Andrew Golightly, Darren J. Wilkinson. Bayesian sequential inference for nonlinear multivariate diffusions. Statistics and Computing, 16(4):323-338, 2006. [doi]
@article{GolightlyW06-0,
title = {Bayesian sequential inference for nonlinear multivariate diffusions},
author = {Andrew Golightly and Darren J. Wilkinson},
year = {2006},
doi = {10.1007/s11222-006-9392-x},
url = {http://dx.doi.org/10.1007/s11222-006-9392-x},
researchr = {https://researchr.org/publication/GolightlyW06-0},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {16},
number = {4},
pages = {323-338},
}