Kendall (University of Warwick), Roland Keunings (Universit´e Catholique de Louvain), Pierre-Louis Lions (Coll`ege de France), Art B. Highlights were the invited plenary talks given by Mark Broadie (Columbia University), Benjamin Jourdain (Ecole Nationale des Ponts et Chauss´ees), Alexander Keller (Universit¨ at Ulm), Wilfrid S. The programme of the conference was rich and varied, with over 150 talks being presented. The next MCQMC conference will be held in Ulm, Germany, in August 2006. Niederreiter, eds.) and Monte Carlo and Quasi-Monte Carlo Methods 2002 (H. Spanier, eds.), Monte Carlo and QuasiMonte Carlo Methods 2000 (K.-T. Zinterhof, eds.), Monte Carlo and Quasi-Monte Carlo Shiue, eds.), Monte Carlo and Quasi-Monte Carlo Methods 1996 (H. The proceedings of these previous conferences were all published by Springer-Verlag, under the titles Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (H. This conference continued the tradition of biennial MCQMC conferences which was begun at the University of Nevada in Las Vegas, Nevada, USA, in June 1994 and followed by conferences at the University of Salzburg, Austria, in July 1996, the Claremont Colleges in Claremont, California, USA, in June 1998, Hong Kong Baptist University in Hong Kong, China, in November 2000 and the National University of Singapore, Republic of Singapore, in November 2002. Local arrangements were in the hands of Monique Simonetti and Marie–Line Ramfos (INRIA Sophia Antipolis). The organization of the conference was arranged by a committee consisting of Mireille Bossy and Etienne Tanr´e (INRIA Sophia Antipolis), and Madalina Deaconu (INRIA Lorraine).
Sloan (University of New South Wales), Denis Talay (INRIA Sophia Antipolis, co-chair), Simon Tavar´e (University of Southern California) and Henryk Wo´zniakowski (Columbia University and University of Warsaw). Owen (Stanford University), Gilles Pag`es (Universit´e Paris 6), Philip Protter (Cornell University), Ian H. Hickernell (Hong Kong Baptist University), Damien Lamberton (Universit´e de Marne la Vall´ee), Bernard Lapeyre (ENPC-CERMICS), Pierre L’Ecuyer (Universit´e de Montr´eal), Pierre-Louis Lions (Coll`ege de France), Harald Niederreiter (National University of Singapore, co-chair), Erich Novak (Universit¨ at Jena), Art B. The programme of this conference was arranged by a committee consisting of Henri Faure (Universit´e de Marseille), Paul Glasserman (Columbia University), Stefan Heinrich (Universit¨ at Kaiserslautern), Fred J. This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held in conjunction with the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations at Juan-les-Pins, France, from 7–10 June 2004. Typesetting: by the authors and TechBooks using a Springer LATEX macro package Cover design: design & production GmbH, Heidelberg Printed on acid-free paper
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