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"New Monte Carlo schemes for simulating diffusions in discontinuous media."

Antoine Lejay, Sylvain Maire (2013)

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DOI: 10.1016/J.CAM.2012.12.013

access: open

type: Journal Article

metadata version: 2022-06-23

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Antoine Lejay, Sylvain Maire:
New Monte Carlo schemes for simulating diffusions in discontinuous media. J. Comput. Appl. Math. 245: 97-116 (2013)

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