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Simulating a diffusion on a graph. Application to reservoir engineering.. Monte Carlo Methods Appl., 9 (3): 241-255 (2003)Monte Carlo methods for fissured porous media: a gridless approach.. Monte Carlo Methods Appl., 10 (3-4): 385-392 (2004)Weak solution of semi-linear PDE, BSDE and homogenization.. Monte Carlo Methods Appl., 7 (3-4): 265-272 (2001)Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps., и . J. Comput. Phys., 231 (21): 7299-7314 (2012)A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. Stochastic Processes and their Applications, 110 (1): 145--176 (марта 2004)Computing the principal eigenelements of some linear operators using a branching Monte Carlo method., и . J. Comput. Phys., 227 (23): 9794-9806 (2008)Analytic Expressions of the Solutions of Advection-Diffusion Problems in One Dimension with Discontinuous Coefficients., , и . SIAM J. Appl. Math., 79 (5): 1823-1849 (2019)Approximation of CVaR minimization for hedging under exponential-Lévy models., , и . J. Comput. Appl. Math., (2017)New Monte Carlo schemes for simulating diffusions in discontinuous media., и . J. Comput. Appl. Math., (2013)A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers.. Math. Comput. Simul., (2018)