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

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References

2007Brownian Motion and Stochastic Calculus7,421 cited
1999Continuous Martingales and Brownian Motion6,200 cited
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1984Applications of the Malliavin Calculus, Part I237 cited
2003Optimal quadratic quantization for numerics: the Gaussian case141 cited
2005Functional quantization for numerics with an application to option pricing90 cited

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2008Functional quantization rate and mean regularity of processes with an application to Lévy processes41 cited
2008Functional quantization rate and mean regularity of processes with an application to Lévy processes36 cited

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