The coding complexity of diffusion processes under supremum norm distortion

DOI10.1016/j.spa.2007.07.003zbMath1157.60036arXivmath/0411597OpenAlexW2053775761MaRDI QIDQ927918

Steffen Dereich

Publication date: 10 June 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0411597

zbMATH Keywords

complexitystochastic processesstochastic differential equationshigh resolution quantization

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Rate of convergence, degree of approximation (41A25) Information theory (general) (94A15)

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