A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension. - Ying Hu; Pierre-Yves Madec; Adrien Richou (SIAM J. Control. Optim., 2015)

Numerical Stability Analysis of the Euler Scheme for BSDEs. - Jean-François Chassagneux; Adrien Richou (SIAM J. Numer. Anal., 2015)

Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas. - Emmanuel Gobet; Adrien Richou; Lukasz Szpruch (CoRR, 2024)

Sharp large deviations and concentration inequalities for the number of descents in a random permutation. - Bernard Bercu; Michel Bonnefont; Adrien Richou (J. Appl. Probab., 2024)