Sampling conditioned hypoelliptic diffusions

DOI10.1214/10-AAP708zbMath1219.60062arXiv0908.0162OpenAlexW2018855805WikidataQ56894317 ScholiaQ56894317MaRDI QIDQ535210

Martin Hairer, Andrew M. Stuart, Jochen Voss

Publication date: 11 May 2011

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.0162

zbMATH Keywords

Sobolev spacesstochastic partial differential equationsspace-time white noisehypoelliptic diffusionsconditioned SPDEsfourth-order SPDEs

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

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