XLIII: 11, 269-307, LNM 2006 (2011)
PAGÈS, Gilles;
SELLAMI, Afef
Convergence of multi-dimensional quantized SDE's (
Integration theory,
Theory of processes)
Keywords: Functional quantization,
Stochastic differential equations,
Stratonovich integrals,
Stationary quantizers,
Rough paths,
Itô map,
Hölder semi-norm,
$p$-variationNature: Original