Pierre Etoré, Miguel Martinez. Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process. Monte Carlo Meth. and Appl., 19(1):41-71, 2013. [doi]
@article{EtoreM13,
title = {Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process},
author = {Pierre Etoré and Miguel Martinez},
year = {2013},
doi = {10.1515/mcma-2013-0002},
url = {http://dx.doi.org/10.1515/mcma-2013-0002},
researchr = {https://researchr.org/publication/EtoreM13},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {19},
number = {1},
pages = {41-71},
}