Pages that link to "Item:Q254491"
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The following pages link to Monte Carlo Methods and Applications (Q254491):
Displaying 50 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Special quasirandom structures: a selection approach for stochastic homogenization (Q254494) (← links)
- Splitting and survival probabilities in stochastic random walk methods and applications (Q254495) (← links)
- The Manhattan Project, the first electronic computer and the Monte Carlo method (Q254497) (← links)
- The acceptance-rejection method for low-discrepancy sequences (Q293509) (← links)
- On the complexity of binary floating point pseudorandom generation (Q293511) (← links)
- Study and simulation of the sputtering process of material layers in plasma (Q293514) (← links)
- Information geometry, simulation and complexity in Gaussian random fields (Q293516) (← links)
- Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions (Q293517) (← links)
- A new proof of geometric convergence for the adaptive generalized weighted analog sampling (GWAS) method (Q308402) (← links)
- Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators (Q308405) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Vector Monte Carlo stochastic matrix-based algorithms for large linear systems (Q308409) (← links)
- Random walk on spheres method for solving drift-diffusion problems (Q350283) (← links)
- On the construction of boundary preserving numerical schemes (Q350284) (← links)
- Perfect and \(\epsilon\)-perfect simulation methods for the one-dimensional Kac equation (Q350288) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Improved Markov chain Monte Carlo method for cryptanalysis substitution-transposition cipher (Q350295) (← links)
- The planar Couette flow with slip and jump boundary conditions in a microchannel (Q350299) (← links)
- A search for extensible low-WAFOM point sets (Q350301) (← links)
- A numerical scheme based on semi-static hedging strategy (Q487521) (← links)
- A martingale approach to estimating confidence band with censored data (Q487523) (← links)
- Hybrid Monte Carlo methods in credit risk management (Q487525) (← links)
- Uncertainty quantification of world population growth: a self-similar PDF model (Q487527) (← links)
- Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients (Q487529) (← links)
- Random cubatures and quasi-Monte Carlo methods (Q500376) (← links)
- Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods (Q500379) (← links)
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- Reliability and accuracy in the space \(L_{p}(T)\) for the calculation of integrals depending on a parameter by the Monte Carlo method (Q500384) (← links)
- A new numerical scheme for the CIR process (Q500385) (← links)
- Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes (Q515534) (← links)
- On the tangent model for the density of lines and a Monte Carlo method for computing hypersurface area (Q515536) (← links)
- MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)
- Limit theorems for weighted and regular multilevel estimators (Q515540) (← links)
- Quasi-Monte Carlo: a high-dimensional experiment (Q742075) (← links)
- A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries (Q742077) (← links)
- Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
- Toward a coherent Monte Carlo simulation of CVA (Q742082) (← links)
- Field-induced Kosterlitz-Thouless transition in critical triangular-lattice antiferromagnets (Q742083) (← links)
- An index of teaching performance based on students' feedback (Q777902) (← links)
- A neural network assisted Metropolis adjusted Langevin algorithm (Q777903) (← links)
- Unbiased estimation of the solution to Zakai's equation (Q777905) (← links)
- Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations (Q777908) (← links)
- Binary decompositions of probability densities and random-bit simulation (Q777909) (← 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)
