The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion
From MaRDI portal
Publication:927919
DOI10.1016/j.spa.2007.07.002zbMath1151.60018OpenAlexW4213069834MaRDI QIDQ927919
Publication date: 10 June 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2007.07.002
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Rate of convergence, degree of approximation (41A25) Information theory (general) (94A15)
Related Items (9)
Infinite-dimensional quadrature and approximation of distributions ⋮ A constructive sharp approach to functional quantization of stochastic processes ⋮ A local refinement strategy for constructive quantization of scalar SDEs ⋮ Random bit quadrature and approximation of distributions on Hilbert spaces ⋮ How complex is a random picture? ⋮ Introduction to vector quantization and its applications for numerics ⋮ Convergence of Multi-Dimensional Quantized SDE’s ⋮ High resolution quantization and entropy coding of jump processes ⋮ The coding complexity of Lévy processes
Cites Work
- Unnamed Item
- High-resolution quantization and entropy coding for fractional Brownian motion
- Optimal quantizers for Radon random vectors in a Banach space
- The coding complexity of diffusion processes under supremum norm distortion
- On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
- Sharp asymptotics of the functional quantization problem for Gaussian processes.
- Functional quantization of a class of Brownian diffusions: a constructive approach
- Stochastic differential equations. An introduction with applications.
This page was built for publication: The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion
