On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (Q3451723)
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English | On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter |
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On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter (English)
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17 November 2015
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