Convergence of Probability Measure, Wiley Series in Probability and Mathematical Statistics, p.253, 1968. ,
DOI : 10.1002/9780470316962
Enhanced Gaussian Processes and Applications , ESAIM Probab, Stat, vol.13, pp.247-269, 2009. ,
DOI : 10.1051/ps:2008007
URL : http://archive.numdam.org/article/PS_2009__13__247_0.pdf
The strong law of large numbers for k-means and best possible nets of Banach valued random variables, Probability Theory and Related Fields, vol.9, issue.4, pp.523-534, 1988. ,
DOI : 10.1007/BF00353875
The coding complexity of diffusion processes under <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msup><mml:mrow><mml:mo>[</mml:mo><mml:mn>0</mml:mn><mml:mo>,</mml:mo><mml:mn>1</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math>-norm distortion, Stochastic Processes and their Applications, vol.118, issue.6, pp.938-951, 2008. ,
DOI : 10.1016/j.spa.2007.07.002
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces, Journal of Theoretical Probability, vol.16, issue.1, pp.249-265, 2003. ,
DOI : 10.1023/A:1022242924198
Continuity of the Itô-map for Hölder rough paths with applications to the support theorem in Hölder norm. Probability and partial differential equations in modern applied mathematics, Math. Appl, vol.140, pp.117-135, 2005. ,
Differential equations driven by Gaussian signals, Annales de l'Institut Henri Poincar??, Probabilit??s et Statistiques, vol.46, issue.2, pp.707-0313, 2007. ,
DOI : 10.1214/09-AIHP202
Differential Equations Driven by Gaussian Signals II, pp.711-0668, 2007. ,
DOI : 10.1214/09-aihp202
URL : http://arxiv.org/pdf/0707.0313v1.pdf
Multidimensional Stochastic Differential Equations as Rough Paths: Theory and Applications, Cambridge Studies in Advanced Mathematics, p.670, 2010. ,
DOI : 10.1017/cbo9780511845079
Foundations of Quantization for Probability Distributions, Lect. Notes in Math, vol.1730, 1730. ,
DOI : 10.1007/BFb0103945
Functional Quantization and Small Ball Probabilities for Gaussian Processes, Journal of Theoretical Probability, vol.16, issue.4, pp.1047-1062, 2003. ,
DOI : 10.1023/B:JOTP.0000012005.32667.9d
URL : https://hal.archives-ouvertes.fr/hal-00104809
Optimal quantizers for Radon random vectors in a Banach space, Journal of Approximation Theory, vol.144, issue.1, pp.27-53, 2007. ,
DOI : 10.1016/j.jat.2006.04.006
URL : https://hal.archives-ouvertes.fr/hal-00004668
Distortion mismatch in the quantization of probability measures, ESAIM: Probability and Statistics, vol.12, pp.127-153, 2008. ,
DOI : 10.1051/ps:2007044
URL : https://hal.archives-ouvertes.fr/hal-00019228
An Introduction to Rough Paths, Lecture Notes in Mathematics, vol.1832, pp.1-59, 2003. ,
DOI : 10.1007/978-3-540-40004-2_1
URL : https://hal.archives-ouvertes.fr/inria-00102184
Yet another introduction to rough paths, Lecture Notes in Mathematics, pp.1-101, 1979. ,
DOI : 10.1007/978-3-642-01763-6_1
URL : https://hal.archives-ouvertes.fr/inria-00107460
On rough differential equations, Electronic Journal of Probability, vol.14, issue.0, pp.341-364, 2009. ,
DOI : 10.1214/EJP.v14-613
URL : https://hal.archives-ouvertes.fr/inria-00278246
Global solutions to rough differential equations with unbounded vector fields, pre-pub. Inria 00451193, 2010. ,
Functional quantization of Gaussian processes, Journal of Functional Analysis, vol.196, issue.2, pp.486-531, 2002. ,
DOI : 10.1016/S0022-1236(02)00010-1
URL : https://hal.archives-ouvertes.fr/hal-00102159
Sharp asymptotics of the functional quantization problem for Gaussian processes, Ann. Probab, vol.32, pp.1574-1599, 2004. ,
URL : https://hal.archives-ouvertes.fr/hal-00102159
Functional quantization of a class of Brownian diffusions: A constructive approach, Stochastic Processes and their Applications, vol.116, issue.2, pp.310-336, 2006. ,
DOI : 10.1016/j.spa.2005.09.003
URL : https://hal.archives-ouvertes.fr/hal-00018855
High-resolution product quantization for Gaussian processes under sup-norm distortion, Bernoulli, vol.13, issue.3, pp.653-671, 2007. ,
DOI : 10.3150/07-BEJ6025
URL : https://hal.archives-ouvertes.fr/hal-00171801
Functional quantization rate and mean regularity of processes with an application to L??vy processes, The Annals of Applied Probability, vol.18, issue.2, pp.427-469, 2008. ,
DOI : 10.1214/07-AAP459
Asymptotically optimal quantization schemes for Gaussian processes, ESAIM P&S, vol.12, pp.127-153, 2008. ,
DOI : 10.1051/ps:2008026
URL : https://hal.archives-ouvertes.fr/hal-00258618
Interpretation and Solutions of ODE's Driven by Rough signals, Proc. Symposia Pure, p.1583, 1995. ,
Differential equations driven by rough signals, Revista Matem??tica Iberoamericana, vol.14, issue.2, pp.215-310, 1998. ,
DOI : 10.4171/RMI/240
Differential equations driven by rough paths Notes from T. Lyons's course atÉcole at´atÉcole d'´ eté de Saint-Flour, Lect. Notes in Math, 1908. ,
Functional quantization for numerics with an application to option pricing, Monte Carlo Methods and Applications, vol.11, issue.4, pp.407-446, 2005. ,
DOI : 10.1515/156939605777438578
Website devoted to vector and functional optimal quantization: www.quantize.maths-fi, 2005. ,