Pages that link to "Item:Q1865334"
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The following pages link to Functional quantization of Gaussian processes (Q1865334):
Displayed 35 items.
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- Reduced basis techniques for stochastic problems (Q358488) (← links)
- Estimation of the Sobol indices in a linear functional multidimensional model (Q394578) (← links)
- A constructive sharp approach to functional quantization of stochastic processes (Q613025) (← links)
- A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions (Q613175) (← links)
- Principal points of a multivariate mixture distribution (Q618144) (← links)
- Sharp asymptotics of the metric entropy for ellipsoids (Q706794) (← 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)
- 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)
- Sharp asymptotics of the functional quantization problem for Gaussian processes. (Q1879838) (← links)
- Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (Q1883217) (← links)
- A parametric \(k\)-means algorithm (Q2271693) (← links)
- Optimal rates for parameter estimation of stationary Gaussian processes (Q2274291) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Characterization of probability distribution convergence in Wasserstein distance by \(L^p\)-quantization error function (Q2295030) (← links)
- Robust clustering tools based on optimal transportation (Q2329755) (← links)
- Functional quantization rate and mean regularity of processes with an application to Lévy processes (Q2426601) (← links)
- Partial functional quantization and generalized bridges (Q2448710) (← links)
- High-resolution product quantization for Gaussian processes under sup-norm distortion (Q2469646) (← links)
- Stochastic structure of asymptotic quantization errors (Q2489813) (← links)
- Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces (Q3085571) (← links)
- Convergence of Multi-Dimensional Quantized SDE’s (Q3086803) (← links)
- Functional quantization for numerics with an application to option pricing (Q3367274) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- Brownian motion simulation: a quantization approach (Q5220828) (← links)
- Pricing of barrier options by marginal functional quantization (Q5388198) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Small ball probabilities for Gaussian random fields and tensor products of compact operators (Q5437602) (← links)
- Signature-Based Models: Theory and Calibration (Q6048449) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)
- Harmonic analysis meets stationarity: a general framework for series expansions of special Gaussian processes (Q6160978) (← links)