Postdoctoral researcher at Max Planck Institute for Mathematics in the Sciences

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Publications

Upcoming paper: Bounds on the computational cost of blocking 14 Jun 2020
Corrigendum to 'Simple diffusion bridges' 27 May 2020
Continuous–discrete smoothing of diffusions 02 Mar 2020
BridgeSDEInference.jl 18 Oct 2019
Simulating bridges using confluent diffusions 25 Mar 2019