The coding complexity of Lévy processes
From MaRDI portal
Publication:1029213
DOI10.1007/s10208-008-9035-zzbMath1175.60046arXiv0707.3040MaRDI QIDQ1029213
Frank Aurzada, Steffen Dereich
Publication date: 10 July 2009
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.3040
60G51: Processes with independent increments; Lévy processes
60G35: Signal detection and filtering (aspects of stochastic processes)
41A25: Rate of convergence, degree of approximation
94A15: Information theory (general)
Related Items
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations, A constructive sharp approach to functional quantization of stochastic processes, High resolution quantization and entropy coding of jump processes
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