@phdthesis{richou:tel-00543719, TITLE = {{{\'E}tude th{\'e}orique et num{\'e}rique des {\'e}quations diff{\'e}rentielles stochastiques r{\'e}trogrades}}, AUTHOR = {Richou, Adrien}, URL = {https://theses.hal.science/tel-00543719}, SCHOOL = {{Universit{\'e} Rennes 1}}, YEAR = {2010}, MONTH = Nov, KEYWORDS = {backward stochastic differential equations ; ergodic control ; driver of quadratic growth ; time discretization scheme ; nonlinear Feynman-Kac formula ; {\'e}quations diff{\'e}rentielles stochastiques r{\'e}trogrades ; contr{\^o}le ergodique ; g{\'e}n{\'e}rateur {\`a} croissance quadratique ; sch{\'e}ma de discr{\'e}tisation temporelle ; formule de Feynman-Kac non lin{\'e}aire}, TYPE = {Theses}, PDF = {https://theses.hal.science/tel-00543719/file/rapport.pdf}, HAL_ID = {tel-00543719}, HAL_VERSION = {v1}, }