Publications

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Journal Article

Sylvain Corlay, and Gilles Pagès, Functional quantization based stratified sampling methods, , 2010. Abstract

Download: functional_stratif.pdf (665.41 KB)

Sylvain Corlay, The Nyström method for functional quantization with an application to the fractional Brownian motion, , 2010. Abstract

Download: nystrom_quantization.pdf (457.33 KB)

Antoine Lejay, and Victor Reutenauer, A variance reduction technique using a quantized Brownian motion as a control variate, , 2010. Abstract