Functional quantization rate and mean regularity of processes with an application to Lévy processes
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Publication:2426601
DOI10.1214/07-AAP459zbMath1158.60005arXivmath/0601774MaRDI QIDQ2426601
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
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Diffusion processes (60J60) Stable stochastic processes (60G52) Distribution theory (60E99)
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