@article{M2AN_2020__54_3_811_0, author = {Herrmann, Samuel and Zucca, Cristina}, title = {Exact simulation of first exit times for one-dimensional diffusion processes}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis }, pages = {811--844}, publisher = {EDP-Sciences}, volume = {54}, number = {3}, year = {2020}, doi = {10.1051/m2an/2019077}, mrnumber = {4080787}, zbl = {07197800}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2019077/} }