3 papers
math.FA2026
Zador Theorem for optimal quantization with respect to Bregman divergences
Guillaume Boutoille, Gilles Pagès
We establish a Zador like theorem for -optimal vector quantization when the similarity measure is a twice differentiable Bregman divergence of a strictly convex function. On o…
q-fin.MF2025
Efficient simulation of a new class of Volterra-type SDEs
Ofelia Bonesini, Giorgia Callegaro, Martino Grasselli +1
We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian)…
math.PR2025
Discretization of the Ergodic Functional Central Limit Theorem
Gilles Pagès, Clément Rey
In this paper, we study the discretization of the ergodic Functional Central Limit Theorem (CLT) established by Bhattacharya (see \cite{Bhattacharya_1982}) which states the followi…