دانلود مقالات ISI درباره 65C05 + ترجمه فارسی

Sample path Large Deviations and optimal importance sampling for stochastic volatility models

Keywords: 60F10; 91G20; 91G60; 91B25; 65C05; 91B28Importance sampling; Large Deviations; Monte Carlo methods; Stochastic volatility; Variance reduction

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2010 سفارش ترجمه

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type

Keywords: 35K65; 60H07; 60H30; 65C05; 91B28Degenerate parabolic; Weak approximation; Adaptivity; Malliavin calculus; Option pricing

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2010 سفارش ترجمه

On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights

Keywords: 65C30; 65C05; 60H07; 62G08BSDEs; Weak approximations; Monte Carlo methods; Malliavin calculus

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2010 سفارش ترجمه

A closed-form expression for the quantile function of the Gompertz–Makeham distribution

Keywords: 65C05; 33B30Gompertz–Makeham distribution; Inverse transform method; Lambert W function; Simulation

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier

Keywords: 60G51; 62P05; 65C05;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Maximally equidistributed pseudorandom number generators via linear output transformations

Keywords: 65C10; 65C05; 12Y05Random number generation; Maximal equidistribution; Linear feedback shift register sequence

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2009 سفارش ترجمه

GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model

Keywords: 65Z05; 65C05; 82C20Monte Carlo simulation; GPU computing; Ising model; Phase transition; Finite size scaling

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2009 سفارش ترجمه

Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations

Keywords: 90C15; 65C05; Applied probability; Monte Carlo methods; Stochastic programming; Optimization with constraints; Random constraints;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Adaptive integration for multi-factor portfolio credit loss models

Keywords: 65D30; 65C05; 90A09Adaptive integration; Genz–Malik rule; Monte Carlo; Credit portfolio loss

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2009 سفارش ترجمه

Domain decomposition solution of nonlinear two-dimensional parabolic problems by random trees

Keywords: 65C05; 65C30; 65N55Domain decomposition; Monte Carlo methods; Nonlinear parabolic problems; Random trees; Parallel computing; Fault tolerant algorithms

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

Numerical methods for portfolio selection with bounded constraints

Keywords: 65C30; 60H35; 65C05; 91B28; 91B70Numerical method; Portfolio selection; Bounded constraint; Stochastic control; Markov chain approximation

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2009 سفارش ترجمه

A stochastic approach for simulating spatially inhomogeneous coagulation dynamics in the gelation regime

Keywords: 65C05; 65C35; 82C2282.30.Nr; 82.56.Lz; 82.70.Gg; 82.20.Uv; 82.20.WtCoagulation processes; Diffusion-velocity method; Mass flow algorithm

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2009 سفارش ترجمه

Particle filtering with path sampling and an application to a bimodal ocean current model

Keywords: 65C05; 86A10Particle filter; Path sampling; Parallel marginalization; Hybrid Monte Carlo; Kuroshio; Weather prediction

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2009 سفارش ترجمه

Score test of fit for composite hypothesis in the GARCH(1,1) model

Keywords: 62G10; 62E20; 65C05; 37M10; GARCH(1,1) model; Conditional distribution; Efficient score vector; Data-driven test of fit; Square-root consistent estimator; Martingale difference array; Central limit theorem; Monte Carlo simulations; GED family;

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2009 سفارش ترجمه

Splitting for rare event simulation: A large deviation approach to design and analysis

Keywords: 60F10; 65C05; 60J85Rare event; Monte Carlo; Branching process; Large deviations; Subsolutions; Hamilton–Jacobi–Bellman equation; Simulation; Variance reduction

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2009 سفارش ترجمه

Evolutionary fitting methods for the extraction of mass spectra in lattice field theory

Keywords: 12.38.Gc; 02.60.Ed; 02.70.Uu; 87.23.-n81V05; 65D10; 65C05; 65K10; 92D15Lattice field theory; Curve fitting; Evolutionary algorithms

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

A design-based randomized response procedure for the estimation of population proportion and sensitivity level

Keywords: primary; 65C05; Randomized response procedure; Design-based approach; Proportion estimation; Sensitivity level estimation;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

Mathematical strategies in the coarse-graining of extensive systems: Error quantification and adaptivity

Keywords: 65C05; 65C20; 82B20; 82B80; 82−0882−08Coarse-graining; A posteriori error estimate; Adaptive coarse-graining; Relative entropy; Lattice spin systems; Coarse-grained Monte Carlo method; Gibbs measure; Cluster expansion

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2008 سفارش ترجمه

Computing the principal eigenelements of some linear operators using a branching Monte Carlo method

Keywords: 65C05; 60F15; 82D75; 82C80Principal eigenvalue of the Dirichlet problem; Principal eigenvalue for the neutron transport problem; Monte Carlo simulation; Random walk on rectangles; Branching method; Simulation of rare events

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

On convergence of properly weighted samples to the target distribution

Keywords: 65C05; 60K15Importance sampling; Properly weighted samples; Markov chain Monte Carlo; Semi-Markov process; Limit distribution

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2008 سفارش ترجمه

Low discrepancy sequences in high dimensions: How well are their projections distributed?

Keywords: 11K38; 65C05; 65D30Quasi-Monte Carlo methods; Low discrepancy sequences; Discrepancy; Multivariate integration

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

What Monte Carlo models can do and cannot do efficiently?

Keywords: 45B05; 65C05; 65C30; 65C40; 65Gxx; 65R20; 68Q25; 68W20Monte Carlo algorithms; Deterministic algorithms; Multidimensional integration; Integral equations; Unimprovable rate of convergence

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2008 سفارش ترجمه

An optimal control variance reduction method for density estimation

Keywords: 60H07; 60H35; 60J60; 62G07; 65C05; 60F05Kernel density estimation; Stochastic differential equations; Variance reduction; Weak approximation; Central limit theorem; Malliavin calculus

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2008 سفارش ترجمه

Stochastic delay differential equations for genetic regulatory networks

Keywords: 65C05; 92B99; 92C45Stochastic delay differential equations; Genetic regulatory networks; Chemical Langevin equation; Stochastic simulation algorithm

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2007 سفارش ترجمه

Computing the principal eigenvalue of the Laplace operator by a stochastic method

Keywords: 65C05; 60F15First eigenvalue of the Dirichlet problem; Euler scheme for Brownian motion; Random walk on spheres; Random walk on rectangles

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2007 سفارش ترجمه

A modular particle–continuum numerical method for hypersonic non-equilibrium gas flows

Keywords: 65C05; 82C80Direct simulation Monte Carlo; DSMC; Hybrid particle–continuum; Hypersonics; Non-equilibrium flow; Rarefied flow; Re-entry vehicles

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2007 سفارش ترجمه

Monotonous random search on a torus: Integral upper bounds for the complexity

Keywords: 90C30; 60J05; 65C05; Global optimization; Random search methods; Markov sequences;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

A forward scheme for backward SDEs

Keywords: 65C05; 65C30; 91B28BSDE; Numerics; Monte Carlo simulation; Finance

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه

Data driven choice of control charts

Keywords: 62G32; 62P30; 65C05; Statistical process control; Phase II control limits; Second order unbiasedness; Normal power family; Model error; Nonparametric; Large deviations; Model selection;

دانلود رایگان متن کامل مقاله ISI 33 صفحه سال انتشار : 2006 سفارش ترجمه

Fast simulations of stochastic dynamical systems

Keywords: 65C05; 65C20; 65C30; Stochastic differential equations; Quasi-random numbers; Quasi-Monte Carlo methods; First passage time; Colored noise stochastic process;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2005 سفارش ترجمه

Regional house price behaviour in the UK: application of a joint testing procedure

Keywords: 62P20; 65C05; Stationarity; Unit roots; Joint testing; UK house prices;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2005 سفارش ترجمه

Monte-Carlo approximation for probability distribution of monotone Boolean function

Keywords: 65C05; 90B25; Logical functions; Reliability evaluation; Monte-Carlo method;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2005 سفارش ترجمه

Most mean powerful invariant test for testing two-dimensional parameter spaces

Keywords: 62F03; 65C05; Most mean powerful invariant test; Joint MA(1)-MA(4) disturbances; Joint AR(1)-AR(4) disturbances; Generalized Neyman-Pearson lemma;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2005 سفارش ترجمه

Simulation of stopped diffusions

Keywords: 02.50.Ey; 02.60.Cb; 02.70.Lq; 07.05.Tp; 35J25; 60G40; 60H10; 65C05; Stopped diffusions; Stochastic differential equations; Weak approximation; Dirichlet problems; Monte-Carlo simulations;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2005 سفارش ترجمه

Probabilistically induced domain decomposition methods for elliptic boundary-value problems

Keywords: 65C05; 65C30; 65N55; Monte Carlo methods; Quasi-Monte Carlo methods; Domain decomposition; Parallel computing; Fault-tolerant algorithms;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2005 سفارش ترجمه

Constructions of (t,m,s)-nets and (t,s)-sequences

Keywords: 05B15; 11-02; 11K38; 11K45; 11R58; 11T06; 65C05; 94B05; Net, (t,s)-sequence; Digital net; Digital (t,s)-sequence; Duality theory for digital nets; Ordered orthogonal array; Polynomial lattice; Scrambled net; Scrambled (t,s)-sequence; Quasi-Monte Carlo met

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2005 سفارش ترجمه