R. S. Cantrell and C. Cosner, Diffusion Models for Population Dynamics Incorporating Individual Behavior at Boundaries: Applications to Refuge Design, Theoretical Population Biology, vol.55, issue.2, pp.189-207, 1999.
DOI : 10.1006/tpbi.1998.1397

F. Campillo and A. Lejay, A Monte Carlo method without grid for a fractured porous domain model, Monte Carlo Methods and Applications, vol.8, issue.2, pp.129-148, 2002.
DOI : 10.1515/mcma.2002.8.2.129

URL : https://hal.archives-ouvertes.fr/inria-00152412

K. S. Chan and O. Stramer, Weak consistency of the Euler method for numerically solving stochastic differential equations with discontinuous coefficients, Stochastic Processes and their Applications, vol.76, issue.1, pp.33-44, 1998.
DOI : 10.1016/S0304-4149(98)00020-9

E. Hausenblas, A numerical scheme using Itô excursions for simulating local time resp. stochastic differential equations with reflection, Osaka J. Math, vol.36, issue.1, pp.105-137, 1999.

E. Hausenblas, A Numerical Scheme using Excursion Theory for Simulating Stochastic Differential Equations with Reflection and Local Time at a Boundary, Monte Carlo Methods and Applications, vol.6, issue.2, pp.81-103, 2000.
DOI : 10.1515/mcma.2000.6.2.81

J. M. Harrison and L. A. Shepp, On Skew Brownian Motion, The Annals of Probability, vol.9, issue.2, pp.309-313, 1981.
DOI : 10.1214/aop/1176994472

K. Itô and H. P. Mckean, Diffusion and Their Sample Paths, 1974.

R. Janssen, Difference methods for stochastic differential equations with discontinuous coefficients, Stochastics, vol.9, issue.2, pp.199-212, 1984.
DOI : 10.1080/17442508408833318

H. J. Kushner and P. Dupuis, Numerical methods for stochastic control problems in continuous time, Stochastic Modelling and Applied Probability, 2001.
DOI : 10.1007/978-1-4684-0441-8

P. E. Kloeden and E. Platen, Numerical solution of stochastic differential equations, 1992.

]. A. Lej01 and . Lejay, On the decomposition of excursions measures of processes whose generators have diffusion coefficients discontinuous at one point, Markov Process. Related Fields, pp.117-126, 2001.

A. Lejay, Simulating a diffusion on a graph. Application to reservoir engineering, Monte Carlo Methods and Applications, vol.9, issue.3, pp.241-256, 2003.
DOI : 10.1515/156939603322729003

URL : https://hal.archives-ouvertes.fr/inria-00092428

J. Le-gall, One ??? dimensional stochastic differential equations involving the local times of the unknown process, Stochastic Analysis and Applications, pp.51-82, 1985.
DOI : 10.1512/iumj.1975.24.24047

A. Lejay and M. Martinez, A scheme for simulating onedimensional diffusion processes with discontinuous coefficients
URL : https://hal.archives-ouvertes.fr/inria-00000410

M. Martinez, Interprétations probabilistes d'opérateurs sous forme divergence et analyse de méthodes numériques associées, p.13, 2004.

]. N. Por79a and . Portenko, Diffusion process with generalized coefficients. Theory of Probab, App, vol.24, issue.3, pp.62-78, 1979.

N. I. Portenko, Stochastic Differential Equations with generalized drift vector. Theory of Probab, App, vol.24, issue.3, pp.338-353, 1979.
DOI : 10.1137/1124038

L. C. Rogers, A Guided Tour through Excursions, Bulletin of the London Mathematical Society, vol.21, issue.4, pp.305-341, 1989.
DOI : 10.1112/blms/21.4.305

L. C. Rogers and D. Williams, Itô Calculus, of Diffusions , Markov Processes, and Martingales, p.8, 2000.

K. Semra, Modélisation tridimensionnelle du transport d'un traceur en milieux poreux saturé: ´ Evaluation des théories stochastiques, 1994.

G. J. Uffink, A random walk method for the simulation of macrodispersion in a stratified aquifer, In Relation of Groundwater Quantity and Quality, vol.146, pp.103-114

J. B. Walsh, A diffusion with a discontinuous local time, Temps locaux, Astérisques, pp.37-45, 1978.

L. Yan, The Euler scheme with irregular coefficients, The Annals of Probability, vol.30, issue.3, pp.1172-1194, 2002.
DOI : 10.1214/aop/1029867124

M. Zhang, Calculation of Diffusive Shock Acceleration of Charged Particles by Skew Brownian Motion, The Astrophysical Journal, vol.541, issue.1, pp.428-435, 2000.
DOI : 10.1086/309429