Convergence of Multi-Dimensional Quantized SDE’s (Q3086803): Difference between revisions
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scientific article
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English | Convergence of Multi-Dimensional Quantized SDE’s |
scientific article |
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Convergence of Multi-Dimensional Quantized SDE’s (English)
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30 March 2011
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functional quantization
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stochastic differential equations
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Stratonovich stochastic integral
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stationary quantizers
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rough path theory
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Itô map
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Hölder semi-norm
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\(p\)-variation
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