An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers. - David Dereudre; Sara Mazzonetto; Sylvie Roelly (Monte Carlo Methods Appl., 2016)

Exact Simulation of Brownian Diffusions with Drift Admitting Jumps. - David Dereudre; Sara Mazzonetto; Sylvie Roelly (SIAM J. Sci. Comput., 2017)