ESAIM: Proceedings and Surveys

On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter

Aurélien Alfonsi, Benjamin Jourdain, Sophie Laruelle, Sebastian Niklitschek-Soto and Victor Reutenauer

ESAIM: Proc., 44 (2014) 260-275

Published online: 14 January 2014

DOI: 10.1051/proc/201444016

Aurélien Alfonsi

Benjamin Jourdain

Sophie Laruelle

Sebastian Niklitschek-Soto

Victor Reutenauer

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