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
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
By Jochen Voss, on
This is an excerpt from Jochen's blog.
Newer entry: statistical computing
Older entry: watching DVDs on an Apple iPad
Copyright © 2011, Jochen Voss. All content on this website (including text, pictures, and any other original works), unless otherwise noted, is licensed under a Creative Commons Attribution-Share Alike 3.0 License.