Functional quantization of a class of Brownian diffusions: A constructive approach

Brownian Motion and Stochastic Calculus.

Richard L. Dykstra, Ioannis Karatzas, Steven E. Schreve · Journal of the American Statistical Association · 1989 · 969 citations

Engineering, Mathematics, Probability Theory +13

On the Gap Between Deterministic and Stochastic Ordinary Differential Equations

Héctor J. Sussmann · The Annals of Probability · 1978 · 387 citations

Engineering, Mathematics, Differential Equations +14

Numerical Methods for Stochastic Processes.

H. N., Nicolas Bouleau, Dominique Lépingle · Mathematics of Computation · 1995 · 142 citations

Engineering, Computational Engineering, Stochastic Modeling +13

Optimal quadratic quantization for numerics: the Gaussian case

Gilles Pagès, Jacques Printems · Monte Carlo Methods and Applications · 2003 · 134 citations

Business, Finance, Mathematics +17

Functional quantization of Gaussian processes

Harald Luschgy, Gilles Pagès · Journal of Functional Analysis · 2002 · 109 citations

Natural Sciences, Physics, Probability Theory +11