Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2005.09.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2001543036 / rank | |||
Normal rank | |||
Revision as of 20:26, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional quantization of a class of Brownian diffusions: a constructive approach |
scientific article |
Statements
Functional quantization of a class of Brownian diffusions: a constructive approach (English)
0 references
28 April 2006
0 references
Functional quantization
0 references
Optimal quantizers
0 references
Brownian diffusions
0 references
Lamperti transform
0 references
Girsanov theorem
0 references
