A local refinement strategy for constructive quantization of scalar SDEs (Q2441421): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Small ball probabilities around random centers of Gaussian measures and applications to quantization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The coding complexity of diffusion processes under supremum norm distortion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3636373 / rank
 
Normal rank
Property / cites work
 
Property / cites work: High-resolution quantization and entropy coding for fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructive quantization: approximation by empirical measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Foundations of quantization for probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal discretization of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear vs standard information for scalar stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp asymptotics of the functional quantization problem for Gaussian processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional quantization of a class of Brownian diffusions: a constructive approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional quantization rate and mean regularity of processes with an application to Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal uniform approximation of systems of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal pointwise approximation of SDEs based on Brownian motion at discrete points / rank
 
Normal rank
Property / cites work
 
Property / cites work: A local refinement strategy for constructive quantization of scalar SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derandomization of the Euler scheme for scalar stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The real number model in numerical analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Quantization for Finance: From Random Vectors to Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Multi-Dimensional Quantized SDE’s / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040428 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2970004 / rank
 
Normal rank

Latest revision as of 11:54, 7 July 2024

scientific article
Language Label Description Also known as
English
A local refinement strategy for constructive quantization of scalar SDEs
scientific article

    Statements

    A local refinement strategy for constructive quantization of scalar SDEs (English)
    0 references
    0 references
    24 March 2014
    0 references
    stochastic differential equation
    0 references
    functional quantization
    0 references
    constructive method
    0 references
    strong asymptotic optimality
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers