Functional quantization and small ball probabilities for Gaussian processes
DOI10.1023/B:JOTP.0000012005.32667.9DzbMATH Open1038.60032OpenAlexW2058037496MaRDI QIDQ1426862FDOQ1426862
Authors: Siegfried Graf, Harald Luschgy, Gilles Pagès 
Publication date: 15 March 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000012005.32667.9d
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- Sharp asymptotics of the functional quantization problem for Gaussian processes.
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- 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
- On the mean speed of convergence of empirical and occupation measures in Wasserstein distance
- Indefinite quadratic functionals of Gaussian processes and least-action paths
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- \( L_2\)-small ball asymptotics for Gaussian random functions: a survey
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- 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
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