@article {47,
	title = {A variance reduction technique using a quantized Brownian motion as a control variate},
	year = {2010},
	abstract = {This article presents a new variance reduction technique for diffusion processes where a control variate is constructed using a quantization of the coefficients of the Karhunen-Lo{\`e}ve decomposition of the underlying Brownian motion. This method may be indeed used for other Gaussian processes.},
	keywords = {Variance reduction},
	author = {Antoine Lejay and Victor Reutenauer}
}
