Functional quantization rate and mean regularity of processes with an application to Lévy processes

DOI10.1214/07-AAP459zbMath1158.60005arXivmath/0601774MaRDI QIDQ2426601

Gilles Pagès, Harald Luschgy

Publication date: 23 April 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0601774

zbMATH Keywords

Gaussian processPoisson processLévy processHaar basisFunctional quantization

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Diffusion processes (60J60) Stable stochastic processes (60G52) Distribution theory (60E99)

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