Convergence of multi-dimensional quantized SDEs (Q3086803)
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scientific article; zbMATH DE number 5872280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of multi-dimensional quantized SDEs |
scientific article; zbMATH DE number 5872280 |
Statements
Convergence of Multi-Dimensional Quantized SDE’s (English)
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30 March 2011
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functional quantization
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stochastic differential equations
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Stratonovich stochastic integral
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stationary quantizers
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rough path theory
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Itô map
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Hölder semi-norm
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\(p\)-variation
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0.7869449257850647
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0.7617660164833069
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0.734093189239502
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0.7336812019348145
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