J. A. Acebrón, M. P. Busico, P. Lanucara, and R. Spigler, Domain Decomposition Solution of Elliptic Boundary-Value Problems via Monte Carlo and Quasi-Monte Carlo Methods, SIAM Journal on Scientific Computing, vol.27, issue.2, pp.440-457, 2005.
DOI : 10.1137/030600692

V. Bally and D. Talay, The law of the Euler scheme for stochastic differential equations. I. Convergence rate of the distribution function. Probab. Theory Related Fields, pp.43-60, 1996.
URL : https://hal.archives-ouvertes.fr/inria-00074427

A. Benveniste, M. Métivier, and P. Priouret, Adaptive algorithms and stochastic approximations, Applications of Mathematics, vol.22, 1990.
DOI : 10.1007/978-3-642-75894-2

C. Bernardi and Y. Maday, Approximations spectrales deprobì emes aux limites elliptiques, of Mathématiques & Applications (Berlin) [Mathematics & Applications, 1992.

C. Canuto, M. Y. Hussaini, A. Quarteroni, and T. A. Zang, Spectral methods in fluid dynamics, 1988.
DOI : 10.1007/978-3-642-84108-8

J. M. Delaurentis and L. A. Romero, A Monte Carlo method for poisson's equation, Journal of Computational Physics, vol.90, issue.1, pp.123-140, 1990.
DOI : 10.1016/0021-9991(90)90199-B

C. Farhat and F. Roux, Implicit parallel processing in structural mechanics, Comput. Mech. Adv, vol.2, issue.1, p.124, 1994.

M. Freidlin, Functional integration and partial differential equations, Annals of Mathematics Studies, vol.109, 1985.

A. Friedman, Stochastic Differential Equations and Applications, Probability and Mathematical Statistics, vol.2, issue.28, 1976.
DOI : 10.1007/978-3-642-11079-5_2

E. Gobet, Weak approximation of killed diffusion using Euler schemes. Stochastic Process, Appl, vol.87, issue.2, pp.167-197, 2000.

E. Gobet, Euler schemes and half-space approximation for the simulation of diffusion in a domain, ESAIM: Probability and Statistics, vol.5, pp.261-297, 2001.
DOI : 10.1051/ps:2001112

E. Gobet and S. Maire, A spectral Monte Carlo method for the Poisson equation, Monte Carlo Methods and Applications, vol.10, issue.3-4, pp.275-285, 2004.
DOI : 10.1515/mcma.2004.10.3-4.275
URL : https://hal.archives-ouvertes.fr/hal-01479844

E. Gobet and S. Maire, Sequential Control Variates for Functionals of Markov Processes, SIAM Journal on Numerical Analysis, vol.43, issue.3, pp.1256-1275, 2005.
DOI : 10.1137/040609124
URL : https://hal.archives-ouvertes.fr/hal-01479838

E. Gobet and S. Maire, Sequential monte carlo domain decomposition for the poisson equation, Proceedings of the 17th IMACS World Congress, pp.11-15, 2005.

C. Hwang, M. Mascagni, and J. A. Given, A Feynman???Kac path-integral implementation for Poisson???s equation using an h-conditioned Green???s function, Mathematics and Computers in Simulation, vol.62, issue.3-6, pp.347-355, 2001.
DOI : 10.1016/S0378-4754(02)00224-0

]. B. Lapeyre, ´. E. Pardoux, and R. Sentis, Méthodes de Monte-Carlo pour leséquationsleséquations de transport et de diffusion, ) [Mathematics & Applications, 1998.

S. Maire, Polynomial approximations of multivariate smooth functions from quasi-random data, Statistics and Computing, vol.14, issue.4, pp.333-336, 2004.
DOI : 10.1023/B:STCO.0000039482.91826.ce
URL : https://hal.archives-ouvertes.fr/hal-01479848

G. Pagès, A space quantization method for numerical integration, Journal of Computational and Applied Mathematics, vol.89, issue.1, pp.1-38, 1998.
DOI : 10.1016/S0377-0427(97)00190-8

G. Pagès and J. Printems, Optimal quadratic quantization for numerics: the Gaussian case, Monte Carlo Methods and Applications, vol.9, issue.2, pp.135-165, 2003.
DOI : 10.1515/156939603322663321

G. Pagès and J. Printems, Functional quantization for numerics with an application to option pricing, Monte Carlo Methods and Applications, vol.11, issue.4, pp.407-446, 2005.
DOI : 10.1515/156939605777438578

K. K. Sabelfeld, Monte Carlo methods in boundary value problems, 1991.