The quantization complexity of diffusion processes

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dc.creatorDereich, Steffen
dc.date2004-11-26
dc.date.accessioned2026-07-07T05:14:44Z
dc.date.available2026-07-07T05:14:44Z
dc.descriptionWe investigate the high resolution coding problem for solutions of stochastic differential equations in the L^p[0,1]- and the C[0,1]-space. Tight asymptotic estimates are found under weak regularity assumptions. The main technical tool is a decoupling method which allows us to relate the complexity of the diffusion process to that of the Wiener process under certain random distortions.
dc.description31 pages
dc.identifierhttps://arxiv.org/abs/math/0411597
dc.identifierhttp://arxiv.org/abs/math/0411597
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73389
dc.subjectProbability
dc.subject41A25; 94A15
dc.titleThe quantization complexity of diffusion processes
dc.typetext

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