Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (Q681989)

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Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering
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    Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering (English)
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    13 February 2018
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    optimal quantization theory
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    nonlinear filtering problems
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    \(L^r\)-optimal quantizers
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