New Monte Carlo schemes for simulating diffusions in discontinuous media

Antoine Lejay, Sylvain Maire. New Monte Carlo schemes for simulating diffusions in discontinuous media. J. Computational Applied Mathematics, 245:97-116, 2013. [doi]

Authors

Antoine Lejay

This author has not been identified. Look up 'Antoine Lejay' in Google

Sylvain Maire

This author has not been identified. Look up 'Sylvain Maire' in Google