Exact simulation of the first-passage time of SDEs to time-dependent thresholds. - Devika Khurana; Sascha Desmettre; Evelyn Buckwar (CoRR, 2024)

First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds. - Sascha Desmettre; Devika Khurana; Amira Meddah (CoRR, 2025)