TY  - JOUR
AU  - Herrmann, Samuel
AU  - Zucca, Cristina
TI  - Exact simulation of first exit times for one-dimensional diffusion processes
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2020
SP  - 811
EP  - 844
VL  - 54
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2019077/
DO  - 10.1051/m2an/2019077
LA  - en
ID  - M2AN_2020__54_3_811_0
ER  -