Antoine Lejay, Sylvain Maire. New Monte Carlo schemes for simulating diffusions in discontinuous media. J. Computational Applied Mathematics, 245:97-116, 2013. [doi]
@article{LejayM13,
title = {New Monte Carlo schemes for simulating diffusions in discontinuous media},
author = {Antoine Lejay and Sylvain Maire},
year = {2013},
doi = {10.1016/j.cam.2012.12.013},
url = {http://dx.doi.org/10.1016/j.cam.2012.12.013},
researchr = {https://researchr.org/publication/LejayM13},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {245},
pages = {97-116},
}