3

A framework for adaptive Monte Carlo procedures

Year:
2011
Language:
english
File:
PDF, 401 KB
english, 2011
5

Capturing urban traffic noise dynamics through relevant descriptors

Year:
2008
Language:
english
File:
PDF, 340 KB
english, 2008
11

Dual Pricing of American Options by Wiener Chaos Expansion

Year:
2018
Language:
english
File:
PDF, 679 KB
english, 2018
23

Long time behaviour of a stochastic nanoparticle

Year:
2014
Language:
english
File:
PDF, 1.16 MB
english, 2014
26

Asymptotic normality of randomly truncated stochastic algorithms

Year:
2013
Language:
english
File:
PDF, 250 KB
english, 2013
27

A parallel algorithm for solving BSDEs

Year:
2013
Language:
english
File:
PDF, 454 KB
english, 2013
29

ROBUST ADAPTIVE IMPORTANCE SAMPLING FOR NORMAL RANDOM VECTORS

Year:
2009
Language:
english
File:
PDF, 2.11 MB
english, 2009
33

Robust adaptive importance sampling for normal random vectors

Year:
2009
Language:
english
File:
PDF, 337 KB
english, 2009