Sampling Conditioned Hypoelliptic Diffusions

By Jochen Voss, on 2010-04-23

Only one day after we submitted the revised version of our paper Sampling Conditioned Hypoelliptic Diffusions (see my previous blog post), the article was accepted! It will appear in the Annals of Applied Probability.

• M. Hairer, A.M. Stuart and J. Voss: Sampling Conditioned Hypoelliptic Diffusions. Annals of Applied Probability, vol. 21, no. 2, pp. 669–698, 2011.
  DOI:10.1214/10-AAP708, arXiv:0908.0162, more…