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

Author： Alfonsi Aurélien  

Publisher： Edp Sciences

E-ISSN： 1270-900x|44|issue|260-275

ISSN： 1270-900x

Source： ESAIM: Proceedings, Vol.44, Iss.issue, 2014-01, pp. : 260-275

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