Publication: Large Deviations for One Dimensional Diffusions with a Strong Drift. A large deviation principle to describe the behaviour of a diffusion with additive noise under the influence of a strong drift. … read more

Blog: The book is out!!! An Introduction to Statistical Computing: A Simulation-based Approach. … read more

Publication: Analysis of SPDEs Arising in Path Sampling, Part II: The Nonlinear Case. An article about using (non-linear) SPDEs in infinite dimensional MCMC algorithms. … read more

playing with Google+

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I just started playing with Google+, not sure yet whether this will be useful or interesting to me. If you also want to play, and don't have an account yet, you can probably sign up at this link.

This is an excerpt from Jochen's blog.
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