@article {DereichDiffusionCoding, title = {The coding complexity of diffusion processes under Lp[0, 1]-norm distortion}, journal = {Stochastic Processes and their Applications}, volume = {118}, year = {2008}, month = {June}, pages = {938-951}, abstract = {We investigate the high resolution quantization and entropy coding problem for solutions of stochastic differential equations under $L^p[0, 1]$-norm distortion. We find explicit high resolution formulas in terms of the average diffusion coefficient seen by the process. The proof is based on a decoupling method introduced in a former article by the author. Given that link it remains to analyze the coding problem for a concatenation of Wiener processes and to solve the corresponding rate allocation problem.}, keywords = {complexity, High-resolution quantization, stochastic differential equations, stochastic processes}, author = {Steffen Dereich} }