@article{EP_2014_44_a16,
     author = {Aur\'elien Alfonsi and Benjamin Jourdain and Sophie Laruelle and Sebastian Niklitschek-Soto and Victor Reutenauer},
     title = {On two numerical problems in applied probability : discretization of {Stochastic} {Differential} {Equations} and optimization of an expectation depending on a parameter},
     journal = {ESAIM. Proceedings},
     pages = {260--275},
     publisher = {mathdoc},
     volume = {44},
     year = {2014},
     doi = {10.1051/proc/201444016},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201444016/}
}