Functional quantization and small ball probabilities for Gaussian processes
From MaRDI portal
Recommendations
- Functional quantization of Gaussian processes
- On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
- Small ball probabilities around random centers of Gaussian measures and applications to quantization
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- A constructive sharp approach to functional quantization of stochastic processes
Cited in
(25)- Small value probabilities via the branching tree heuristic
- Probabilities of randomly centered small balls and quantization in Banach spaces
- Small ball probabilities, metric entropy and Gaussian rough paths
- Fractal functional quantization of mean-regular stochastic processes
- Convergence of multi-dimensional quantized SDEs
- Some recent developments in functional inequalities
- On spectral asymptotics of the tensor product of operators with almost regular marginal asymptotics
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
- Small ball probabilities for Gaussian random fields and tensor products of compact operators
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Sharp asymptotics of the Kolmogorov entropy for Gaussian measures
- Functional quantization rate and mean regularity of processes with an application to Lévy processes
- A constructive sharp approach to functional quantization of stochastic processes
- Entropy-constrained functional quantization of Gaussian processes
- Optimal quantizers for Radon random vectors in a Banach space
- Indefinite quadratic functionals of Gaussian processes and least-action paths
- Optimal approximation and quantisation
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
- Functional quantization of Gaussian processes
- Pricing of barrier options by marginal functional quantization
- Brownian motion simulation: a quantization approach
- High-resolution product quantization for Gaussian processes under sup-norm distortion
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
- Functional quantization of a class of Brownian diffusions: a constructive approach
This page was built for publication: Functional quantization and small ball probabilities for Gaussian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1426862)