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Publications
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"On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces",
Journal of Theoretical Probability, vol. 16(1), 2003.
Abstract
"Small ball probabilities around random centers of Gaussian measures and applications to quantization",
J. Theor. Probab., vol. 16(2), pp. 427-449, 2003.
Abstract
"Local distortion and µ-mass of the cells of one dimensional asymptotically optimal quantizers",
Communications in Statistics. Theory and Methods, vol. 33(5), 2004.
Abstract
"A forward–backward stochastic algorithm for quasi-linear PDEs",
Annals of Applied Probability, vol. 16(1), pp. 140-184, 2006.
Abstract
"Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions",
Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006.
Abstract
"The coding complexity of diffusion processes under Lp[0, 1]-norm distortion",
Stochastic Processes and their Applications, vol. 118, issue 6, pp. 938-951, June, 2008.
Abstract
"High resolution quantization and entropy coding of jump processes",
Journal of Complexity, vol. 25, pp. 163-187, 2009.
Abstract