F. H. van der Meulen

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20142026

most citedNonparametric Bayesian inference for multidimensional compound Poisson processes

12 citations · 27 across the 9 of their papers we have counts for

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2 papers · 1 filter

math.PR2024★ 1 cited

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…

math.PR2023

Guided simulation of conditioned chemical reaction networks

Marc Corstanje, Frank van der Meulen

Let $X$ be a chemical reaction process, modeled as a multi-dimensional continuous-time jump process. Assume that at given times $0 < t_{1} < \dots < t_{n}$ , linear combinations $v_i = L…