2 papers
math.PR2025
Guided simulation of conditioned chemical reaction networks
Marc Corstanje, Frank van der Meulen
Let be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times , linear combinations $v_i = L…
math.PR2025
Simulating conditioned diffusions on manifolds
Marc Corstanje, Frank van der Meulen, Moritz Schauer +1
To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob…