A Local Refinement Strategy for Constructive Quantization of Scalar SDEs

Thomas Müller-Gronbach, Klaus Ritter. A Local Refinement Strategy for Constructive Quantization of Scalar SDEs. Foundations of Computational Mathematics, 13(6):1005-1033, 2013. [doi]

@article{Muller-GronbachR13,
  title = {A Local Refinement Strategy for Constructive Quantization of Scalar SDEs},
  author = {Thomas Müller-Gronbach and Klaus Ritter},
  year = {2013},
  doi = {10.1007/s10208-013-9160-1},
  url = {http://dx.doi.org/10.1007/s10208-013-9160-1},
  researchr = {https://researchr.org/publication/Muller-GronbachR13},
  cites = {0},
  citedby = {0},
  journal = {Foundations of Computational Mathematics},
  volume = {13},
  number = {6},
  pages = {1005-1033},
}