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Monte Carlo Methods and Applications

Managing Editor: Sabelfeld, Karl K.

Editorial Board Member: Binder, Kurt / Bouleau, Nicolas / Chorin, Alexandre J. / Dimov, Ivan / Dubus, Alain / Egorov, Alexander D. / Ermakov, Sergei M. / Halton, John H. / Heinrich, Stefan / Kalos, Malvin H. / Lepingle, D. / Makarov, Roman / Mascagni, Michael / Mathe, Peter / Niederreiter, Harald / Platen, Eckhard / Sawford, Brian R. / Schmid, Wolfgang Ch. / Schoenmakers, John / Simonov, Nikolai A. / Sobol, Ilya M. / Spanier, Jerry / Talay, Denis

4 Issues per year


CiteScore 2016: 0.70

SCImago Journal Rank (SJR) 2016: 0.647
Source Normalized Impact per Paper (SNIP) 2016: 0.908

Mathematical Citation Quotient (MCQ) 2016: 0.33

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ISSN
1569-3961
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Volume 10, Issue 3-4 (Dec 2004)

Issues

Trajectory Splitting by Restricted Replication

Alexander Keller
Published Online: 2008-05-09 | DOI: https://doi.org/10.1515/mcma.2004.10.3-4.321

New algorithms for efficient trajectory splitting are presented. These techniques are derived from randomized quasi-Monte Carlo integration by applying parameterized replication techniques to only selected dimensions of the integrand.

About the article

Published Online: 2008-05-09

Published in Print: 2004-12-01


Citation Information: Monte Carlo Methods and Applications mcma, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: https://doi.org/10.1515/mcma.2004.10.3-4.321.

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