The coding complexity of diffusion processes under Lp[0,1]-norm distortion
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- Luschgy, Harald & Pagès, Gilles, 2006. "Functional quantization of a class of Brownian diffusions: A constructive approach," Stochastic Processes and their Applications, Elsevier, vol. 116(2), pages 310-336, February.
- Dereich, Steffen, 2008. "The coding complexity of diffusion processes under supremum norm distortion," Stochastic Processes and their Applications, Elsevier, vol. 118(6), pages 917-937, June.
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Keywords
High-resolution quantization Complexity Stochastic processes Stochastic differential equations;Statistics
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