57 citations · 223 across the 23 of their papers we have counts for
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math.PR2018★ 13 cited
Simulation of elliptic and hypo-elliptic conditional diffusions
Joris Bierkens, Frank van der Meulen, Moritz Schauer
Suppose is a multidimensional diffusion process. Assume that at time zero the state of is fully observed, but at time only linear combinations of its components are o…
math.PR2018★ 1 cited
A generator approach to stochastic monotonicity and propagation of order
Richard C. Kraaij, Moritz Schauer
We study stochastic monotonicity and propagation of order for Markov processes with respect to stochastic integral orders characterized by cones of functions satisfying …