2009-08-02

This is an excerpt from Jochen's blog.
Newer entry: colorspace conversion in Python (updated)
Older entry: new paper

38819 Sampling Conditioned Hypoelliptic Diffusions
2009-08-02

Today, I finally submitted the SPDE-paper I wrote with Martin Hairer and Andrew Stuart. This paper took a long time to complete (and it changed from an applied maths paper into a pure maths paper in the process). You can download a pre-print here; comments are very welcome:

• 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…

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