@article{SJVM_2004_7_1_a3,
author = {M. A. Marchenko},
title = {The program package {MONC} for distributed computations by {Monte} {Carlo} method},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {43--55},
year = {2004},
volume = {7},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2004_7_1_a3/}
}
M. A. Marchenko. The program package MONC for distributed computations by Monte Carlo method. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 7 (2004) no. 1, pp. 43-55. http://geodesic.mathdoc.fr/item/SJVM_2004_7_1_a3/
[1] Artemiev S. S., Averina T. A., Numerical analysis of systems of ordinary and stochastic differential equations, VSP, Utrecht, Tokyo, 1997 | MR | Zbl
[2] Ermakov S. M., Mikhailov G. A., Statisticheskoe modelirovanie, Nauka, M., 1987 | MR
[3] Mikhailov G. A., Vesovye metody Monte-Karlo, Izd-vo SO RAN, Novosibirsk, 2000 | MR
[4] Mikhailov G. A., Marchenko M. A., “Parallel realization of statistical simulation and random number generators”, Russ. J. Numer. Anal. Math. Modelling, 17:1 (2002), 113–124 | MR | Zbl
[5] Marchenko M. A., Optimizatsiya i parallelnaya realizatsiya statisticheskogo modelirovaniya diffuzionnykh protsessov, Dis. $\dots$ kand. fiz.-mat. nauk: 01.01.07, Novosibirsk, 2002
[6] Marchenko M. A., Mikhailov G. A., “Vesovye algoritmy statisticheskogo modelirovaniya diffuzionnykh protsessov”, Zhurn. vychisl. matem. i mat. fiziki, 43:4 (2003), 571–584 | MR | Zbl
[7] Marchenko M. A., Distributivy programm i materialy po generatoru psevdosluchainykh chisel i sisteme MONC, http://osmf.sscc.ru/~mam