Monte Carlo and Quasi-Monte Carlo Methods 2004

This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti?c Computing which was held in conjunction with the Second International C- ference on Monte Carlo and Probabilistic Methods for Partial Di?erential Equations at Juan-les-Pins, France, from 7-10 June 2004. The programme of this conference was arranged by a committee consisting of Henri Faure (U- versit´...
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This volume represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti?c Computing which was held in conjunction with the Second International C- ference on Monte Carlo and Probabilistic Methods for Partial Di?erential Equations at Juan-les-Pins, France, from 7-10 June 2004. The programme of this conference was arranged by a committee consisting of Henri Faure (U- versit´ edeMarseille),PaulGlasserman(ColumbiaUniversity),StefanHeinrich (Universit¨ at Kaiserslautern), Fred J. Hickernell (Hong Kong Baptist Univ- sity), Damien Lamberton (Universit´ e de Marne la Vall´ ee), Bernard Lapeyre (ENPC-CERMICS), Pierre L'Ecuyer (Universit´edeMontr´ eal), Pierre-Louis Lions (Coll` ege de France), Harald Niederreiter (National University of S- gapore, co-chair), Erich Novak (Universit¨ at Jena), Art B. Owen (Stanford University), Gilles Pag` es (Universit´ e Paris 6), Philip Protter (Cornell U- versity), Ian H. 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). The organization of the conference was arranged by a committee consisting of Mireille Bossy and Etienne Tanr´ e (INRIA Sophia Antipolis), and Madalina Deaconu(INRIALorraine). LocalarrangementswereinthehandsofMonique Simonetti and Marie-Line Ramfos (INRIA Sophia Antipolis).