4. Mathematics
  5. Probability

Steffen Dereich

Mathematics – Probability

Scientist

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Constructive quantization: approximation by empirical measures

Mathematics – Probability
Scientific paper

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High resolution quantization and entropy coding of jump processes

Mathematics – Probability
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High-resolution quantization and entropy coding for fractional Brownian motion

Mathematics – Probability
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Infinite-Dimensional Quadrature and Quantization

Mathematics – Probability
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Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

Mathematics – Probability
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