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- W3105207906 abstract "We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions, we establish posterior consistency in this context." @default.
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- W3105207906 title "Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations*" @default.
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- W3105207906 doi "https://doi.org/10.1007/s10986-014-9232-1" @default.
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