Geodesic
Weighted modification of the majorizing frequency method as applied to solving nonlinear kinetic equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 9, pp. 1724-1734

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A special two-parameter weighted Monte Carlo method is constructed that is, on the one hand, as fast as the well-known majorizing frequency method and, on the other hand, applies to pair collisions of unbounded frequency. The variances of the collision and absorption estimates are proved to be bounded for the method. 
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     author = {O. V. Bloshchitsina and S. V. Rogazinskii},
     title = {Weighted modification of the majorizing frequency method as applied to solving nonlinear kinetic equations},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1724--1734},
     publisher = {mathdoc},
     volume = {52},
     number = {9},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_9_a13/}
}
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O. V. Bloshchitsina; S. V. Rogazinskii. Weighted modification of the majorizing frequency method as applied to solving nonlinear kinetic equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 52 (2012) no. 9, pp. 1724-1734. http://geodesic.mathdoc.fr/item/ZVMMF_2012_52_9_a13/