%0 Journal Article
%A Aurélien Alfonsi
%A Benjamin Jourdain
%A Sophie Laruelle
%A Sebastian Niklitschek-Soto
%A Victor Reutenauer
%T On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter
%J ESAIM. Proceedings
%D 2014
%P 260-275
%V 44
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201444016/
%R 10.1051/proc/201444016
%G en
%F EP_2014_44_a16