BayesEstDiffusion.jl. Code accompanying the paper Frank van der Meulen, Moritz Schauer: Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

github.com/mschauer/BayesEstDiffusion.jl

Vaya's read on this project

Problem, audience, market, and the verdict — sign in to see it.

Updates

No recent activity.