1 citations · 1 across the 2 of their papers we have counts for
3 papers
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 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.PR2021
Conditioning continuous-time Markov processes by guiding
Marc Corstanje, Frank van der Meulen, Moritz Schauer
A continuous-time Markov process can be conditioned to be in a given state at a fixed time using Doob's -transform. This transform requires the typically intractable…