@article{BeRoStuaVo08, title = {{MCMC} Methods for Diffusion Bridges}, author = {Beskos, Alexandros and Roberts, Gareth O. and Stuart, Andrew M. and Voss, Jochen}, journal = {Stochastics and Dynamics}, volume = 8, number = 3, pages = {319--350}, year = 2008, mrnumber = {MR2444507}, doi = {10.1142/S0219493708002378}, }