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Publications
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Functional quantization based stratified sampling methods,
, 2010.
Abstract
Download: functional_stratif.pdf (665.41 KB)
The Nyström method for functional quantization with an application to the fractional Brownian motion,
, 2010.
Abstract
Download: nystrom_quantization.pdf (457.33 KB)
Partial functional quantization and generalized bridges,
, 2011.
Abstract
Download: partial quantization.pdf (392.92 KB)