D. G. Aronson, Non-negative solutions of linear parabolic equations : an addendum. Annali della Scuola Normale Superiore di Pisa -Classe di Scienze, pp.221-228, 1971.

P. Billingsley, Convergence of Probability Measures Wiley series in probability and statistics

D. Dereudre, S. Mazzonetto, and S. Roelly, An explicit representation of the trnaistion densities of the skew brownian motion with drift and two semipermeable barriers, 2015.

L. Devroye, Non-Uniform Random Variate Generation, 1986.
DOI : 10.1007/978-1-4613-8643-8
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.333.8896

P. Étoré, Approximation de processus de diffusion à coefficients discontinus en dimension un et appliations à la simulation, 2006.

P. Étoré and M. Martinez, On the existence of a time inhomogeneous skew Brownian motion and some related laws, Electronic journal of probability, vol.17, 2012.

P. Étoré and M. Martinez, Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process, Monte Carlo Methods and Applications, vol.19, issue.1, pp.41-71, 2013.

W. Feller, GENERALIZED SECOND ORDER DIFFERENTIAL OPERATORS AND THEIR LATERAL CONDITIONS, Illinois J. Math, vol.1, pp.459-504, 1957.
DOI : 10.1007/978-3-319-16856-2_23

W. Feller, ON THE INTRINSIC FORM FOR SECOND ORDER DIFFERENTIAL OPERATORS, Illinois J. Math, vol.2, issue.1, pp.1-18, 1959.
DOI : 10.1007/978-3-319-16856-2_26

E. Hille, Functional analysis and semi-groups, volume 31 of Colloquium Publications, 1957.

K. M. Jansons and G. D. Lythe, Efficient numerical solution of stochastic differential equations using exponential timestepping, Journal of Statistical Physics, vol.100, pp.5-61097, 2000.

K. M. Jansons and G. D. Lythe, Exponential Timestepping with Boundary Test for Stochastic Differential Equations, SIAM Journal on Scientific Computing, vol.24, issue.5, pp.1809-1822, 2003.
DOI : 10.1137/S1064827501399535

J. Gall, One ??? dimensional stochastic differential equations involving the local times of the unknown process, Lecture Notes Math, vol.52, issue.53, pp.51-82, 1985.
DOI : 10.1512/iumj.1975.24.24047

A. Lejay, L. Lenôtre, and G. Pichot, One-dimensional skew diffusions: explicit expressions of densities and resolvent kernel

A. Lejay and G. Pichot, Simulating diffusion processes in discontinuous media: A numerical scheme with constant time steps, Journal of Computational Physics, vol.231, issue.21, pp.7299-7314, 2012.
DOI : 10.1016/j.jcp.2012.07.011
URL : https://hal.archives-ouvertes.fr/hal-00649170

A. Pazy, Semigroups of linear operators and applications to partial differential equations, Applied Mathematical Sciences, vol.44, 1983.
DOI : 10.1007/978-1-4612-5561-1

D. Revuz and M. Yor, Continuous martingales and Brownian motion, volume 293 of Grundelehren der mathematischen Wissenschaften, 1999.