The coding complexity of diffusion processes under supremum norm distortion

Author:

Dereich Steffen

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference20 articles.

1. Stefan Ankirchner, Steffen Dereich, Peter Imkeller, Enlargement of filtrations and continuous Girsanov-type embeddings, 2004, Preprint

2. Elements of information theory;Cover,1991

3. Jakob Creutzig, Approximation of Gaussian random vectors in Banach spaces, Ph.D. Dissertation, Friedrich-Schiller-Universität Jena, 2002

4. Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces;Dereich;Bull. Sci. Math.,2005

5. On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces;Dereich;J. Theoret. Probab.,2003

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