We propose a method for numerical approximation of Reflected Backward Stochastic Differential Equations. Is based in the approximation for the Brownian motion by a simple random walk. We prove a weak convergence. This talk is based on joint work with Miguel Martinez and Jaime San Martin. Soledad TORRES. Universidad de Valparaiso. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1207750701378 (pdf) Ecouter l'intervention : Bande son disponible au format mp3 Durée : 44 mn