162 citations · 348 across the 9 of their papers we have counts for
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math.PR2006
Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case
M. Hairer, A. M. Stuart, J. Voss +1
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. T…
math.PR2006★ 71 cited
Analysis of SPDEs arising in path sampling part II: The nonlinear case
M. Hairer, A. M. Stuart, J. Voss
In many applications, it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems.…