کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156314 958820 2008 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The coding complexity of diffusion processes under supremum norm distortion
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
The coding complexity of diffusion processes under supremum norm distortion
چکیده انگلیسی

We investigate the high resolution quantization and entropy coding problem for solutions of stochastic differential equations under supremum norm distortion. Tight asymptotic formulas are found under mild regularity assumptions. The main technical tool is a decoupling method which allows us to relate the complexity of the diffusion process to that of the Wiener process. The technique is also applicable when considering the Lp[0,1]Lp[0,1]-norm distortion.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 6, June 2008, Pages 917–937
نویسندگان
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