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

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

M. Deaconu and A. Lejay, A Random Walk on Rectangles Algorithm, Methodology and Computing in Applied Probability, vol.24, issue.2, pp.135-151, 2006.
DOI : 10.1007/s11009-006-7292-3

URL : https://hal.archives-ouvertes.fr/inria-00092424

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

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

E. Gobet and S. Maire, A spectral Monte Carlo method for the Poisson equation, Monte Carlo Methods and Applications, vol.10, issue.3-4
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, Scientific Computation, Applied Mathematics and Simulation, 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 leséquations leséquations de transport et de diffusion, ) [Mathematics & Applications, 1998.

C. Lécot and . Khettabi, Quasi-Monte Carlo Simulation of Diffusion, Dagstuhl Seminar on Algorithms and Complexity for Continuous Problems, pp.342-359, 1998.
DOI : 10.1006/jcom.1999.0509

S. Maire and C. Luigi, Quasi-Monte Carlo quadratures for multivariate smooth functions, Applied Numerical Mathematics, vol.56, issue.2, pp.146-162, 2006.
DOI : 10.1016/j.apnum.2005.02.014

URL : https://hal.archives-ouvertes.fr/hal-01479837

S. Maire and E. Tanré, Some new simulations schemes for the evaluation of Feynman???Kac representations, Monte Carlo Methods and Applications, vol.14, issue.1, pp.29-51, 2008.
DOI : 10.1515/MCMA.2008.002

URL : https://hal.archives-ouvertes.fr/inria-00182436

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

V. Reutenauer and E. Tanré, Exact simulation of prices and greeks: application to cir, 2008.
URL : https://hal.archives-ouvertes.fr/inria-00319139

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

I. S. Shiganov, Refinement of the upper bound of the constant in the central limit theorem, Journal of Soviet Mathematics, vol.177, issue.No. 3, pp.2545-2550, 1986.
DOI : 10.1007/BF01121471