Adrien Richou

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 1

Top Topics

Closed Form Solutions

Fractional Brownian Motion

Maximum A Posteriori Estimation

Additive Gaussian Noise

Top Venues

SIAM J. Numer. Anal.

SIAM J. Control. Optim.

Publications

Emmanuel Gobet, Adrien Richou, Lukasz Szpruch
Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas. CoRR (2024)
Ying Hu, Pierre-Yves Madec, Adrien Richou
A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension. SIAM J. Control. Optim. 53 (1) (2015)
Jean-François Chassagneux, Adrien Richou
Numerical Stability Analysis of the Euler Scheme for BSDEs. SIAM J. Numer. Anal. 53 (2) (2015)