . . 83--92
                      Anonymous   Editorial Board  . . . . . . . . . . . . 93

Monte Carlo Methods and Applications
Volume 11, Number 2, 2005

                 Vlad Bally and   
          Lucia Caramellino and   
               Antonino Zanette   Pricing and hedging American options by
                                  Monte Carlo methods using a Malliavin
                                  calculus approach  . . . . . . . . . . . 97--133
               V. Gerlovina and   
                   V. Nekrutkin   Asymptotical behavior of linear
                                  congruential generators  . . . . . . . . 135--162
                    Makoto Mori   Construction of three-dimensional low
                                  discrepancy sequences  . . . . . . . . . 163--174
             Clive G. Wells and   
                   Markus Kraft   Direct Simulation and Mass Flow
                                  Stochastic Algorithms to Solve a
                                  Sintering--Coagulation Equation  . . . . 175--197
                      Anonymous   Editorial Board  . . . . . . . . . . . . 199

Monte Carlo Methods and Applications
Volume 11, Number 3, 2005

                 John H. Halton   Quasi-probability. Why
                                  quasi-Monte--Carlo methods are
                                  statistically valid and how their errors
                                  can be estimated statistically . . . . . 203--350

Monte Carlo Methods and Applications
Volume 11, Number 4, 2005

        Aurélien Alfonsi   On the discretization schemes for the
                                  CIR (and Bessel squared) processes . . . 355--384
                Nicolas Bouleau   Dirichlet Forms in Simulation  . . . . . 385--395
                E. G. Kablukova   Investigation of methods of numerical
                                  integration with optimal convergence
                                  speed  . . . . . . . . . . . . . . . . . 397--406
             Gilles Pag\`es and   
               Jacques Printems   Functional quantization for numerics
                                  with an application to option pricing    407--446
          Mikhail Plotnikov and   
                 Elena Shkarupa   The discrete-stochastic approaches to
                                  solving the linearized Boltzmann
                                  equation . . . . . . . . . . . . . . . . 447--462
                   J. H. Halton   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]  . . . . . 463--463
                      Anonymous   Editorial Board  . . . . . . . . . . . . 465


Monte Carlo Methods and Applications
Volume 12, Number 1, 2006

                 Josef Dick and   
                  Peter Kritzer   A best possible upper bound on the star
                                  discrepancy of $ (t, m, 2)$-nets . . . . 1--17
                 S. Mosbach and   
                       M. Kraft   Explicit stochastic ODE solution methods
                                  applied to high-temperature combustion   19--45
                    Art B. Owen   On the Warnock--Halton quasi-standard
                                  error  . . . . . . . . . . . . . . . . . 47--54
            K. K. Sabelfeld and   
            I. A. Shalimova and   
                  A. I. Levykin   Random Walk on Fixed Spheres for Laplace
                                  and Lamé equations  . . . . . . . . . . . 55--93
                      Anonymous   Editorial Board  . . . . . . . . . . . . 95

Monte Carlo Methods and Applications
Volume 12, Number 2, 2006

                     Josef Dick   A Taylor space for multivariate
                                  integration  . . . . . . . . . . . . . . 99--112
                 John H. Halton   Sequential Monte Carlo Techniques for
                                  Solving Non-Linear Systems . . . . . . . 113--141
             Christian Kahl and   
                   Henri Schurz   Balanced Milstein Methods for Ordinary
                                  SDEs . . . . . . . . . . . . . . . . . . 143--170
                Reiichiro Kawai   An importance sampling method based on
                                  the density transformation of Lévy
                                  processes  . . . . . . . . . . . . . . . 171--186
                      Anonymous   Editorial Board  . . . . . . . . . . . . 187

Monte Carlo Methods and Applications
Volume 12, Number 3--4, 2006

      Nicola Bruti-Liberati and   
Christina Nikitopoulos-Sklibosios and   
                 Eckhard Platen   First Order Strong Approximations of
                                  Jump Diffusions  . . . . . . . . . . . . 191--209
           O. Kurbanmuradov and   
                   K. Sabelfeld   Exponential bounds for the probability
                                  deviations of sums of random fields  . . 211--229
                   G. Leobacher   Stratified sampling and quasi-Monte
                                  Carlo simulation of Lévy processes  . . . 231--238
                Ting Hsiang Lin   A comparison of model selection indices
                                  for nested latent class models . . . . . 239--259
   Siti Nurleena Abu Mansor and   
               Adam Baharum and   
         Anton Abdulbasah Kamil   Portfolio Resampling in Malaysian Equity
                                  Market . . . . . . . . . . . . . . . . . 261--269
F. J. Rodr\'ìguez Nieto and   
             M. A. Pasquale and   
              M. E. Martins and   
            F. A. Bareilles and   
                    A. J. Arvia   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 . . . . . . . 271--289
                    C. G. Wells   A stochastic approximation scheme and
                                  convergence theorem for particle
                                  interactions with perfectly reflecting
                                  boundary conditions  . . . . . . . . . . 291--342
                      Anonymous   Editorial Board  . . . . . . . . . . . . 343

Monte Carlo Methods and Applications
Volume 12, Number 5--6, 2006

           Christian Bender and   
          Anastasia Kolodko and   
              John Schoenmakers   Policy iteration for American options:
                                  overview . . . . . . . . . . . . . . . . 347--362
              S. M. Ermakov and   
              A. Rukavishnikova   Quasi-Monte Carlo algorithms for solving
                                  linear algebraic equations . . . . . . . 363--384
                 Manuel Gil and   
           Gaston H. Gonnet and   
             Wesley P. Petersen   A Repetition Test for Pseudo-Random
                                  Number Generators  . . . . . . . . . . . 385--393
           O. Kurbanmuradov and   
                   K. Sabelfeld   Stochastic Spectral and Fourier-Wavelet
                                  Methods for Vector Gaussian Random
                                  Fields . . . . . . . . . . . . . . . . . 395--445
         Saralees Nadarajah and   
                    Samuel Kotz   Determination of software reliability
                                  based on multivariate exponential, Lomax
                                  and Weibull models . . . . . . . . . . . 447--459
           Pierre Ngnepieba and   
             M. Y. Hussaini and   
                 Laurent Debreu   Optimal Control and Stochastic Parameter
                                  Estimation . . . . . . . . . . . . . . . 461--476
            Leonid I. Piterbarg   Parameter estimation in multi particle
                                  Lagrangian stochastic models . . . . . . 477--493
                L. N. Sahoo and   
                R. K. Sahoo and   
                 S. C. Senapati   An Empirical Study on the Accuracy of
                                  Ratio and Regression Estimators in the
                                  Presence of Measurement Errors . . . . . 495--501


Monte Carlo Methods and Applications
Volume 13, Number 1, 2007

                M. L. Huang and   
                M. Pollanen and   
                     W. K. Yuen   An Efficient Randomized Quasi-Monte
                                  Carlo Algorithm for the Pareto
                                  Distribution . . . . . . . . . . . . . . 1--20
             Saralees Nadarajah   Comparison of Time-to-Event Data for
                                  Clinical Trials  . . . . . . . . . . . . 21--35
                 Gilles Pag\`es   Multi-step Richardson--Romberg
                                  Extrapolation: Remarks on Variance
                                  Control and Complexity . . . . . . . . . 37--70
               K. Sabelfeld and   
                 A. Levykin and   
                   T. Privalova   A Fast Stratified Sampling Simulation of
                                  Coagulation Processes  . . . . . . . . . 71--88
       Ilya M. Sobol\cprime and   
              Boris V. Shukhman   On Global Sensitivity Indices: Monte
                                  Carlo Estimates Affected by Random
                                  Errors . . . . . . . . . . . . . . . . . 89--97

Monte Carlo Methods and Applications
Volume 13, Number 2, 2007

           Shigeyoshi Ogawa and   
                  Koji Wakayama   On a real-time scheme for the estimation
                                  of volatility  . . . . . . . . . . . . . 99--116
                 Christian Roth   Weak approximations of solutions of a
                                  first order hyperbolic stochastic
                                  partial differential equation  . . . . . 117--133
          Benjamin Jourdain and   
                   Mohamed Sbai   Exact retrospective Monte Carlo
                                  computation of arithmetic average Asian
                                  options  . . . . . . . . . . . . . . . . 135--171

Monte Carlo Methods and Applications
Volume 13, Number 3, August, 2007

                 Hossein Arsham   Monte Carlo Techniques for Parametric
                                  Finite Multidimensional Integral
                                  Equations  . . . . . . . . . . . . . . . 173--195
                Reiichiro Kawai   Adaptive Monte Carlo Variance Reduction
                                  with Two-time-scale Stochastic
                                  Approximation  . . . . . . . . . . . . . 197--217
               Trifon I. Missov   Integral evaluation using the $ \Delta^2
                                  $-distribution. Simulation and
                                  illustration . . . . . . . . . . . . . . 219--225
               V. Nekrutkin and   
                   M. Samakhova   Admissible and Asymptotically Optimal
                                  Linear Congruential Generators . . . . . 227--244
                    K. P. Vidya   Pollard's rho attack on ECDLP and
                                  Threshold Schemes  . . . . . . . . . . . 245--252

Monte Carlo Methods and Applications
Volume 13, Number 4, November 20, 2007

            Francesc Castro and   
              Gustavo Patow and   
                Mateu Sbert and   
                 John H. Halton   Fast GPU-based reuse of paths in
                                  radiosity  . . . . . . . . . . . . . . . 253--273
                   A. D. Egorov   Approximations for expectations of
                                  functionals of solutions to stochastic
                                  differential equations . . . . . . . . . 275--285
                    V. Malyutin   On approximation of matrix valued
                                  functional integrals . . . . . . . . . . 287--298
               M. Nedjalkov and   
               D. Vasileska and   
                   I. Dimov and   
                       G. Arsov   Mixed initial-boundary value problem in
                                  particle modeling of microelectronic
                                  devices  . . . . . . . . . . . . . . . . 299--331

Monte Carlo Methods and Applications
Volume 13, Number 5--6, January, 2008

               A. A. Gormin and   
                Y. N. Kashtanov   The weighted variance minimization for
                                  options pricing  . . . . . . . . . . . . 333--351
          Wilfried Grecksch and   
                 Christian Roth   A quasilinear stochastic partial
                                  differential equation driven by
                                  fractional white noise . . . . . . . . . 353--367
            C. Lécot and   
                     A. Tarhini   A quasi-stochastic simulation of the
                                  general dynamics equation for aerosols   369--388
             Saralees Nadarajah   Skewed distributions generated by the
                                  Student's $t$ kernel . . . . . . . . . . 389--404
                 Karl Sabelfeld   Expansion of random boundary excitations
                                  for elliptic PDEs  . . . . . . . . . . . 405--453
         I. M. Sobol\cprime and   
              E. E. Myshetskaya   Monte Carlo estimators for small
                                  sensitivity indices  . . . . . . . . . . 455--465
            Anton Voytishek and   
         Alexandr Myasnikov and   
                  Leonid Saneev   A use of algorithms for numerical
                                  modeling of order statistics . . . . . . 467--483


Monte Carlo Methods and Applications
Volume 14, Number 1, May, 2008

                 John H. Halton   Sequential Monte Carlo for linear
                                  systems --- a practical summary  . . . . 1--27
              Sylvain Maire and   
           Etienne Tanré   Some new simulations schemes for the
                                  evaluation of Feynman--Kac
                                  representations  . . . . . . . . . . . . 29--51
                    Makoto Mori   Spectra of Perron--Frobenius operator
                                  and new construction of two dimensional
                                  low discrepancy sequences  . . . . . . . 53--74
             Saralees Nadarajah   Computing percentage points of the
                                  largest among Student's $t$ random
                                  variables  . . . . . . . . . . . . . . . 75--84
           Hirotake Yaguchi and   
                     Izumi Kubo   A new nonrecursive pseudorandom number
                                  generator based on chaos mappings  . . . 85--98

Monte Carlo Methods and Applications
Volume 14, Number 2, July, 2008

                Kengy Barty and   
           Pierre Girardeau and   
          Cyrille Strugarek and   
      Jean-Sébastien Roy   Application of kernel-based stochastic
                                  gradient algorithms to option pricing    99--127
             Benjamin Doerr and   
            Michael Gnewuch and   
              Peter Kritzer and   
       Friedrich Pillichshammer   Component-by-component construction of
                                  low-discrepancy point sets of small size 129--149
                Flavius Guia\cs   Generalized Becker--Döring equations
                                  modeling the time evolution of a process
                                  of preferential attachment with fitness  151--170
                 John H. Halton   Sigma-algebra theorems . . . . . . . . . 171--189

Monte Carlo Methods and Applications
Volume 14, Number 3, September, 2008

                Wolfgang Wagner   Deviational particle Monte Carlo for the
                                  Boltzmann equation . . . . . . . . . . . 191--268
                     Y. Cao and   
                     H. Chi and   
                  C. Milton and   
                        W. Zhao   Exploitation of sensitivity derivatives
                                  via randomized quasi-Monte Carlo methods 269--279

Monte Carlo Methods and Applications
Volume 14, Number 4, November, 2008

                   Jan Baldeaux   Quasi-Monte Carlo methods for the Kou
                                  model  . . . . . . . . . . . . . . . . . 281--302
            Takahiko Fujita and   
             Hiroshi Kaneko and   
                 Shin Matsumoto   A uniformly distributed sequence on the
                                  ring of $p$-adic integers  . . . . . . . 303--310
                   Stefan Heinz   Realizability of dynamic subgrid-scale
                                  stress models via stochastic analysis    311--329
               Shigeyoshi Ogawa   Real-time scheme for the volatility
                                  estimation in the presence of
                                  microstructure noise . . . . . . . . . . 331--342
    Michael Stöllinger and   
                   Stefan Heinz   PDF modeling and simulation of premixed
                                  turbulent combustion . . . . . . . . . . 343--377


Monte Carlo Methods and Applications
Volume 15, Number 1, May, 2009

               V. Nekrutkin and   
                     R. Sabitov   Spectral test and spectral distance for
                                  multiplicative generators with moduli $
                                  2^p $  . . . . . . . . . . . . . . . . . 1--10
           Kaj Nyström and   
             Thomas Önskog   On Monte Carlo algorithms applied to
                                  Dirichlet problems for parabolic
                                  operators in the setting of
                                  time-dependent domains . . . . . . . . . 11--47
             Leonid Pletnev and   
              Maxim Gvozdev and   
                Kiryl Samartsau   Computer modeling of stationary
                                  particles transport in open cylindrical
                                  nanosystems by Monte Carlo method  . . . 49--62
               K. Sabelfeld and   
           O. Kurbanmuradov and   
                     A. Levykin   Stochastic simulation of particle
                                  transport by a random Darcy flow through
                                  a porous cylinder  . . . . . . . . . . . 63--90

Monte Carlo Methods and Applications
Volume 15, Number 2, August, 2009

                H. Fakhouri and   
                  A. Nasroallah   On the simulation of Markov chain
                                  steady-state distribution using CFTP
                                  algorithm  . . . . . . . . . . . . . . . 91--105
             A. A. Kirillov and   
                 I. A. Kirillov   The exponential-normal form and its
                                  application to ultra high energy
                                  cascades investigation . . . . . . . . . 107--133
           Trifon I. Missov and   
              Sergey M. Ermakov   On importance sampling in the problem of
                                  global optimization  . . . . . . . . . . 135--144
                    Yi Wang and   
           Kent M. Eskridge and   
               S. Nadarajah and   
             Andrzey T. Galecki   Bayesian and non-Bayesian analysis of
                                  mixed-effects PK/PD models based on
                                  differential equations . . . . . . . . . 145--167
           Giray Ökten and   
                Michael Gnewuch   Correction of a proof in ``A
                                  probabilistic result on the discrepancy
                                  of a hybrid-Monte Carlo sequence and
                                  applications'' [\refcno 1434421] . . . . 169--172

Monte Carlo Methods and Applications
Volume 15, Number 3, November, 2009

                  O. Bardou and   
                  N. Frikha and   
                     G. Pag\`es   Computing VaR and CVaR using stochastic
                                  approximation and adaptive unconstrained
                                  importance sampling  . . . . . . . . . . 173--210
              Brian Beachkofski   Comparison of descriptive statistics for
                                  multidimensional point sets  . . . . . . 211--228
             Jaya P. N. Bishwal   Berry--Esseen inequalities for
                                  discretely observed diffusions . . . . . 229--239
        Ömer E\ugecio\uglu   Uniform generation of anonymous and
                                  neutral preference profiles for social
                                  choice rules . . . . . . . . . . . . . . 241--255
               K. Sabelfeld and   
                   N. Mozartova   Sparsified Randomization Algorithms for
                                  large systems of linear equations and a
                                  new version of the Random Walk on
                                  Boundary method  . . . . . . . . . . . . 257--284

Monte Carlo Methods and Applications
Volume 15, Number 4, December, 2009

           Denis Belomestny and   
             Stanley Mathew and   
              John Schoenmakers   Multiple stochastic volatility extension
                                  of the Libor market model and its
                                  implementation . . . . . . . . . . . . . 285--310
           Michael Mascagni and   
                      Haohai Yu   Scrambled Sobol\cprime sequences via
                                  permutation  . . . . . . . . . . . . . . 311--332
         Andreas Neuenkirch and   
              Henryk Zähle   Asymptotic error distribution of the
                                  Euler method for SDEs with non-Lipschitz
                                  coefficients . . . . . . . . . . . . . . 333--351
             Hoang-Long Ngo and   
               Shigeyoshi Ogawa   A central limit theorem for the
                                  functional estimation of the spot
                                  volatility . . . . . . . . . . . . . . . 353--380


Monte Carlo Methods and Applications
Volume 16, Number 1, April, 2010

            Christian Bayer and   
            Anders Szepessy and   
            Raúl Tempone   Adaptive weak approximation of reflected
                                  and stopped diffusions . . . . . . . . . 1--67
              Edwin Jimenez and   
                 Nathan Lay and   
            M. Yousuff Hussaini   A systematic study of efficient sampling
                                  methods to quantify uncertainty in crack
                                  propagation and the Burgers equation . . 69--93

Monte Carlo Methods and Applications
Volume 16, Number 2, July, 2010

                  A. Egorov and   
                   K. Sabelfeld   Approximate formulas for expectations of
                                  functionals of solutions to stochastic
                                  differential equations . . . . . . . . . 95--127
         Sergei M. Prigarin and   
             Andreas Martin and   
                Gerhard Winkler   Simulation of binary random fields with
                                  Gaussian numerical models  . . . . . . . 129--142
                    M. Grigoriu   A spectral-based Monte Carlo algorithm
                                  for generating samples of nonstationary
                                  Gaussian processes . . . . . . . . . . . 143--165
                 Henning Marxen   The Multilevel Monte Carlo method used
                                  on a Lévy driven SDE  . . . . . . . . . . 167--190
          Benjamin Jourdain and   
                   Mohamed Sbai   Erratum: Exact retrospective Monte Carlo
                                  computation of arithmetic average Asian
                                  options [MR2338086]  . . . . . . . . . . 191--193

Monte Carlo Methods and Applications
Volume 16, Number 3--4, December, 2010

                Alain Dubus and   
                 Karl Sabelfeld   Editorial [Selected papers from the
                                  Seventh IMACS Seminar on Monte Carlo
                                  methods] . . . . . . . . . . . . . . . . 195--195
           Stefan C. Agapie and   
              Paula A. Whitlock   Random packing of hyperspheres and
                                  Marsaglia's parking lot test . . . . . . 197--209
             Rami El Haddad and   
     Christian Lécot and   
   Gopalakrishnan Venkiteswaran   Diffusion in a nonhomogeneous medium:
                                  quasi-random walk on a lattice . . . . . 211--230
                Henri Faure and   
             Christiane Lemieux   Improved Halton sequences and
                                  discrepancy bounds . . . . . . . . . . . 231--250
         Tiffany A. Lambert and   
              Paula A. Whitlock   Generalizing Sudoku to three dimensions  251--263
        Christophe De Luigi and   
                  Sylvain Maire   Adaptive integration and approximation
                                  over hyper-rectangular regions with
                                  applications to basket option pricing    265--282
           Roman N. Makarov and   
                     Devin Glew   Exact simulation of Bessel diffusions    283--306
          Florian Pausinger and   
            Wolfgang Ch. Schmid   A good permutation for one-dimensional
                                  diaphony . . . . . . . . . . . . . . . . 307--322
                  Daniel Rudolf   Error bounds for computing the
                                  expectation by Markov chain Monte Carlo  323--342
             Karl Sabelfeld and   
                Nadja Loshchina   Stochastic iterative projection methods
                                  for large linear systems . . . . . . . . 343--359
                      Halis Sak   Increasing the number of inner
                                  replications of multifactor portfolio
                                  credit risk simulation in the $t$-copula
                                  model  . . . . . . . . . . . . . . . . . 361--377
                     Manan Shah   A genetic algorithm approach to estimate
                                  lower bounds of the star discrepancy . . 379--398
                Wolfgang Wagner   Random and deterministic fragmentation
                                  models . . . . . . . . . . . . . . . . . 399--420
             Marta Zalewska and   
           Wojciech Niemiro and   
         Boles\law Samoli\'nski   MCMC imputation in autologistic model    421--438


Monte Carlo Methods and Applications
Volume 17, Number 1, March, 2011

                    Reza Habibi   A note on approximating distribution
                                  functions of cusum and cusumsq tests . . 1--10
            Jonas Kiessling and   
            Raúl Tempone   Diffusion approximation of Lévy processes
                                  with a view towards finance  . . . . . . 11--45
           Peter E. Kloeden and   
      Carlos Sanz-Chacón   Efficient price sensitivity estimation
                                  of financial derivatives by weak
                                  derivatives  . . . . . . . . . . . . . . 47--75
            Bernard Lapeyre and   
     Jérôme Lelong   A framework for adaptive Monte Carlo
                                  procedures . . . . . . . . . . . . . . . 77--98

Monte Carlo Methods and Applications
Volume 17, Number 2, June, 2011

            Andreas Eichler and   
          Gunther Leobacher and   
              Heidrun Zellinger   Calibration of financial models using
                                  quasi-Monte Carlo  . . . . . . . . . . . 99--131
     Terry E. Brumback, Jr. and   
                 Chien-Pin Chen   Hybrid modeling of homogeneous gas-phase
                                  combustion reactions . . . . . . . . . . 133--154
          Yu. V. Kozachenko and   
                Yu. Yu. Mlavets   Probability of large deviations of sums
                                  of random processes from Orlicz space    155--168
János Engländer and   
           Nándor Sieben   Critical branching random walk in an IID
                                  environment  . . . . . . . . . . . . . . 169--193

Monte Carlo Methods and Applications
Volume 17, Number 3, September, 2011

                Annika Lang and   
           Jürgen Potthoff   Fast simulation of Gaussian random
                                  fields . . . . . . . . . . . . . . . . . 195--214
              Yevgen V. Turchyn   Simulation of sub-Gaussian processes
                                  using wavelets . . . . . . . . . . . . . 215--231
            Jesper Karlsson and   
            Raúl Tempone   Towards automatic global error control:
                                  Computable weak error expansion for the
                                  tau-leap method  . . . . . . . . . . . . 233--278
            Reiichiro Kawai and   
                  Hiroki Masuda   Exact discrete sampling of finite
                                  variation tempered stable
                                  Ornstein--Uhlenbeck processes  . . . . . 279--300

Monte Carlo Methods and Applications
Volume 17, Number 4, December, 2011

                    Don McLeish   A general method for debiasing a Monte
                                  Carlo estimator  . . . . . . . . . . . . 301--315
             Nadia Belaribi and   
   François Cuvelier and   
                Francesco Russo   A probabilistic algorithm approximating
                                  solutions of a singular PDE of porous
                                  media type . . . . . . . . . . . . . . . 317--369
                    Abass Sagna   Pricing of barrier options by marginal
                                  functional quantization  . . . . . . . . 371--398
            Victor S. Antyufeev   Non-negative regularization for systems
                                  of linear algebraic equations  . . . . . 399--410
              Sergej M. Ermakov   Variance of the simplest Monte Carlo
                                  estimators in the sign-changing case . . 411--417
                      Anonymous   Prelims  . . . . . . . . . . . . . . . . i


Monte Carlo Methods and Applications
Volume 18, Number 1, March, 2012

            Sophie Laruelle and   
                 Gilles Pag\`es   Stochastic approximation with averaging
                                  innovation applied to Finance  . . . . . 1--51
               Jan Hanousek and   
              Evzen Kocenda and   
             Jan Novotný   The identification of price jumps  . . . 53--77
           Julia Greslehner and   
       Friedrich Pillichshammer   Discrepancy of higher rank polynomial
                                  lattice point sets . . . . . . . . . . . 79--108
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 18, Number 2, June, 2012

Amer Ibrahim Al-Omari Amjad D. Al-Nasser   On the population median estimation
                                  using robust extreme ranked set sampling 109
             Claude Le Bris and   
            Tony Leli\`evre and   
            Mitchell Luskin and   
                    Danny Perez   A mathematical formalization of the
                                  parallel replica dynamics  . . . . . . . 119
              Sylvain Maire and   
                Cyril Prissette   A restarted estimation of distribution
                                  algorithm for solving sudoku puzzles . . 147
           Michael Mascagni and   
                    Lin-Yee Hin   Parallel random number generators in
                                  Monte Carlo derivative pricing: An
                                  application-based test . . . . . . . . . 161
      Christoph Aistleitner and   
                   Markus Hofer   Probabilistic error bounds for the
                                  discrepancy of mixed sequences . . . . . 181
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 18, Number 3, September, 2012

              Juarez S. Azevedo   Quasi Monte Carlo methods applied to
                                  equations in transient regime on the
                                  Theis equation . . . . . . . . . . . . . 201
             Karl Sabelfeld and   
             Nadezhda Mozartova   Stochastic boundary collocation and
                                  spectral methods for solving PDEs  . . . 217
          Kausik Chatterjee and   
       Akshay Anantapadmanabhan   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  . . . . . . . . . . . . . . . . 265
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 18, Number 4, December, 2012

                    Reza Habibi   A note on Newton's method for system of
                                  stochastic differential equations  . . . 275
              Noufel Frikha and   
                    Abass Sagna   Quantization based recursive importance
                                  sampling . . . . . . . . . . . . . . . . 287
                Makoto Mori and   
                    Masaki Mori   Dynamical system generated by algebraic
                                  method and low discrepancy sequences . . 327
        Klaus Pötzelberger   Improving the Monte Carlo estimation of
                                  boundary crossing probabilities by
                                  control variables  . . . . . . . . . . . 353
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i


Monte Carlo Methods and Applications
Volume 19, Number 1, March, 2013

            Colas Schretter and   
            Harald Niederreiter   A direct inversion method for
                                  non-uniform quasi-random point sequences 1
       Céline Labart and   
     Jérôme Lelong   A parallel algorithm for solving BSDEs   11
 Pierre Étoré and   
                Miguel Martinez   Exact simulation of one-dimensional
                                  stochastic differential equations
                                  involving the local time at zero of the
                                  unknown process  . . . . . . . . . . . . 41
                Annika Lang and   
           Jürgen Potthoff   Erratum: Fast simulation of Gaussian
                                  random fields [Monte Carlo Methods Appl.
                                  \bf 17 (2011), 195--214] . . . . . . . . 73
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 19, Number 2, July, 2013

                      Anonymous   Masthead . . . . . . . . . . . . . . . . i
           Michael Mascagni and   
                    Lin-Yee Hin   Parallel pseudo-random number
                                  generators: A derivative pricing
                                  perspective with the Heston stochastic
                                  volatility model . . . . . . . . . . . . 77
    Lexuri Fernández and   
               Peter Hieber and   
               Matthias Scherer   Double-barrier first-passage times of
                                  jump-diffusion processes . . . . . . . . 107
      Richard V. Field, Jr. and   
            Mircea Grigoriu and   
              Clark R. Dohrmann   An algorithm for on-the-fly generation
                                  of samples of non-stationary Gaussian
                                  processes based on a sampling theorem    143

Monte Carlo Methods and Applications
Volume 19, Number 3, September, 2013

            Yury Kozachenko and   
        Oleksandr Kurchenko and   
                 Olga Synyavska   Levy--Baxter theorems for one class of
                                  non-Gaussian random fields . . . . . . . 171
                Anatoly Zherelo   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  . . . . . . . . . . . . . . . 183
              Sylvain Maire and   
           Etienne Tanré   Monte Carlo approximations of the
                                  Neumann problem  . . . . . . . . . . . . 201
                   Junichi Imai   Comparison of random number generators
                                  via Fourier transform  . . . . . . . . . 237--259
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 19, Number 4, December, 2013

                    Hongmei Chi   Generation of parallel modified
                                  Kronecker sequences  . . . . . . . . . . 261
                    Xuewei Yang   A new numerical scheme for a class of
                                  reflected stochastic differential
                                  equations  . . . . . . . . . . . . . . . 273
             Davoud Rostamy and   
           Mohammad Jabbari and   
               Mahshid Gadirian   Worst case error for
                                  integro-differential equations by a
                                  lattice--Nyström method . . . . . . . . . 281
            Tarik Ben Zineb and   
                 Emmanuel Gobet   Preliminary control variates to improve
                                  empirical regression methods . . . . . . 331
                      Anonymous   Masthead . . . . . . . . . . . . . . . . i


Monte Carlo Methods and Applications
Volume 20, Number 1, January, 2014

                      Anonymous   Masthead . . . . . . . . . . . . . . . . i
           Håkon Hoel and   
          Erik von Schwerin and   
            Anders Szepessy and   
            Raúl Tempone   Implementation and analysis of an
                                  adaptive multilevel Monte Carlo
                                  algorithm  . . . . . . . . . . . . . . . 1
        Jean Michel Sellier and   
           Mihail Nedjalkov and   
                 Ivan Dimov and   
           Siegfried Selberherr   A benchmark study of the Wigner Monte
                                  Carlo method . . . . . . . . . . . . . . 43
          Kausik Chatterjee and   
            John R. Roadcap and   
                 Surendra Singh   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  53
              Vipul Kumar Singh   Competency of Monte Carlo and
                                  Black--Scholes in pricing Nifty index
                                  options: A vis-\`a-vis study . . . . . . 61
                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i

Monte Carlo Methods and Applications
Volume 20, Number 2, June, 2014

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
               Adam Metzler and   
                Alexandre Scott   Rare event simulation for diffusion
                                  processes via two-stage importance
                                  sampling . . . . . . . . . . . . . . . . 77
           Michael Mascagni and   
                    Yue Qiu and   
                    Lin-Yee Hin   High performance computing in
                                  quantitative finance: A review from the
                                  pseudo-random number generator
                                  perspective  . . . . . . . . . . . . . . 101--120
                Mircea Grigoriu   An efficient Monte Carlo solution for
                                  problems with random matrices  . . . . . 121
        Yuriy V. Kozachenko and   
           Mykola P. Sergiienko   The criterion of hypothesis testing on
                                  the covariance function of a Gaussian
                                  stochastic process . . . . . . . . . . . 137
            Idris Kharroubi and   
    Nicolas Langrené and   
               Huyên Pham   A numerical algorithm for fully
                                  nonlinear HJB equations: An approach by
                                  control randomization  . . . . . . . . . 145

Monte Carlo Methods and Applications
Volume 20, Number 3, September, 2014

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
              Ilya M. Sobol and   
              Boris V. Shukhman   Quasi-Monte Carlo: A high-dimensional
                                  experiment . . . . . . . . . . . . . . . 167--171
          Karl K. Sabelfeld and   
           Alexander I. Levykin   A spectral method for isotropic
                                  diffusion equation with random
                                  concentration fluctuations of incoming
                                  flux of particles through
                                  circular-shaped boundaries . . . . . . . 173
          Mohamed Ben Alaya and   
                  Ahmed Kebaier   Multilevel Monte Carlo for Asian options
                                  and limit theorems . . . . . . . . . . . 181
      Lokman A. Abbas-Turki and   
           Aych I. Bouselmi and   
              Mohammed A. Mikou   Toward a coherent Monte Carlo simulation
                                  of CVA . . . . . . . . . . . . . . . . . 195
               Chi-Ok Hwang and   
                 Seung-Yeon Kim   Field-induced Kosterlitz--Thouless
                                  transition in critical
                                  triangular-lattice antiferromagnets  . . 217

Monte Carlo Methods and Applications
Volume 20, Number 4, December, 2014

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
               Yuri Imamura and   
              Yuta Ishigaki and   
                Toshiki Okumura   A numerical scheme based on semi-static
                                  hedging strategy . . . . . . . . . . . . 223
             Seung-Hwan Lee and   
                    Eun-Joo Lee   A martingale approach to estimating
                                  confidence band with censored data . . . 237
           Lucia Del Chicca and   
                Gerhard Larcher   Hybrid Monte Carlo methods in credit
                                  risk management  . . . . . . . . . . . . 245
                   Stefan Heinz   Uncertainty quantification of world
                                  population growth: A self-similar PDF
                                  model  . . . . . . . . . . . . . . . . . 261
         Irina A. Shalimova and   
              Karl K. Sabelfeld   Stochastic polynomial chaos based
                                  algorithm for solving PDEs with random
                                  coefficients . . . . . . . . . . . . . . 279


Monte Carlo Methods and Applications
Volume 21, Number 1, March, 2015

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
             Sylvain Corlay and   
                 Gilles Pag\`es   Functional quantization-based stratified
                                  sampling methods . . . . . . . . . . . . 1
          Karl K. Sabelfeld and   
       Alexander I. Levykin and   
          Anastasiya E. Kireeva   Stochastic simulation of
                                  fluctuation-induced reaction-diffusion
                                  kinetics governed by Smoluchowski
                                  equations  . . . . . . . . . . . . . . . 33
    Edilberto Cepeda-Cuervo and   
                Liliana Garrido   Bayesian beta regression models with
                                  joint mean and dispersion modeling . . . 49
            Mohamed Hssikou and   
               Jamal Baliti and   
            Yassir Bouzineb and   
                Mohammed Alaoui   DSMC method for a two-dimensional flow
                                  with a gravity field in a square cavity  59
            Peter Stallinga and   
               Igor Khmelinskii   Consensus in science . . . . . . . . . . 69
         Mohsen Sharifzadeh and   
            Hosein Afarideh and   
             Hosein Khalafi and   
                 Reza Gholipour   A Matlab-based Monte Carlo algorithm for
                                  transport of gamma-rays in matter  . . . 77

Monte Carlo Methods and Applications
Volume 21, Number 2, June, 2015

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
                     Kai Li and   
           Kaj Nyström and   
                Marcus Olofsson   Optimal switching problems under partial
                                  information  . . . . . . . . . . . . . . 91
                Wolfgang Wagner   A class of probabilistic models for the
                                  Schrödinger equation  . . . . . . . . . . 121
            Nathanial Burch and   
                  R. B. Lehoucq   Computing the exit-time for a
                                  finite-range symmetric jump process  . . 139
          Dmitriy Kolyukhin and   
              Karl K. Sabelfeld   Stochastic small perturbation based
                                  simulation technique for solving
                                  isotropic elastostatics equations  . . . 153
        Timothy D. Andersen and   
               Michael Mascagni   Memory efficient lagged-Fibonacci random
                                  number generators for GPU supercomputing 163--174
          Boris V. Shukhman and   
                  Ilya M. Sobol   A limit theorem for average dimensions   175

Monte Carlo Methods and Applications
Volume 21, Number 3, September, 2015

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
           Anton A. Antonov and   
              Sergej M. Ermakov   Random cubatures and quasi-Monte Carlo
                                  methods  . . . . . . . . . . . . . . . . 179
       Sergey I. Kabanikhin and   
          Karl K. Sabelfeld and   
          Nikita S. Novikov and   
            Maxim A. Shishlenin   Numerical solution of an inverse problem
                                  of coefficient recovering for a wave
                                  equation by a stochastic projection
                                  methods  . . . . . . . . . . . . . . . . 189
Jean-François Bégin and   
     Myl\`ene Bédard and   
            Patrice Gaillardetz   Simulating from the Heston model: A
                                  gamma approximation scheme . . . . . . . 205
        Yuriy V. Kozachenko and   
               Yuriy Y. Mlavets   Reliability and accuracy in the space $
                                  L_p(T) $ for the calculation of
                                  integrals depending on a parameter by
                                  the Monte Carlo method . . . . . . . . . 233
              Nikolaos Halidias   A new numerical scheme for the CIR
                                  process  . . . . . . . . . . . . . . . . 245

Monte Carlo Methods and Applications
Volume 21, Number 4, December, 2015

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
                 David Aristoff   The parallel replica method for
                                  computing equilibrium averages of Markov
                                  chains . . . . . . . . . . . . . . . . . 255
            Victor S. Antyufeev   Mathematical verification of the Monte
                                  Carlo maximum cross-section technique    275
             Gogi R. Pantsulaia   Infinite-dimensional Monte-Carlo
                                  integration  . . . . . . . . . . . . . . 283
    Mohamed Yasser Bounnite and   
           Abdelaziz Nasroallah   Widening and clustering techniques
                                  allowing the use of monotone CFTP
                                  algorithm  . . . . . . . . . . . . . . . 301
              Nikolaos Halidias   Constructing positivity preserving
                                  numerical schemes for the two-factor CIR
                                  model  . . . . . . . . . . . . . . . . . 313
              Oleg A. Makhotkin   Simulation of random variates with the
                                  Morgenstern distribution . . . . . . . . 325


Monte Carlo Methods and Applications
Volume 22, Number 1, March, 2016

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
             David Dereudre and   
            Sara Mazzonetto and   
                  Sylvie Roelly   An explicit representation of the
                                  transition densities of the skew
                                  Brownian motion with drift and two
                                  semipermeable barriers . . . . . . . . . 1
             Claude Le Bris and   
Frédéric Legoll and   
              William Minvielle   Special quasirandom structures: A
                                  selection approach for stochastic
                                  homogenization . . . . . . . . . . . . . 25
              Karl K. Sabelfeld   Splitting and survival probabilities in
                                  stochastic random walk methods and
                                  applications . . . . . . . . . . . . . . 55
              Dobriyan M. Benov   The Manhattan Project, the first
                                  electronic computer and the Monte Carlo
                                  method . . . . . . . . . . . . . . . . . 73

Monte Carlo Methods and Applications
Volume 22, Number 2, June, 2016

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
            Alexandre L. Levada   Information geometry, simulation and
                                  complexity in Gaussian random fields . . 81
             Vladimir Nekrutkin   On the complexity of binary floating
                                  point pseudorandom generation  . . . . . 109
              Karl K. Sabelfeld   Random walk on semi-cylinders for
                                  diffusion problems with mixed
                                  Dirichlet--Robin boundary conditions . . 117
              Nguyet Nguyen and   
                     Giray kten   The acceptance--rejection method for
                                  low-discrepancy sequences  . . . . . . . 133
         Abdelkader Bouazza and   
         Abderrahmane Settaouti   Study and simulation of the sputtering
                                  process of material layers in plasma . . 149

Monte Carlo Methods and Applications
Volume 22, Number 3, September, 2016

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
                  Rong Kong and   
                 Jerome Spanier   A new proof of geometric convergence for
                                  the adaptive generalized weighted analog
                                  sampling (GWAS) method . . . . . . . . . 161
              Anis Al Gerbi and   
          Benjamin Jourdain and   
      Emmanuelle Clément   Ninomiya--Victoir scheme: Strong
                                  convergence, antithetic version and
                                  application to multilevel estimators . . 197
              Anis Matoussi and   
                 Wissal Sabbagh   Numerical computation for backward
                                  doubly SDEs with random terminal time    229
              Karl K. Sabelfeld   Vector Monte Carlo stochastic
                                  matrix-based algorithms for large linear
                                  systems  . . . . . . . . . . . . . . . . 259

Monte Carlo Methods and Applications
Volume 22, Number 4, December, 2016

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
              Karl K. Sabelfeld   Random walk on spheres method for
                                  solving drift--diffusion problems  . . . 265
              Nikolaos Halidias   On the construction of boundary
                                  preserving numerical schemes . . . . . . 277
            Jem N. Corcoran and   
              Dale Jennings and   
             Paul VaughanMiller   Perfect and $ \epsilon $-perfect
                                  simulation methods for the
                                  one-dimensional Kac equation . . . . . . 291
        Mohsine Benabdallah and   
          Youssfi Elkettani and   
                  Kamal Hiderah   Approximation of Euler--Maruyama for
                                  one-dimensional stochastic differential
                                  equations involving the local times of
                                  the unknown process  . . . . . . . . . . 307
     Behrouz Fathi-Vajargah and   
           Mohadeseh Kanafchian   Improved Markov Chain Monte Carlo method
                                  for cryptanalysis
                                  substitution--transposition cipher . . . 323
            Mohamed Hssikou and   
               Jamal Baliti and   
                Mohammed Alaoui   The planar Couette flow with slip and
                                  jump boundary conditions in a
                                  microchannel . . . . . . . . . . . . . . 337
                    Shin Harase   A search for extensible low-WAFOM point
                                  sets . . . . . . . . . . . . . . . . . . 349


Monte Carlo Methods and Applications
Volume 23, Number 1, March, 2017

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
             Clément Rey   Convergence in total variation distance
                                  of a third order scheme for
                                  one-dimensional diffusion processes  . . 1
         Khaldoun El Khaldi and   
               Elias G. Saleeby   On the tangent model for the density of
                                  lines and a Monte Carlo method for
                                  computing hypersurface area  . . . . . . 13
              Gersende Fort and   
             Emmanuel Gobet and   
                  Eric Moulines   MCMC design-based non-parametric
                                  regression for rare event. Application
                                  to nested risk computations  . . . . . . 21
       Daphné Giorgi and   
            Vincent Lemaire and   
                 Gilles Pag\`es   Limit theorems for weighted and regular
                                  multilevel estimators  . . . . . . . . . 43

Monte Carlo Methods and Applications
Volume 23, Number 2, June, 2017

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
           Patrick Cattiaux and   
 José R. León and   
       Clémentine Prieur   Invariant density estimation for a
                                  reflected diffusion using an Euler
                                  scheme . . . . . . . . . . . . . . . . . 71
             Asia Aljahdali and   
               Michael Mascagni   Feistel-inspired scrambling improves the
                                  quality of linear congruential
                                  generators . . . . . . . . . . . . . . . 89
         Irina A. Shalimova and   
              Karl K. Sabelfeld   Stochastic polynomial chaos expansion
                                  method for random Darcy equation . . . . 101
                Samuel Iddi and   
                Esther O. Nwoko   Effect of covariate misspecifications in
                                  the marginalized zero-inflated Poisson
                                  model  . . . . . . . . . . . . . . . . . 111
                 Yuri Kashtanov   Stochastic mesh method for optimal
                                  stopping problems  . . . . . . . . . . . 121
        Naushad Mamode Khan and   
            Wasseem Rumjaun and   
            Yuvraj Sunecher and   
                Vandna Jowaheer   Computing with bivariate COM-Poisson
                                  model under different copulas  . . . . . 131
     Behrouz Fathi-Vajargah and   
           Mohadeseh Kanafchian   Improved Markov Chain Monte Carlo method
                                  for cryptanalysis
                                  substitution-transposition cipher  . . . 147

Monte Carlo Methods and Applications
Volume 23, Number 3, September, 2017

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
           Alexander Egorov and   
                Victor Malyutin   A method for the calculation of
                                  characteristics for the solution to
                                  stochastic differential equations  . . . 149
           Emma M. Iglesias and   
           Garry D. A. Phillips   The use of bias correction versus the
                                  Jackknife when testing the mean
                                  reversion and long term mean parameters
                                  in continuous time models  . . . . . . . 159
                Mircea Grigoriu   Monte Carlo algorithm for vector-valued
                                  Gaussian functions with preset component
                                  accuracies . . . . . . . . . . . . . . . 165
              Karl K. Sabelfeld   Random walk on spheres algorithm for
                                  solving transient
                                  drift-diffusion-reaction problems  . . . 189


Monte Carlo Methods and Applications
Volume 24, Number 1, March, 2018

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
           Peter E. Creasey and   
                    Annika Lang   Fast generation of isotropic Gaussian
                                  random fields on the sphere  . . . . . . 1--11
           Emmanuel Evarest and   
          Fredrik Berntsson and   
             Martin Singull and   
                 Xiangfeng Yang   Weather derivatives pricing using regime
                                  switching model  . . . . . . . . . . . . 13--27
                Sema Coskun and   
                      Ralf Korn   Pricing barrier options in the Heston
                                  model using the Heath--Platen estimator  29--41
            Irina Shalimova and   
              Karl K. Sabelfeld   Random walk on spheres method for
                                  solving anisotropic drift-diffusion
                                  problems . . . . . . . . . . . . . . . . 43--54
           Anthony Le Cavil and   
              Nadia Oudjane and   
                Francesco Russo   Monte-Carlo algorithms for a forward
                                  Feynman--Kac-type representation for
                                  semilinear nonconservative partial
                                  differential equations . . . . . . . . . 55--70
          Mariam Elkhechafi and   
              Hanaa Hachimi and   
              Youssfi Elkettani   A new hybrid cuckoo search and firefly
                                  optimization . . . . . . . . . . . . . . 71--77

Monte Carlo Methods and Applications
Volume 24, Number 2, June, 2018

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
          Karl K. Sabelfeld and   
             Anastasiya Kireeva   Probability distribution of the life
                                  time of a drift--diffusion-reaction
                                  process inside a sphere with
                                  applications to transient
                                  cathodoluminescence imaging  . . . . . . 79--92
              Nguyet Nguyen and   
                  Linlin Xu and   
               Giray Ökten   A quasi-Monte Carlo implementation of
                                  the ziggurat method  . . . . . . . . . . 93--99
       Mohamed-Slim Alouini and   
          Nadhir Ben Rached and   
               Abla Kammoun and   
                   Raul Tempone   On the efficient simulation of the
                                  left-tail of the sum of correlated
                                  log-normal variates  . . . . . . . . . . 101--115
                 Baisen Liu and   
            Liangliang Wang and   
                      Jiguo Cao   Bayesian estimation of ordinary
                                  differential equation models when the
                                  likelihood has multiple local modes  . . 117--127
               Iryna Rozora and   
               Mariia Lyzhechko   On the modeling of linear system input
                                  stochastic processes with given accuracy
                                  and reliability  . . . . . . . . . . . . 129--137
          Sergej M. Ermakov and   
              Svetlana N. Leora   Remarks on randomization of quasi-random
                                  numbers  . . . . . . . . . . . . . . . . 139--145
              Ilya M. Sobol and   
              Boris V. Shukhman   On average dimensions of particle
                                  transport estimators . . . . . . . . . . 147--151

Monte Carlo Methods and Applications
Volume 24, Number 3, September, 2018

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
               Jamal Baliti and   
            Mohamed Hssikou and   
                Mohammed Alaoui   Monte Carlo simulation of nonlinear
                                  gravity driven Poiseuille--Couette flow
                                  in a dilute gas  . . . . . . . . . . . . 153--163
               Kenza Tamiti and   
       Megdouda Ourbih-Tari and   
           Abdelouhab Aloui and   
                 Khelidja Idjis   The use of variance reduction, relative
                                  error and bias in testing the
                                  performance of M/G/1 retrial queues
                                  estimators in Monte Carlo simulation . . 165--178
           Yuriy Kozachenko and   
            Anatolii Pashko and   
                   Olga Vasylyk   Simulation of generalized fractional
                                  Brownian motion in $ C([0, T]) $ . . . . 179--192
          Karl K. Sabelfeld and   
                 Georgy Eremeev   A hybrid kinetic-thermodynamic Monte
                                  Carlo model for simulation of
                                  homogeneous burst nucleation . . . . . . 193--202
      Christian Müller and   
             Fabian Weysser and   
            Thomas Mrziglod and   
              Andreas Schuppert   Markov-Chain Monte-Carlo methods and
                                  non-identifiabilities  . . . . . . . . . 203--214
         Abdelkader Bouazza and   
         Abderrahmane Settaouti   Understanding the contribution of energy
                                  and angular distribution in the
                                  morphology of thin films using Monte
                                  Carlo simulation . . . . . . . . . . . . 215--224

Monte Carlo Methods and Applications
Volume 24, Number 4, December, 2018

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
                   Xavier Warin   Nesting Monte Carlo for high-dimensional
                                  non-linear PDEs  . . . . . . . . . . . . 225--247
        Mohsine Benabdallah and   
                  Kamal Hiderah   Strong rate of convergence for the
                                  Euler--Maruyama approximation of
                                  one-dimensional stochastic differential
                                  equations involving the local time at
                                  point zero . . . . . . . . . . . . . . . 249--262
              Dmitriy Kolyukhin   Global sensitivity analysis for a
                                  stochastic flow problem  . . . . . . . . 263--270
                Debora Chan and   
                 Andrea Rey and   
            Juliana Gambini and   
             Alejandro C. Frery   Sampling from the $ {\cal G}^0_I $
                                  distribution . . . . . . . . . . . . . . 271--287
           Toshihiro Yamada and   
                 Kenta Yamamoto   A second-order weak approximation of
                                  SDEs using a Markov chain without Lévy
                                  area simulation  . . . . . . . . . . . . 289--308
              Harold A. Lay and   
                Zane Colgin and   
            Viktor Reshniak and   
             Abdul Q. M. Khaliq   On the implementation of multilevel
                                  Monte Carlo simulation of the stochastic
                                  volatility and interest rate model using
                                  multi-GPU clusters . . . . . . . . . . . 309--321
             Nikolai A. Simonov   Random walk algorithms for elliptic
                                  equations and boundary singularities . . 323--327


Monte Carlo Methods and Applications
Volume 25, Number 1, March, 2019

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
             Gilles Pag\`es and   
             Clément Rey   Recursive computation of the invariant
                                  distributions of Feller processes:
                                  Revisited examples and new applications  1--36
             Antoon Pelsser and   
                  Kossi Gnameho   A Monte Carlo method for backward
                                  stochastic differential equations with
                                  Hermite martingales  . . . . . . . . . . 37--60
                    Shin Harase   Comparison of Sobol' sequences in
                                  financial applications . . . . . . . . . 61--74
            Sercan Gür and   
        Klaus Pötzelberger   Sensitivity of boundary crossing
                                  probabilities of the Brownian motion . . 75--83
              Karl K. Sabelfeld   A global random walk on spheres
                                  algorithm for transient heat equation
                                  and some extensions  . . . . . . . . . . 85--96

Monte Carlo Methods and Applications
Volume 25, Number 2, June, 2019

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
                  Riu Naito and   
               Toshihiro Yamada   A third-order weak approximation of
                                  multidimensional Itô stochastic
                                  differential equations . . . . . . . . . 97
          Zakarya Zarezadeh and   
            Giovanni Costantini   Particle diffusion Monte Carlo (PDMC)    121
              Karl K. Sabelfeld   Random walk on rectangles and
                                  parallelepipeds algorithm for solving
                                  transient anisotropic
                                  drift--diffusion--reaction problems  . . 131
             Hayette Braham and   
           Louiza Berdjoudj and   
            Mohamed Boualem and   
                 Nadji Rahmania   Analysis of a non-Markovian queueing
                                  model: Bayesian statistics and MCMC
                                  methods  . . . . . . . . . . . . . . . . 147
          Sergej M. Ermakov and   
               Anna A. Pogosian   On solving stochastic differential
                                  equations  . . . . . . . . . . . . . . . 155
                Nima Rabiei and   
               Elias G. Saleeby   On the sample-mean method for computing
                                  hyper-volumes  . . . . . . . . . . . . . 163
            Meriem Boubalou and   
       Megdouda Ourbih-Tari and   
           Abdelouhab Aloui and   
                   Arezki Zioui   Comparing M/G/1 queue estimators in
                                  Monte Carlo simulation through the
                                  tested generator ``getRDS'' and the
                                  proposed ``getLHS'' using variance
                                  reduction  . . . . . . . . . . . . . . . 177

Monte Carlo Methods and Applications
Volume 25, Number 3, September, 2019

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
             Manal Bayousef and   
               Michael Mascagni   A computational investigation of the
                                  optimal Halton sequence in QMC
                                  applications . . . . . . . . . . . . . . 187
            Nikhil Kumar Rajput   Gillespie algorithm and diffusion
                                  approximation based on Monte Carlo
                                  simulation for innovation diffusion: a
                                  comparative study  . . . . . . . . . . . 209
                 Ievgen Turchyn   Wavelet-based simulation of random
                                  processes from certain classes with
                                  given accuracy and reliability . . . . . 217
                Lihao Zhang and   
                  Zeyang Ye and   
                    Yuefan Deng   Parallel MCMC methods for global
                                  optimization . . . . . . . . . . . . . . 227
               Yusuke Okano and   
               Toshihiro Yamada   A control variate method for weak
                                  approximation of SDEs via discretization
                                  of numerical error of asymptotic
                                  expansion  . . . . . . . . . . . . . . . 239
                I. M. Sobol and   
                 B. V. Shukhman   Quasi-Monte Carlo method for solving
                                  Fredholm equations . . . . . . . . . . . 253
                Taku Achiha and   
             Hiroshi Sugita and   
             Kenta Tonohiro and   
                  Yuto Yamamoto   Generation of $k$-wise independent
                                  random variables with small randomness   259
            Irina Shalimova and   
              Karl K. Sabelfeld   A random walk on small spheres method
                                  for solving transient anisotropic
                                  diffusion problems . . . . . . . . . . . 271

Monte Carlo Methods and Applications
Volume 25, Number 4, December, 2019

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
       Christian Weiß and   
                Zoran Nikoli\'c   An aspect of optimal regression design
                                  for LSMC . . . . . . . . . . . . . . . . 283
              Hanbyeol Jang and   
                  Jian Wang and   
                    Junseok Kim   Equity-linked security pricing and
                                  Greeks at arbitrary intermediate times
                                  using Brownian bridge  . . . . . . . . . 291
                   Hoa Pham and   
               Huong T. T. Pham   A Bayesian approach for multi-stage
                                  models with linear time-dependent hazard
                                  rate . . . . . . . . . . . . . . . . . . 307
       Abdelaziz Nasroallah and   
        Mohamed Yasser Bounnite   A kind of dual form for coupling from
                                  the past algorithm, to sample from
                                  Markov chain steady-state probability    317
             Preston Hamlin and   
           W. John Thrasher and   
              Walid Keyrouz and   
               Michael Mascagni   Geometry entrapment in
                                  Walk-on-Subdomains . . . . . . . . . . . 329
                  Riu Naito and   
               Toshihiro Yamada   A second-order discretization for
                                  forward-backward SDEs using local
                                  approximations with Malliavin calculus   341


Monte Carlo Methods and Applications
Volume 26, Number 1, March, 2020

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i
            Kevin Vanslette and   
     Abdullatif Al Alsheikh and   
             Kamal Youcef-Toumi   Why simple quadrature is just as good as
                                  Monte Carlo  . . . . . . . . . . . . . . 1
                David J. Torres   Describing the Pearson $R$ distribution
                                  of aggregate data  . . . . . . . . . . . 17
                  Kamal Hiderah   Approximation of Euler--Maruyama for
                                  one-dimensional stochastic differential
                                  equations involving the maximum process  33
         Huong Thi Thu Pham and   
                   Hoa Pham and   
                   Darfiana Nur   A Bayesian inference for the penalized
                                  spline joint models of longitudinal and
                                  time-to-event data: A prior sensitivity
                                  analysis . . . . . . . . . . . . . . . . 49
           Kahina Bedouhene and   
                   Nabil Zougab   A Bayesian procedure for bandwidth
                                  selection in circular kernel density
                                  estimation . . . . . . . . . . . . . . . 69

Monte Carlo Methods and Applications
Volume 26, Number 2, June 1, 2020

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
              Marco Marozzi and   
               Shovan Chowdhury   An index of teaching performance based
                                  on students' feedback  . . . . . . . . . 83--91
      Christian Müller and   
              Holger Diedam and   
            Thomas Mrziglod and   
              Andreas Schuppert   A neural network assisted Metropolis
                                  adjusted Langevin algorithm  . . . . . . 93--111
          Hamza M. Ruzayqat and   
                     Ajay Jasra   Unbiased estimation of the solution to
                                  Zakai's equation . . . . . . . . . . . . 113--129
            Florian Bourgey and   
           Stefano De Marco and   
             Emmanuel Gobet and   
                 Alexandre Zhou   Multilevel Monte Carlo methods and
                                  lower--upper bounds in initial margin
                                  computations . . . . . . . . . . . . . . 131--161
             Vladimir Nekrutkin   Binary decompositions of probability
                                  densities and random-bit simulation  . . 163--169

Monte Carlo Methods and Applications
Volume 26, Number 3, September 1, 2020

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
              Ilya M. Sobol and   
              Boris V. Shukhman   QMC integration errors and
                                  quasi-asymptotics  . . . . . . . . . . . 171--176
          Karl K. Sabelfeld and   
                   Nikita Popov   Monte Carlo tracking drift-diffusion
                                  trajectories algorithm for solving
                                  narrow escape problems . . . . . . . . . 177--191
           Shady Ahmed Nagy and   
      Mohamed A. El-Beltagy and   
                   Mohamed Wafa   Multilevel Monte Carlo by using the
                                  Halton sequence  . . . . . . . . . . . . 193--203
                Johannes Reichl   Estimating marginal likelihoods from the
                                  posterior draws through a geometric
                                  identity . . . . . . . . . . . . . . . . 205--221
           W. John Thrasher and   
               Michael Mascagni   Examining sharp restart in a Monte Carlo
                                  method for the linearized
                                  Poisson--Boltzmann equation  . . . . . . 223--244
              Dmitriy Kolyukhin   Statistical modeling of
                                  three-dimensional fractal point sets
                                  with a given spatial probability
                                  distribution . . . . . . . . . . . . . . 245--252
             Seung-Hwan Lee and   
                    Eun-Joo Lee   A weighted log-rank test for comparing
                                  two survival curves  . . . . . . . . . . 253--262

Monte Carlo Methods and Applications
Volume 26, Number 4, December 1, 2020

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
          Evgenia Kablukova and   
             Karl Sabelfeld and   
        Dmitrii Y. Protasov and   
        Konstantin S. Zhuravlev   Drift velocity in GaN semiconductors:
                                  Monte Carlo simulation and comparison
                                  with experimental measurements . . . . . 263--271
                     Hao Ji and   
           Michael Mascagni and   
                     Yaohang Li   Gaussian variant of Freivalds' algorithm
                                  for efficient and reliable matrix
                                  product verification . . . . . . . . . . 273--284
               Alexander Egorov   An approximate formula for calculating
                                  the expectations of functionals from
                                  random processes based on using the
                                  Wiener chaos expansion . . . . . . . . . 285--292
          Arun Kumar Polala and   
               Giray Ökten   Implementing de-biased estimators using
                                  mixed sequences  . . . . . . . . . . . . 293--301
            Karima Elkimakh and   
           Abdelaziz Nasroallah   Hidden Markov Model with Markovian
                                  emission . . . . . . . . . . . . . . . . 303--313
         Khaldoun El Khaldi and   
               Elias G. Saleeby   On the density of lines and Santalo's
                                  formula for computing geometric size
                                  measures . . . . . . . . . . . . . . . . 315--323
            Ahad Malekzadeh and   
           Seyed Mahdi Mahmoudi   Constructing a confidence interval for
                                  the ratio of normal distribution
                                  quantiles  . . . . . . . . . . . . . . . 325--334
            Irina Shalimova and   
              Karl K. Sabelfeld   Random walk on ellipsoids method for
                                  solving elliptic and parabolic equations 335--353


Monte Carlo Methods and Applications
Volume 27, Number 1, March 1, 2021

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
               Jaspar Wiart and   
         Christiane Lemieux and   
                 Gracia Y. Dong   On the dependence structure and quality
                                  of scrambled $ (t, m, s)$-nets . . . . . 1--26
            Idris Kharroubi and   
                 Thomas Lim and   
                   Xavier Warin   Discretization and machine learning
                                  approximation of BSDEs with a constraint
                                  on the Gains-process . . . . . . . . . . 27--55
              Yasmina Ziane and   
               Nabil Zougab and   
                   Smail Adjabi   Body tail adaptive kernel density
                                  estimation for nonnegative heavy-tailed
                                  data . . . . . . . . . . . . . . . . . . 57--69
         Kekoura Sakouvogui and   
               Saleem Shaik and   
              Curt Doetkott and   
                   Rhonda Magel   Sensitivity analysis of stochastic
                                  frontier analysis models . . . . . . . . 71--90

Monte Carlo Methods and Applications
Volume 27, Number 2, June 1, 2021

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
 Zineb El Filali Ech-Chafiq and   
 Jérôme Lelong and   
                    Adil Reghai   Automatic control variates for option
                                  pricing using neural networks  . . . . . 91--104
              Nikolaos Halidias   On the absorption probabilities and mean
                                  time for absorption for discrete Markov
                                  chains . . . . . . . . . . . . . . . . . 105--115
               Toshihiro Yamada   High order weak approximation for
                                  irregular functionals of
                                  time-inhomogeneous SDEs  . . . . . . . . 117--136
            Hassane Chraibi and   
                Anne Dutfoy and   
             Thomas Galtier and   
               Josselin Garnier   Optimal potential functions for the
                                  interacting particle system method . . . 137--152
                Nima Rabiei and   
               Elias G. Saleeby   On intersection volumes of confidence
                                  hyper-ellipsoids and two geometric Monte
                                  Carlo methods  . . . . . . . . . . . . . 153--167
            Takuya Nakagawa and   
                 Akihiro Tanaka   On a Monte Carlo scheme for some linear
                                  stochastic partial differential
                                  equations  . . . . . . . . . . . . . . . 169--193

Monte Carlo Methods and Applications
Volume 27, Number 3, September 1, 2021

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
                 David A. Spade   Estimating drift and minorization
                                  coefficients for Gibbs sampling
                                  algorithms . . . . . . . . . . . . . . . 195--209
          Karl K. Sabelfeld and   
                Dmitrii Smirnov   A global random walk on grid algorithm
                                  for second order elliptic equations  . . 211--225
            Bernard Lapeyre and   
     Jérôme Lelong   Neural network regression for Bermudan
                                  option pricing . . . . . . . . . . . . . 227--247
Casper H.\thinspace L. Beentjes   Optimising Poisson bridge constructions
                                  for variance reduction methods . . . . . 249--275
 Huong T.\thinspace T. Pham and   
                       Hoa Pham   On the existence of posterior mean for
                                  Bayesian logistic regression . . . . . . 277--288

Monte Carlo Methods and Applications
Volume 27, Number 4, December 1, 2021

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
                Kirill Svit and   
       Konstantin Zhuravlev and   
              Sergey Kireev and   
              Karl K. Sabelfeld   A stochastic model, simulation, and
                                  application to aggregation of cadmium
                                  sulfide nanocrystals upon evaporation of
                                  the Langmuir--Blodgett matrix  . . . . . 289--299
            Irina Shalimova and   
              Karl K. Sabelfeld   Random walk on spheres algorithm for
                                  solving steady-state and transient
                                  diffusion-recombination problems . . . . 301--313
                  Unjong Yu and   
               Hoseung Jang and   
                   Chi-Ok Hwang   A diffusion Monte Carlo method for
                                  charge density on a conducting surface
                                  at non-constant potentials . . . . . . . 315--324
          Karl K. Sabelfeld and   
             Dmitry Smirnov and   
                 Ivan Dimov and   
                Venelin Todorov   A global random walk on grid algorithm
                                  for second order elliptic equations  . . 325--339
              Dmitriy Kolyukhin   Global sensitivity analysis of
                                  statistical models by double
                                  randomization method . . . . . . . . . . 341--346
           Lucas Izydorczyk and   
              Nadia Oudjane and   
                Francesco Russo   A fully backward representation of
                                  semilinear PDEs applied to the control
                                  of thermostatic loads in power systems   347--371
 Salah Eddine Chouaib Refas and   
         Abdelkader Bouazza and   
                Youcef Belhadji   3D sputtering simulations of the CZTS,
                                  Si and CIGS thin films using Monte-Carlo
                                  method . . . . . . . . . . . . . . . . . 373--382


Monte Carlo Methods and Applications
Volume 28, Number 1, March 1, 2022

                      Anonymous   Frontmatter  . . . . . . . . . . . . . . i--iv
                 Ivan Dimov and   
            Venelin Todorov and   
                 Karl Sabelfeld   A study of highly efficient stochastic
                                  sequences for multidimensional
                                  sensitivity analysis . . . . . . . . . . 1--12
          Nikolaos Halidias and   
           Ioannis S. Stamatiou   A note on the asymptotic stability of
                                  the semi-discrete method for stochastic
                                  differential equations . . . . . . . . . 13--25
           Az-eddine Zakrad and   
           Abdelaziz Nasroallah   Estimation of steady-state quantities of
                                  an HMM with some rarely generated
                                  emissions  . . . . . . . . . . . . . . . 27--44
              Yousri Slaoui and   
                  Salima Helali   Recursive regression estimation based on
                                  the two-time-scale stochastic
                                  approximation method and Bernstein
                                  polynomials  . . . . . . . . . . . . . . 45--59
             Marco Ballesio and   
                     Ajay Jasra   Unbiased estimation of the gradient of
                                  the log-likelihood for a class of
                                  continuous-time state-space models . . . 61--83
          Dmitriy Kolyukhin and   
              Alexander Minakov   Simulation of Gaussian random field in a
                                  ball . . . . . . . . . . . . . . . . . . 85--95