Pages that link to "Item:Q254491"
From MaRDI portal
The following pages link to Monte Carlo Methods and Applications (Q254491):
Displaying 50 items.
- Dirichlet Forms in Simulation (Q3367272) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- The discrete-stochastic approaches to solving the linearized Boltzmann equation (Q3367275) (← links)
- Multiple stochastic volatility extension of the Libor market model and its implementation (Q3405598) (← links)
- Scrambled Soboĺ sequences via permutation (Q3405599) (← links)
- Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients (Q3405600) (← links)
- A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
- A best possible upper bound on the star discrepancy of (t, m, 2)-nets (Q3412508) (← links)
- Explicit stochastic ODE solution methods applied to high-temperature combustion (Q3412509) (← links)
- On the Warnock-Halton quasi-standard error (Q3412510) (← links)
- Random Walk on Fixed Spheres for Laplace and Lamé equations (Q3412511) (← links)
- First Order Strong Approximations of Jump Diffusions (Q3431322) (← links)
- Exponential bounds for the probability deviations of sums of random fields (Q3431323) (← links)
- Stratified sampling and quasi-Monte Carlo simulation of Lévy processes (Q3431324) (← links)
- A comparison of model selection indices for nested latent class models (Q3431325) (← links)
- Monte Carlo Simulations of Solid 2D Phase Growth on 1D Solid Substrates with Square-Wave Surface Profiles. Influence of Hole Design and Depositing Particle Surface Diffusion (Q3431332) (← links)
- A stochastic approximation scheme and convergence theorem for particle interactions with perfectly reflecting boundary conditions (Q3431333) (← links)
- Application of kernel-based stochastic gradient algorithms to option pricing (Q3516785) (← links)
- Component-by-component construction of low-discrepancy point sets of small size (Q3516786) (← links)
- Generalized Becker–Döring equations modeling the time evolution of a process of preferential attachment with fitness (Q3516787) (← links)
- Sigma-algebra theorems (Q3516788) (← links)
- Sequential Monte Carlo for linear systems – a practical summary (Q3516793) (← links)
- Some new simulations schemes for the evaluation of Feynman–Kac representations (Q3516794) (← links)
- Spectra of Perron–Frobenius operator and new construction of two dimensional low discrepancy sequences (Q3516795) (← links)
- Computing percentage points of the largest among Student's t random variables (Q3516796) (← links)
- A new nonrecursive pseudorandom number generator based on chaos mappings (Q3516797) (← links)
- Deviational particle Monte Carlo for the Boltzmann equation (Q3529869) (← links)
- Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods (Q3529870) (← links)
- Adaptive weak approximation of reflected and stopped diffusions (Q3564644) (← links)
- A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation (Q3564645) (← links)
- Approximate formulas for expectations of functionals of solutions to stochastic differential equations (Q3580724) (← links)
- Simulation of binary random fields with Gaussian numerical models (Q3580725) (← links)
- A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes (Q3580726) (← links)
- The Multilevel Monte Carlo method used on a Lévy driven SDE (Q3580728) (← links)
- Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options (Q3580729) (← links)
- Spectral test and spectral distance for multiplicative generators with moduli 2 p (Q3632722) (← links)
- On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains (Q3632723) (← links)
- Computer modeling of stationary particles transport in open cylindrical nanosystems by Monte Carlo method (Q3632726) (← links)
- Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder (Q3632727) (← links)
- Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling (Q3654434) (← links)
- Comparison of descriptive statistics for multidimensional point sets (Q3654436) (← links)
- Berry–Esseen inequalities for discretely observed diffusions (Q3654437) (← links)
- Uniform generation of anonymous and neutral preference profiles for social choice rules (Q3654438) (← links)
- Sparsified Randomization Algorithms for large systems of linear equations and a new version of the Random Walk on Boundary method (Q3654439) (← links)
- A New Technique for MTTF Estimation in Highly Reliable Markovian Systems (Q4222238) (← links)
- Time Dependence of Eulerian Velocity Correlation Tensor Spectrum in Isotropic Homogeneous Turbulence (Q4222240) (← links)
- One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence (Q4222241) (← links)
- Low discrepancy sequences generated by piecewise linear Maps (Q4222242) (← links)
- An outline of quasi-probability * : Why quasi-Monte-Carlo methods are statistically valid and how their errors can be estimated statistically (Q4655038) (← links)
- QMC techniques for CAT bond pricing * (Q4655039) (← links)
