scientific article; zbMATH DE number 1391036
The articles will not be reviewed individually. Contents: Yoshio Komori, Yoshihiro Saito and Taketomo Mitsui, Some issues in discrete approximate solution for stochastic differential equations (1-13); Kazuo Amano, Monte Carlo and equalization methods for biharmonic Dirichlet problems (Japanese) (14-32); Hisao Watanabe, Numerical approximation of stochastic differential equations (Japanese) (33-41); Hiroshi Nakazawa, Accuracy problems of numerical integration on stochastic differential equations (Japanese) (42-49); Shuya Kanagawa, Approximate solutions to stochastic differential equations that use and are composed of sequences of independent random variables (Japanese) (50-58); Akinobu Shimizu, Convergence of first passage times in approximate solutions to stochastic differential equations (Japanese) (59-71); Shu Tezuka and Pierre L'Ecuyer, On the lattice structure of the add-with-carry and subtract-with-borrow random number generators (72-85); Makoto Matsumoto and Yoshiharu Kurita, Twisted GFSR: a new random number generation method (Japanese) (86-95); Keizo Takashima, Statistical tests for pseudo-random numbers using random walks (Japanese) (96-108); Hisanao Ogura, Coherent state representations of functionals of the Wiener process and the Poisson process (Japanese) (109-123); Yoshihiro Saito and Taketomo Mitsui, Stability of numerical schemes for stochastic differential equations (Japanese) (124-138); Shigeyoshi Ogawa, Density estimation problems in stochastic simulation of nonlinear phenomena and improvement of the simulations (Japanese) (139-151); Masaaki Sibuya, The exact-approximation method for nonunif orm random number generation (Japanese) (152-164); Hiromitsu Kumamoto, Monte Carlo methods with variance reductions for system reliability evaluation (165-175); Tetsuya Misawa, Simulation of a scattering process with an absorbing wall and stochastic process interpolation (Japanese) (176-184); Toshio Yamada, Various approximation methods for stochastic differential equations (Japanese) (185-197); Hiroshi Sugita, An infinite-dimensional quasi-Monte Carlo method (Japanese) (198-206); Mariko Yasugi, Computability in analysis (207-214).
- Publication:4937633
- Numerical integration of stochastic differential equations.
- scientific article; zbMATH DE number 1313933
- scientific article; zbMATH DE number 3958535
- 4th workshop on stochastic numerics. Proceedings of a workshop held at the Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan, July 12--14, 1999
- 4th workshop on stochastic numerics. Proceedings of a workshop held at the Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan, July 12--14, 1999
- scientific article; zbMATH DE number 1313933 (Why is no real title available?)
- scientific article; zbMATH DE number 1849189 (Why is no real title available?)
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- A fast random number generator for stochastic simulations
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