VRay, for example, implements GI caustics. Here is an excerpt from the VRay rendering parameters manual. Notice the problems it can cause - mentioned below.

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GI caustics represent light that has gone through one diffuse, and one or several specular reflections (or refractions). GI caustics can can be generated by skylight, or self-illuminated objects, for example. However, caustics caused by direct lights cannot be simulated in this way. You must use the separate Caustics section to control direct light caustics. Note that GI caustics are usually hard to sample and may introduce noise in the GI solution.

 

Refractive GI caustics - this allows indirect lighting to pass through transparent objects (glass etc). Note that this is not the same as Caustics, which represent direct light going through transparent objects. You need refractive GI caustics to get skylight through windows, for example.

 

Reflective GI caustics - this allows indirect light to be reflected from specular objects (mirrors etc). Note that this is not the same as Caustics, which represent direct light going through specular surfaces. This is off by default, becase reflective GI caustics usually contribute little to the final illumination, while often they produce undesired sublte noise.

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