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Tree approximation for discrete time stochastic processes: a process distance approach - MaRDI portal

Tree approximation for discrete time stochastic processes: a process distance approach (Q256651)

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scientific article; zbMATH DE number 6553005
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Tree approximation for discrete time stochastic processes: a process distance approach
scientific article; zbMATH DE number 6553005

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    Tree approximation for discrete time stochastic processes: a process distance approach (English)
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    9 March 2016
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    stochastic processes and trees
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    Wasserstein and Kantorovich distance
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    tree approximation
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    optimal transport
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    facility location
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