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…