A local refinement strategy for constructive quantization of scalar SDEs (Q2441421)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local refinement strategy for constructive quantization of scalar SDEs |
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A local refinement strategy for constructive quantization of scalar SDEs (English)
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24 March 2014
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stochastic differential equation
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functional quantization
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constructive method
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strong asymptotic optimality
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