The coding complexity of diffusion processes under supremum norm distortion (Q927918)

This paper investigates the high resolution quantization and entropy coding problem for R-valued stochastic processes that are solutions of stochastic differential equations using a decoupling tool. The complexity of the diffusion process is related to that of the wiener process. The quantization problem and entropy coding problem appear in information theory when digitizing analog signals or for reducing the amount of information due to a given channel capacity constraint. This paper investigates the high resolution coding problem (asymptotic behavior as rate tends to infinity) and provides benchmarks for the efficiency of particular coding schemes.