Title of article
The coding complexity of diffusion processes under supremum norm distortion
Author/Authors
S. Dereich، نويسنده , , Steffen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
21
From page
917
To page
937
Abstract
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 L p [ 0 , 1 ] -norm distortion.
Keywords
High resolution quantization , Complexity , stochastic differential equations , Stochastic processes
Journal title
Stochastic Processes and their Applications
Serial Year
2008
Journal title
Stochastic Processes and their Applications
Record number
1577983
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