Nonparametric estimation of diffusions: a differential equations approach

Sampling conditioned hypoelliptic diffusions

(2011) Martin Hairer et al.   ANNALS OF APPLIED PROBABILITY

Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations

(2011) Hao Wu et al.   PHYSICAL REVIEW E

Random-weight particle filtering of continuous time processes

(2010) Paul Fearnhead et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Inverse problems: A Bayesian perspective

(2010) A. M. Stuart   ACTA NUMERICA

Remarks on Drift Estimation for Diffusion Processes

(2009) Yvo Pokern et al.   MULTISCALE MODELING & SIMULATION

Rates of contraction of posterior distributions based on Gaussian process priors

(2008) A. W. van der Vaart et al.   ANNALS OF STATISTICS

Bayesian inference for nonlinear multivariate diffusion models observed with error

(2007) A. Golightly et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS