Frank van der Meulen

most citedNonparametric Bayesian inference for multidimensional compound Poisson processes

12 citations · 12 across the 2 of their papers we have counts for

collaborators

Showing math.PRShow all

1 paper · 1 filter

math.PR2024

On a class of exponential changes of measure for stochastic PDEs

Thorben Pieper-Sethmacher, Frank van der Meulen, Aad van der Vaart

Given a mild solution $X$ to a semilinear stochastic partial differential equation (SPDE), we consider an exponential change of measure based on its infinitesimal generator $L$ , de…