Quantization and martingale couplings
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Publication:5026465
zbMath1482.60026arXiv2012.10370MaRDI QIDQ5026465
Benjamin Jourdain, Gilles Pagès
Publication date: 8 February 2022
Full work available at URL: https://arxiv.org/abs/2012.10370
Computational methods in Markov chains (60J22) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Numerical quadrature and cubature formulas (65D32)
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