Beskos, A. and Roberts, G. (2005).Exact simulation of diffusions.Ann. Appl. Prob.
Beskos, A.,Papaspiliopoulos, O. and Roberts, G. O. (2006).Retrospective exact simulation of diffusion sample paths with applications.Bernoulli
Beskos, A.,Papaspiliopoulos, O. and Roberts, G. O. (2008).A factorisation of diffusion measure and finite sample path constructions.Methodology Comput. Appl. Prob.
Borodin, A. N. and Salminen, P. (2002).Handbook of Brownian Motion–Facts and Formulae,2nd edn.Birkhäuser,Basel.
Étoré, P. and Martinez, M. (2014).Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift.ESAIM Prob. Statist.
Taylor, K. B. (2015).Exact algorithms for simulation of diffusions with discontinuous drift and robust curvature Metropolis-adjusted Langevin algorithms. Doctoral Thesis, University of Warwick.
Zvonkin, A. K. (1974).A transformation of the phase space of a diffusion process that removes the drift.Mat. Sb., Nov. Ser.
93,129–149 (in Russian). English translation: Math. USSR–Sbornik