Miguel Martínez
Author
Alternate names Miguel Martínez, Miguel Martinez
Past institutions Laboratoire d’Analyse et de Mathématiques Appliquées, Université Gustave Eiffel, Université Paris-Est Créteil, Centre National de la Recherche Scientifique, Colciencias +5 more
H-index: 9
I10-index: 9
Works count: 35
Citations count: 319
A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
2006 · Antoine Lejay, Miguel Martínez · The Annals of Applied Probability
Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
2013 · Pierre Étoré, Miguel Martínez · Monte Carlo Methods and Applications
On the existence of a time inhomogeneous skew Brownian motion and some related laws
2012 · Pierre Étoré, Miguel Martínez · Electronic Journal of Probability