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Editonal Board Theory of Monte Carlo Methode Applications in Statistical Physics Complexity of Monte Carlo Methods Theory of Monte Carlo Methods. Application to Statistical Physics and Quantum Mechanics Applications in Aerosol Science General Questions of Monte Carlo Methods. Application to Turbulence Simulation and Stochastic Dynamics Monte Carlo Simulation of Boundary Value Problems for Stochastic Differential Equations and Linear and Nonlinear P D Es Parallel Algorithms Quasi - Monte Carlo Methods Markov chains and Integration Convergence and Variance Reduction Complexity of Monte Carlo methods Applications in Rarefied Gas Dynamics and Diffusion Stochastic Analysis and Numerical Methods for Stochastic Differential Equations and PDEs. Applications to Nonlinear Filtering, Stochastic Control, Telecommunications Engineering and Financial Mathematics S. Ogawa Kanazawa University Kodatsuno 2, 40-20, 920 Kanazawa, Japan E-mail: s_ ogawa@t.kanazawa-u.ac.jp S. Orszag Princeton University Fine Hall, Washington Road Princeton, New Jersey, 08544-1000, USA E-mail: SAO@acm.princeton.edu E. Platen School of Math. Sciences, The Australian National University, Canberra, ACT 0200, Australia E-mail: eckhard@avon.anu.edu.au K.K. Sabelfeld Institute of Comp. Math, and Mathem. Geophysics Academy of Sciences, Siberian Branch Lavrentjeva, 6, Novosibirsk, 630090 Russia tel. +7(3832)357777 Fax 4-7(3832)324259 E-mail: sabelfeld@wias-berlin.de B.R. Sawford CSIRO Division of Atmospheric Research, Aspendale, VIC 3195, Australia E-mail: brian.sawford@dar.csiro.au N.A. Simonov Institute of
Monte Carlo Methods and Applications – de Gruyter
Published: Jan 1, 2000
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