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Sara Mazzonetto
Publication Activity (10 Years)
Years Active: 2016-2017
Publications (10 Years): 2
Top Topics
Steady State
Markov Chain
Brownian Motion
Optimal Stopping
Top Venues
Monte Carlo Methods Appl.
SIAM J. Sci. Comput.
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Publications
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David Dereudre
,
Sara Mazzonetto
,
Sylvie Roelly
Exact Simulation of Brownian Diffusions with Drift Admitting Jumps.
SIAM J. Sci. Comput.
39 (3) (2017)
David Dereudre
,
Sara Mazzonetto
,
Sylvie Roelly
An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers.
Monte Carlo Methods Appl.
22 (1) (2016)