@article {25,
	title = {Functional quantization of a class of Brownian diffusions: a constructive approach},
	journal = {Stochastic Processes and their Applications},
	volume = {116},
	number = {2},
	year = {2006},
	pages = {310 - 336},
	abstract = {The functional quantization problem for one-dimensional Brownian diffusions on $[0,T]$ is investigated. One shows under rather general assumptions that the rate of convergence of the $L^p$-quantization error is $O(\log(n)^{-1/2})$ like for the Brownian motion. Several methods to construct some rate-optimal quantizers are proposed. These results are extended to $d$-dimensional diffusions when the diffusion coefficient is the inverse of a gradient function. Finally, a special attention is given to diffusions with a Gaussian martingale term.},
	keywords = {Brownian diffusions, functional quantization, Lamperti transform; Girsanov theorem, optimal quantizers},
	issn = {0304-4149},
	author = {Harald Luschgy and Gilles Pag{\`e}s}
}
