@article {DereichDiffusionCoding,
	title = {The coding complexity of diffusion processes under Lp[0, 1]-norm distortion},
	journal = {Stochastic Processes and their Applications},
	volume = {118},
	year = {2008},
	month = {June},
	pages = {938-951},
	abstract = {We investigate the high resolution quantization and entropy coding problem for solutions of stochastic differential equations under $L^p[0, 1]$-norm distortion. We find explicit high resolution formulas in terms of the average diffusion coefficient seen by the process. The proof is based on a decoupling method introduced in a former article by the author. Given that link it remains to analyze the coding problem for a concatenation of Wiener processes and to solve the corresponding rate allocation problem.},
	keywords = {complexity, High-resolution quantization, stochastic differential equations, stochastic processes},
	author = {Steffen Dereich}
}
