扩散过程的量子化复杂性
The quantization complexity of diffusion processes
摘要：
研究了L^p[0，1]-和C[0，1]-空间中随机微分方程解的高分辨率编码问题.紧渐近估计发现弱正则性假设下。主要的技术工具是去耦方法，它允许我们将扩散过程的复杂性与在某些随机失真下的维纳过程的复杂性联系起来。
英文摘要：
We investigate the high resolution coding problem for solutions of stochastic differential equations in the L^p[0,1]- and the C[0,1]-space. Tight asymptotic estimates are found under weak regularity assumptions. The main technical tool is a decoupling method which allows us to relate the complexity of the diffusion process to that of the Wiener process under certain random distortions.
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