| Title | The coding complexity of diffusion processes under Lp[0, 1]-norm distortion |
| Publication Type | Journal Article |
| Year of Publication | 2008 |
| Authors | Steffen Dereich |
| Journal | Stochastic Processes and their Applications |
| Volume | 118 |
| Issue | 6 |
| Pagination | 938-951 |
| Date Published | June |
| Keywords | complexity, High-resolution quantization, stochastic differential equations, stochastic processes |
| Abstract | We investigate the high resolution quantization and entropy coding problem for solutions of stochastic differential equations under |
![$ L^p[0, 1] $](/sites/default/files/tex/1217b36ae99577c443aac79da30560abdd7be3bb.png)
-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.| Hosted by cogitel-forum. |
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