Convergence of Multi-Dimensional Quantized SDE’s (Q3086803): Difference between revisions

@@ Property / OpenAlex ID @@
+W2106976402
@@ Property / OpenAlex ID: W2106976402 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0726
@@ Property / arXiv ID: 0801.0726 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Enhanced Gaussian processes and applications
@@ Property / cites work: Enhanced Gaussian processes and applications / rank @@
+Normal rank
@@ Property / cites work @@
+The strong law of large numbers for k-means and best possible nets of Banach valued random variables
+Normal rank
@@ Property / cites work @@
+The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion
+Normal rank
@@ Property / cites work @@
+On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
+Normal rank
@@ Property / cites work @@
+Q5290444
@@ Property / cites work: Q5290444 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by Gaussian signals
@@ Property / cites work: Differential equations driven by Gaussian signals / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviation principle for enhanced Gaussian processes
+Normal rank
@@ Property / cites work @@
+Multidimensional Stochastic Processes as Rough Paths
+Normal rank
@@ Property / cites work @@
+Foundations of quantization for probability distributions
+Normal rank
@@ Property / cites work @@
+Functional quantization and small ball probabilities for Gaussian processes
+Normal rank
@@ Property / cites work @@
+Optimal quantizers for Radon random vectors in a Banach space
+Normal rank
@@ Property / cites work @@
+Distortion mismatch in the quantization of probability measures
+Normal rank
@@ Property / cites work @@
+Q4453255
@@ Property / cites work: Q4453255 / rank @@
+Normal rank
@@ Property / cites work @@
+Yet another introduction to rough paths
@@ Property / cites work: Yet another introduction to rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+On rough differential equations
@@ Property / cites work: On rough differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Global Solutions to Rough Differential Equations with Unbounded Vector Fields
+Normal rank
@@ Property / cites work @@
+Functional quantization of Gaussian processes
@@ Property / cites work: Functional quantization of Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp asymptotics of the functional quantization problem for Gaussian processes.
+Normal rank
@@ Property / cites work @@
+Functional quantization of a class of Brownian diffusions: a constructive approach
+Normal rank
@@ Property / cites work @@
+High-resolution product quantization for Gaussian processes under sup-norm distortion
+Normal rank
@@ Property / cites work @@
+Functional quantization rate and mean regularity of processes with an application to Lévy processes
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
+Normal rank
@@ Property / cites work @@
+Functional quantization for numerics with an application to option pricing
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank