On weak implicit and predictor-corrector methodsPLATEN, E.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 69-76, issn 0378-4754Conference Paper

Minimum distance estimation and testing for interest rate modelsFOURNIE, E.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 143-150, issn 0378-4754Conference Paper

Stability of weak numerical schemes for stochastic differential equationsHOFMANN, N.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 63-68, issn 0378-4754Conference Paper

To the parametric identification of Markov diffusions : the use of maximum quadratic variation functionalKAZIMIERCZYK, P.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 21-33, issn 0378-4754Conference Paper

Euler scheme for reflected stochastic differential equationsLEPINGLE, D.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 119-126, issn 0378-4754Conference Paper

Some problems in the simulation of nonlinear diffusion processesOGAWA, S.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 217-223, issn 0378-4754Conference Paper

Some remarks on approximation of solutions of SDE's with reflecting boundary conditionsSŁOMINSKI, L.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 109-117, issn 0378-4754Conference Paper

On the numerical integration of high-dimensional Walsh-series by quasi-Monte Carlo methodsLARCHER, G; SCHMID, W. C.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 127-134, issn 0378-4754Conference Paper

Study of the Kohonen network with a discrete state spaceTHIRAN, P; HASLER, M.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 189-197, issn 0378-4754Conference Paper

Résolution des équations elliptiques par la méthode du shift = Resolution of elliptic equations by the shift methodMOHAMED BEN ALAYA.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 87-96, issn 0378-4754Conference Paper

The Euler scheme for stochastic differential equations : error analysis with Malliavin calculusBALLY, V; TALAY, D.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 35-41, issn 0378-4754Conference Paper

The solving of boundary value problems by numerical integration of stochastic equationsMILSHTEIN, G. N.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 77-85, issn 0378-4754Conference Paper

Estimation of local power spectral densities for non-stationary signals using wavelet transformCLOUET, J. F; FOUQUE, J. P; POSTEL, M et al.Mathematics and computers in simulation. 1995, Vol 38, Num 1-3, pp 183-188, issn 0378-4754Conference Paper