Rancy El Nmeir

most citedQuantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization

1 citations · 1 across the 1 of their papers we have counts for

collaborators

3 papers

math.PR2021★ 1 cited

Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization

Rancy El Nmeir, Gilles Pagès

We establish upper bounds for the $L^{p}$ -quantization error, p in (1, 2+d), induced by the recursive Markovian quantization of a d-dimensional diffusion discretized via the Euler sc…

math.PR2020

$L^{s}$ -rate optimality of dilated $/$ contracted $L^{r}$ -optimal and greedy quantization sequences

Rancy El Nmeir

We investigate some $L^{s}$ -rate optimality properties of dilated/contracted $L^{r}$ -optimal quantizers and $L^{r}$ -greedy quantization sequences $(α^{n})_{n \geq 1}$ of a random variable…

math.PR2020

New approach to greedy vector quantization

Rancy El Nmeir, Harald Luschgy, Gilles Pagès

We extend some rate of convergence results of greedy quantization sequences already investigated in arXiv:1409.0732 [math.PR]. We show, for a more general class of distributions sa…

Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization

Ls-rate optimality of dilated/contracted Lr-optimal and greedy quantization sequences

New approach to greedy vector quantization

$L^{s}$ -rate optimality of dilated $/$ contracted $L^{r}$ -optimal and greedy quantization sequences