Edit Profile (opens in new tab) Casella, Bruno Co-Author Distance Author ID: casella.bruno Published as: Casella, Bruno External Links: MGP Documents Indexed: 4 Publications since 2008 Co-Authors: 3 Co-Authors with 4 Joint Publications 128 Co-Co-Authors Co-Authors 0 single-authored 4 Roberts, Gareth O. 1 Peluchetti, Stefano 1 Stramer, Osnat Serials 2 Methodology and Computing in Applied Probability 1 Advances in Applied Probability 1 Queueing Systems Fields 4 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 27 times in 26 Documents Cited by ▼ Year ▼ Exact Monte Carlo simulation of killed diffusions. Zbl 1142.65006 Casella, Bruno; Roberts, Gareth O. 13 2008 Exact simulation of jump-diffusion processes with Monte Carlo applications. Zbl 1237.60067 Casella, Bruno; Roberts, Gareth O. 12 2011 Stability of partially implicit Langevin schemes and their MCMC variants. Zbl 1248.60080 Casella, Bruno; Roberts, Gareth; Stramer, Osnat 2 2011 Exact simulation of jump-diffusion processes with Monte Carlo applications. Zbl 1237.60067 Casella, Bruno; Roberts, Gareth O. 12 2011 Stability of partially implicit Langevin schemes and their MCMC variants. Zbl 1248.60080 Casella, Bruno; Roberts, Gareth; Stramer, Osnat 2 2011 Exact Monte Carlo simulation of killed diffusions. Zbl 1142.65006 Casella, Bruno; Roberts, Gareth O. 13 2008 all cited Publications top 5 cited Publications all top 5 Cited by 47 Authors 4 Roberts, Gareth O. 2 Giesecke, Kay 2 Herrmann, Samuel 2 Hsu, Yu-Sheng 2 Jenkins, Paul A. 2 Koskela, Jere 2 Spanò, Dario 2 Wu, Cheng-Hsun 1 Apolinário, Gabriel B. 1 Arnaudon, Marc 1 Averina, Tat’yana Aleksandrovna 1 Beskos, Alexandros 1 Campillo, Fabien 1 Casella, Bruno 1 Chen, Nan 1 Chen, Pei-Chun 1 Dai, Hongsheng 1 Deaconu, Madalina 1 Del Moral, Pierre 1 García-Pareja, Celia 1 Geng, Junhao 1 Gobet, Emmanuel 1 Gonçalves, Flávio Bambirra 1 Hodgkinson, Liam 1 Huang, Zhengyu 1 Hult, Henrik 1 Jasra, Ajay 1 Joannides, Marc 1 Johansen, Adam M. 1 Kang, Wanmo 1 Kantas, Nikolas 1 Koski, Timo J. T. 1 Larramendy-Valverde, Irène 1 Lee, Jong Mun 1 Lee, Taeho 1 Massin, Nicolas 1 Moriconi, Luca 1 Peluchetti, Stefano 1 Pereyra, Marcelo 1 Persing, Adam 1 Pollock, Murray 1 Roosta, Fred 1 Rybakov, Konstantin Aleksandrovich 1 Salomone, Robert 1 Schwenkler, Gustavo 1 Shkolnik, Alexander 1 Zhang, Sumei all top 5 Cited in 17 Serials 3 Bernoulli 3 Methodology and Computing in Applied Probability 3 Statistics and Computing 2 Mathematics of Operations Research 2 Statistics & Probability Letters 1 Advances in Applied Probability 1 Journal of Mathematical Analysis and Applications 1 Journal of Applied Probability 1 Journal of Econometrics 1 Mathematics and Computers in Simulation 1 Operations Research Letters 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Russian Journal of Numerical Analysis and Mathematical Modelling 1 Electronic Journal of Probability 1 Journal of Machine Learning Research (JMLR) 1 Journal of Statistical Mechanics: Theory and Experiment all top 5 Cited in 12 Fields 20 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 9 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Operations research, mathematical programming (90-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year