Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063): Difference between revisions
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scientific article
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English | Functional quantization of a class of Brownian diffusions: a constructive approach |
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Functional quantization of a class of Brownian diffusions: a constructive approach (English)
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28 April 2006
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Functional quantization
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Optimal quantizers
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Brownian diffusions
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Lamperti transform
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Girsanov theorem
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