Functional quantization of a class of Brownian diffusions : A constructive approach

By Harald Luschgy, Gilles Pagès. 2006

61 citations recorded by the source corpus.

Subfields: Computer Vision and Pattern Recognition, Modeling and Simulation, Radiology, Nuclear Medicine and Imaging

View Paper: https://www.semanticscholar.org/paper/c3e0a259c7ec084c38e2e95a49c772eb0ebd081a

Citations in the corpus

• MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (2011, unknown): “In [52], the map Ψp is showed to be Lipschitz continuous in L([0, T ]).”