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Functional quantization of a class of Brownian diffusions: a constructive approach - MaRDI portal

Functional quantization of a class of Brownian diffusions: a constructive approach (Q2490063)

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Functional quantization of a class of Brownian diffusions: a constructive approach
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    Functional quantization of a class of Brownian diffusions: a constructive approach (English)
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    28 April 2006
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    Functional quantization
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    Optimal quantizers
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    Brownian diffusions
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    Lamperti transform
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    Girsanov theorem
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