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Sascha Desmettre

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Devika Khurana

> Home > Persons > Sascha Desmettre

Publications

2026
[j8]
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Sascha Desmettre, Devika Khurana, Amira Meddah:
First-Passage Time for PDifMPs: An Asymptotically Exact Simulation Approach for Time-Varying Thresholds. J. Sci. Comput. 108(3): 94 (2026)
2025
[j7]
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Devika Khurana, Sascha Desmettre, Evelyn Buckwar:
Exact Simulation of the First-Passage Time of Diffusions to Time-Dependent Thresholds. SIAM J. Sci. Comput. 47(6): 3303- (2025)
[i3]
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  - journals/corr/abs-2507-07822
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Sascha Desmettre, Devika Khurana, Amira Meddah:
First-passage time for PDifMPs: an Exact simulation approach for time-varying thresholds. CoRR abs/2507.07822 (2025)
2024
[i2]
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  - journals/corr/abs-2412-13060
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Devika Khurana, Sascha Desmettre, Evelyn Buckwar:
Exact simulation of the first-passage time of SDEs to time-dependent thresholds. CoRR abs/2412.13060 (2024)

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