Convergence of Multi-Dimensional Quantized SDE’s (Q3086803)

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Convergence of Multi-Dimensional Quantized SDE’s
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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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