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Harald Luschgy, and Gilles Pagès, "Functional quantization rate and mean pathwise regularity of processes with an application to Lévy processes", Annals of Applied Probability, vol. 18, pp. 427-469, 2008. Abstract
Harald Luschgy, and Gilles Pagès, "Functional quantization of Gaussian processes", Journal of Functional Analysis, vol. 196, no. 2: Academic Press, pp. 486–531, December, 2002. Abstract
Harald Luschgy, and Gilles Pagès, "Functional quantization of a class of Brownian diffusions: a constructive approach", Stochastic Processes and their Applications, vol. 116, no. 2, pp. 310 - 336, 2006. Abstract
Gilles Pagès, and Jacques Printems, "Functional quantization for numerics with an application to option pricing", Monte Carlo Methods and Appl., vol. 11, no. 11, pp. 407-446, 2005. Abstract  Download: Functional Quantization Num.pdf (531.76 KB)
Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract  Download: functional_stratif.pdf (665.41 KB)
Siegfried Graf, Harald Luschgy, and Gilles Pagès, "Functional quantization and small balls probabilities for Gaussian processes", Journal of Theoretical Probability, vol. 16(4), 2003. Abstract
Harald Luschgy, Siegfried Graf, and Gilles Pagès, "Fractal functional quantization of mean-regular stochastic processes", Mathematical Proceedings of the Cambridge Philosophical Society, 2010. Abstract
Siegfried Graf, and Harald Luschgy, Foundations of quantization for probability distributions, , Secaucus, NJ, USA, Springer-Verlag New York, Inc., 2000. Abstract
François Delarue, and Stéphane Menozzi, "A forward–backward stochastic algorithm for quasi-linear PDEs", Annals of Applied Probability, vol. 16(1), pp. 140-184, 2006. Abstract
Vlad Bally, Gilles Pagès, and Jacques Printems, "First order schemes in the numerical quantization method", Mathematical Finance, vol. 13, issue 1, pp. 1-16, 2003. Abstract  Download: First Order Schmes.pdf (218.51 KB)