The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Exact Simulation of Brownian Diffusions with Drift Admitting Jumps
David Dereudre, Sara Mazzonetto and Sylvie Roelly SIAM Journal on Scientific Computing 39(3) A711 (2017) https://doi.org/10.1137/16M107699X
Modern Problems of Stochastic Analysis and Statistics
Aurélien Alfonsi, Masafumi Hayashi and Arturo Kohatsu-Higa Springer Proceedings in Mathematics & Statistics, Modern Problems of Stochastic Analysis and Statistics 208 43 (2017) https://doi.org/10.1007/978-3-319-65313-6_3
A numerical method for SDEs with discontinuous drift