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Monte Carlo and Quasi-Monte Carlo Methods 2004

Edited by Harald Niederreiter, Edited by Denis Talay

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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).