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@article{DBLP:journals/mcma/AkiyamaY22, author = {Naho Akiyama and Toshihiro Yamada}, title = {A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {97--110}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2109}, doi = {10.1515/MCMA-2022-2109}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/AkiyamaY22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Al-LabadiT22, author = {Luai Al{-}Labadi and Muhammad Tahir}, title = {Estimation of entropy and extropy based on right censored data: {A} Bayesian non-parametric approach}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {319--328}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2123}, doi = {10.1515/MCMA-2022-2123}, timestamp = {Wed, 04 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/Al-LabadiT22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/AldossariM22, author = {Haifa Aldossari and Michael Mascagni}, title = {Scrambling additive lagged-Fibonacci generators}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {199--210}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2115}, doi = {10.1515/MCMA-2022-2115}, timestamp = {Tue, 18 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/AldossariM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/AlsolamiM22, author = {Maryam Alsolami and Michael Mascagni}, title = {A random walk algorithm to estimate a lower bound of the star discrepancy}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {341--348}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2125}, doi = {10.1515/MCMA-2022-2125}, timestamp = {Sun, 15 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/AlsolamiM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/BallesioJ22, author = {Marco Ballesio and Ajay Jasra}, title = {Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {61--83}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2105}, doi = {10.1515/MCMA-2022-2105}, timestamp = {Fri, 01 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/BallesioJ22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Bishwal22, author = {Jaya P. N. Bishwal}, title = {Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {111--124}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2111}, doi = {10.1515/MCMA-2022-2111}, timestamp = {Mon, 20 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/Bishwal22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/CasquilhoB22, author = {Miguel Casquilho and Jorge Buescu}, title = {Standard deviation estimation from sums of unequal size samples}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {235--253}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2118}, doi = {10.1515/MCMA-2022-2118}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/CasquilhoB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/CherabliOB22, author = {Meriem Cherabli and Megdouda Ourbih{-}Tari and Meriem Boubalou}, title = {Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {175--188}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2113}, doi = {10.1515/MCMA-2022-2113}, timestamp = {Mon, 20 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/CherabliOB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/CorcoranM22, author = {Jem N. Corcoran and Caleb Miller}, title = {Controlled accuracy Gibbs sampling of order-constrained non-iid ordered random variates}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {279--292}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2121}, doi = {10.1515/MCMA-2022-2121}, timestamp = {Wed, 04 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/CorcoranM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/DimovTS22, author = {Ivan Dimov and Venelin Todorov and Karl Sabelfeld}, title = {A study of highly efficient stochastic sequences for multidimensional sensitivity analysis}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {1--12}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2101}, doi = {10.1515/MCMA-2022-2101}, timestamp = {Fri, 26 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/DimovTS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Halidias22, author = {Nikolaos Halidias}, title = {On the practical point of view of option pricing}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {307--318}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2122}, doi = {10.1515/MCMA-2022-2122}, timestamp = {Wed, 04 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/Halidias22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/HalidiasS22, author = {Nikolaos Halidias and Ioannis S. Stamatiou}, title = {A note on the asymptotic stability of the semi-discrete method for stochastic differential equations}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {13--25}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2102}, doi = {10.1515/MCMA-2022-2102}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/HalidiasS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Harringer22, author = {Manfred Harringer}, title = {Superposition of forward and backward motion}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {329--339}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2124}, doi = {10.1515/MCMA-2022-2124}, timestamp = {Thu, 05 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/Harringer22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Hiderah22, author = {Kamal Hiderah}, title = {Carath{\'{e}}odory approximate solutions for a class of stochastic differential equations involving the local time at point zero with one-sided Lipschitz continuous drift coefficients}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {189--198}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2107}, doi = {10.1515/MCMA-2022-2107}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/Hiderah22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/IanevychRP22, author = {Tetiana Ianevych and Iryna Rozora and Anatolii Pashko}, title = {On one way of modeling a stochastic process with given accuracy and reliability}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {135--147}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2110}, doi = {10.1515/MCMA-2022-2110}, timestamp = {Tue, 28 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/IanevychRP22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/KolyukhinM22, author = {Dmitriy Kolyukhin and Alexander Minakov}, title = {Simulation of Gaussian random field in a ball}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {85--95}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2108}, doi = {10.1515/MCMA-2022-2108}, timestamp = {Tue, 07 May 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/KolyukhinM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/KolyukhinSD22, author = {Dmitriy Kolyukhin and Karl K. Sabelfeld and Ivan Dimov}, title = {Sensitivity analysis of the concentration transport estimation in a turbulent flow}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {211--219}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2116}, doi = {10.1515/MCMA-2022-2116}, timestamp = {Fri, 26 May 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/KolyukhinSD22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/KonovalovVKMM22, author = {Alexander B. Konovalov and Vitaly V. Vlasov and Sergey V. Kolchugin and Gennady Malyshkin and Rim Mukhamadiyev}, title = {Monte Carlo simulation of sensitivity functions for few-view computed tomography of strongly absorbing media}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {269--278}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2120}, doi = {10.1515/MCMA-2022-2120}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/KonovalovVKMM22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Sabelfeld22, author = {Karl K. Sabelfeld}, title = {Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {125--133}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2114}, doi = {10.1515/MCMA-2022-2114}, timestamp = {Thu, 23 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/Sabelfeld22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/SabelfeldA22, author = {Karl K. Sabelfeld and Ivan Aksyuk}, title = {Simulation of drift-diffusion process at high P{\'{e}}clet numbers by the random walk on spheres method}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {349--367}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2128}, doi = {10.1515/MCMA-2022-2128}, timestamp = {Sun, 15 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/SabelfeldA22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/SabelfeldB22, author = {Karl K. Sabelfeld and Oleg Bukhasheev}, title = {Global random walk on grid algorithm for solving Navier-Stokes and Burgers equations}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {4}, pages = {293--305}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2126}, doi = {10.1515/MCMA-2022-2126}, timestamp = {Sun, 15 Jan 2023 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/SabelfeldB22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/SabelfeldS22, author = {Karl K. Sabelfeld and Viacheslav Sapozhnikov}, title = {Simulation of transient and spatial structure of the radiative flux produced by multiple recombinations of excitons}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {255--268}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2117}, doi = {10.1515/MCMA-2022-2117}, timestamp = {Sun, 02 Oct 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/SabelfeldS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/SlaouiH22, author = {Yousri Slaoui and Salima Helali}, title = {Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {45--59}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2104}, doi = {10.1515/MCMA-2022-2104}, timestamp = {Fri, 01 Apr 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/SlaouiH22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/Spade22, author = {David A. Spade}, title = {Approximate bounding of mixing time for multiple-step Gibbs samplers}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {3}, pages = {221--233}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2119}, doi = {10.1515/MCMA-2022-2119}, timestamp = {Fri, 23 Sep 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/Spade22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/TalhiAR22, author = {Hamida Talhi and Hiba Aiachi and Nadji Rahmania}, title = {Bayesian estimation of a competing risk model based on Weibull and exponential distributions under right censored data}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {163--174}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2112}, doi = {10.1515/MCMA-2022-2112}, timestamp = {Mon, 28 Aug 2023 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/TalhiAR22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/WangS22, author = {Shijia Wang and Tim B. Swartz}, title = {Moment matching adaptive importance sampling with skew-student proposals}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {149--162}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2106}, doi = {10.1515/MCMA-2022-2106}, timestamp = {Wed, 24 Jul 2024 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/WangS22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/X22, title = {Frontmatter}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {i--iv}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-frontmatter1}, doi = {10.1515/MCMA-2022-FRONTMATTER1}, timestamp = {Fri, 18 Mar 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/X22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/X22a, title = {Frontmatter}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {2}, pages = {i--iv}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-frontmatter2}, doi = {10.1515/MCMA-2022-FRONTMATTER2}, timestamp = {Mon, 20 Jun 2022 01:00:00 +0200}, biburl = {https://dblp.org/rec/journals/mcma/X22a.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
@article{DBLP:journals/mcma/ZakradN22, author = {Az{-}eddine Zakrad and Abdelaziz Nasroallah}, title = {Estimation of steady-state quantities of an {HMM} with some rarely generated emissions}, journal = {Monte Carlo Methods Appl.}, volume = {28}, number = {1}, pages = {27--44}, year = {2022}, url = {https://doi.org/10.1515/mcma-2022-2103}, doi = {10.1515/MCMA-2022-2103}, timestamp = {Fri, 18 Mar 2022 00:00:00 +0100}, biburl = {https://dblp.org/rec/journals/mcma/ZakradN22.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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