Pages that link to "Item:Q2490063"
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The following pages link to Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063):
Displayed 20 items.
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- Optimal quantizers for Radon random vectors in a Banach space (Q865369) (← links)
- The coding complexity of diffusion processes under supremum norm distortion (Q927918) (← links)
- The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion (Q927919) (← links)
- High resolution quantization and entropy coding of jump processes (Q1023401) (← links)
- The coding complexity of Lévy processes (Q1029213) (← links)
- Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983) (← links)
- A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258) (← links)
- Development of a restricted state space stochastic differential equation model for bacterial growth in rich media (Q1784767) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- A local refinement strategy for constructive quantization of scalar SDEs (Q2441421) (← links)
- High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- Convergence of Multi-Dimensional Quantized SDE’s (Q3086803) (← links)
- Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method (Q5265777) (← links)
- Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
