Sabelfeld, K.; Mozartova, N. Sparsified randomization algorithms for large systems of linear equations and a new version of the random walk on boundary method. (English) Zbl 1180.65007 Monte Carlo Methods Appl. 15, No. 3, 257-284 (2009). MSC: 65C05 65C50 60G50 65C40 65N38 35J05 PDFBibTeX XMLCite \textit{K. Sabelfeld} and \textit{N. Mozartova}, Monte Carlo Methods Appl. 15, No. 3, 257--284 (2009; Zbl 1180.65007) Full Text: DOI
Alfonsi, Aurélien On the discretization schemes for the CIR (and Bessel squared) processes. (English) Zbl 1100.65007 Monte Carlo Methods Appl. 11, No. 4, 355-384 (2005). Reviewer: Vigirdas Mackevičius (Vilnius) MSC: 65C30 60H20 60H35 45R05 65R20 PDFBibTeX XMLCite \textit{A. Alfonsi}, Monte Carlo Methods Appl. 11, No. 4, 355--384 (2005; Zbl 1100.65007) Full Text: DOI
Lécot, Christian; Tuffin, Bruno Comparison of quasi-Monte Carlo-based methods for simulation of Markov chains. (English) Zbl 1066.65008 Monte Carlo Methods Appl. 10, No. 3-4, 377-384 (2004). MSC: 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{C. Lécot} and \textit{B. Tuffin}, Monte Carlo Methods Appl. 10, No. 3--4, 377--384 (2004; Zbl 1066.65008) Full Text: DOI
Heinrich, Stefan On the power of quantum algorithms for vector valued mean computation. (English) Zbl 1074.65003 Monte Carlo Methods Appl. 10, No. 3-4, 297-310 (2004). Reviewer: Jaromir Antoch (Praha) MSC: 65C05 65B05 68W25 PDFBibTeX XMLCite \textit{S. Heinrich}, Monte Carlo Methods Appl. 10, No. 3--4, 297--310 (2004; Zbl 1074.65003) Full Text: DOI arXiv Link
Ding, Jiu; Mao, Dong; Zhou, Aihui A quasi Monte Carlo approach to piecewise linear Markov approximations of Markov operators. (English) Zbl 1050.65129 Monte Carlo Methods Appl. 9, No. 4, 295-306 (2003). Reviewer: Manuel Calvo (Zaragoza) MSC: 65P20 65C05 37H10 37D45 37M05 PDFBibTeX XMLCite \textit{J. Ding} et al., Monte Carlo Methods Appl. 9, No. 4, 295--306 (2003; Zbl 1050.65129) Full Text: DOI
Ninomiya, Syoiti A partial sampling method applied to the Kusuoka approximation. (English) Zbl 1046.65007 Monte Carlo Methods Appl. 9, No. 1, 27-38 (2003). MSC: 65C30 65C05 60H10 60H35 91G60 PDFBibTeX XMLCite \textit{S. Ninomiya}, Monte Carlo Methods Appl. 9, No. 1, 27--38 (2003; Zbl 1046.65007)
Sugita, Hiroshi; Takanobu, Satoshi Random Weyl sampling for robust numerical integration of complicated functions. (English) Zbl 0962.65003 Monte Carlo Methods Appl. 6, No. 1, 27-48 (2000). Reviewer: D.Acu (Sibiu) MSC: 65C05 65D32 PDFBibTeX XMLCite \textit{H. Sugita} and \textit{S. Takanobu}, Monte Carlo Methods Appl. 6, No. 1, 27--48 (2000; Zbl 0962.65003) Full Text: DOI
Bossy, Mireille; Fezoui, Loula; Piperno, Serge Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. (English) Zbl 0962.65075 Monte Carlo Methods Appl. 3, No. 2, 113-140 (1997). MSC: 65M06 35Q53 65C35 PDFBibTeX XMLCite \textit{M. Bossy} et al., Monte Carlo Methods Appl. 3, No. 2, 113--140 (1997; Zbl 0962.65075) Full Text: DOI