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	doi = {10.1007/978-1-4614-6825-7_4},
	url = {https://doi.org/10.1007%2F978-1-4614-6825-7_4},
	year = 2013,
	publisher = {Springer New York},
	pages = {59--73},
	author = {Christos Pelekis and Moritz Schauer},
	title = {Network Coloring and Colored Coin Games},
	booktitle = {Search Theory}
}
@incollection{Gugushvili_2019,
	doi = {10.1007/978-3-030-04161-8_19},
	url = {https://doi.org/10.1007%2F978-3-030-04161-8_19},
	year = 2019,
	publisher = {Springer International Publishing},
	pages = {279--302},
	author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
	title = {Nonparametric Bayesian Volatility Estimation},
	booktitle = {2017 {MATRIX} Annals}
}
@article{van_der_Meulen_2017,
	doi = {10.1007/s11203-017-9163-7},
	url = {https://doi.org/10.1007%2Fs11203-017-9163-7},
	year = 2017,
	month = {jun},
	publisher = {Springer Science and Business Media {LLC}},
	volume = {21},
	number = {3},
	pages = {603--628},
	author = {Frank van der Meulen and Moritz Schauer and Jan van Waaij},
	title = {Adaptive nonparametric drift estimation for diffusion processes using Faber{\textendash}Schauder expansions},
	journal = {Statistical Inference for Stochastic Processes}
}
@article{Bierkens_2021,
	doi = {10.1007/s11222-021-10008-8},
	url = {https://doi.org/10.1007%2Fs11222-021-10008-8},
	year = 2021,
	month = {apr},
	publisher = {Springer Science and Business Media {LLC}},
	volume = {31},
	number = {3},
	author = {Joris Bierkens and Sebastiano Grazzi and Frank van der Meulen and Moritz Schauer},
	title = {A piecewise deterministic Monte Carlo method for diffusion bridges},
	journal = {Statistics and Computing}
}
@article{Bierkens_2022,
	doi = {10.1007/s11222-022-10180-5},
	url = {https://doi.org/10.1007%2Fs11222-022-10180-5},
	year = 2022,
	month = {nov},
	publisher = {Springer Science and Business Media {LLC}},
	volume = {33},
	number = {1},
	author = {Joris Bierkens and Sebastiano Grazzi and Frank van der Meulen and Moritz Schauer},
	title = {Sticky {PDMP} samplers for sparse and local inference problems},
	journal = {Statistics and Computing}
}
@article{Gugushvili_2022,
	doi = {10.1007/s42081-022-00185-9},
	url = {https://doi.org/10.1007%2Fs42081-022-00185-9},
	year = 2022,
	month = {dec},
	publisher = {Springer Science and Business Media {LLC}},
	volume = {6},
	number = {1},
	pages = {551--571},
	author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
	title = {Nonparametric Bayesian volatility learning under microstructure noise},
	journal = {Japanese Journal of Statistics and Data Science}
}
@article{van_der_Meulen_2014,
	doi = {10.1016/j.csda.2013.03.002},
	url = {https://doi.org/10.1016%2Fj.csda.2013.03.002},
	year = 2014,
	month = {mar},
	publisher = {Elsevier {BV}},
	volume = {71},
	pages = {615--632},
	author = {Frank van der Meulen and Moritz Schauer and Harry van Zanten},
	title = {Reversible jump {MCMC} for nonparametric drift estimation for diffusion processes},
	journal = {Computational Statistics {\&}amp$\mathsemicolon$ Data Analysis}
}
@article{Belomestny_2023,
	doi = {10.1016/j.indag.2023.03.004},
	url = {https://doi.org/10.1016%2Fj.indag.2023.03.004},
	year = 2023,
	month = {jul},
	publisher = {Elsevier {BV}},
	volume = {34},
	number = {4},
	pages = {820--829},
	author = {Denis Belomestny and Shota Gugushvili and Moritz Schauer and Peter Spreij},
	title = {Weak solutions to gamma-driven stochastic differential equations},
	journal = {Indagationes Mathematicae}
}
@article{Bierkens_2020,
	doi = {10.1017/apr.2019.54},
	url = {https://doi.org/10.1017%2Fapr.2019.54},
	year = 2020,
	month = {mar},
	publisher = {Cambridge University Press ({CUP})},
	volume = {52},
	number = {1},
	pages = {173--212},
	author = {Joris Bierkens and Frank van der Meulen and Moritz Schauer},
	title = {Simulation of elliptic and hypo-elliptic conditional diffusions},
	journal = {Advances in Applied Probability}
}
@article{Gugushvili_2019,
	doi = {10.1051/ps/2019019},
	url = {https://doi.org/10.1051%2Fps%2F2019019},
	year = 2019,
	publisher = {{EDP} Sciences},
	volume = {23},
	pages = {947--978},
	author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
	title = {Bayesian wavelet de-noising with the caravan prior},
	journal = {{ESAIM}: Probability and Statistics}
}
@article{van_der_Meulen_2017,
	doi = {10.1080/17442508.2017.1381097},
	url = {https://doi.org/10.1080%2F17442508.2017.1381097},
	year = 2017,
	month = {oct},
	publisher = {Informa {UK} Limited},
	volume = {90},
	number = {5},
	pages = {641--662},
	author = {Frank van der Meulen and Moritz Schauer},
	title = {Bayesian estimation of incompletely observed diffusions},
	journal = {Stochastics}
}
@article{Corstanje_2022,
	doi = {10.1080/17442508.2022.2150081},
	url = {https://doi.org/10.1080%2F17442508.2022.2150081},
	year = 2022,
	month = {dec},
	publisher = {Informa {UK} Limited},
	volume = {95},
	number = {6},
	pages = {963--996},
	author = {Marc Corstanje and Frank van der Meulen and Moritz Schauer},
	title = {Conditioning continuous-time Markov processes by guiding},
	journal = {Stochastics}
}
@article{Arnaudon_2022,
	doi = {10.1137/21m1406283},
	url = {https://doi.org/10.1137%2F21m1406283},
	year = 2022,
	month = {mar},
	publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
	volume = {15},
	number = {1},
	pages = {293--323},
	author = {Alexis Arnaudon and Frank van der Meulen and Moritz Schauer and Stefan Sommer},
	title = {Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions},
	journal = {{SIAM} Journal on Imaging Sciences}
}
@article{van_der_Meulen_2017,
	doi = {10.1214/17-ejs1290},
	url = {https://doi.org/10.1214%2F17-ejs1290},
	year = 2017,
	month = {jan},
	publisher = {Institute of Mathematical Statistics},
	volume = {11},
	number = {1},
	author = {Frank van der Meulen and Moritz Schauer},
	title = {Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals},
	journal = {Electronic Journal of Statistics}
}
@article{Gugushvili_2020,
	doi = {10.1214/19-bjps433},
	url = {https://doi.org/10.1214%2F19-bjps433},
	year = 2020,
	month = {aug},
	publisher = {Institute of Mathematical Statistics},
	volume = {34},
	number = {3},
	author = {Shota Gugushvili and Frank van der Meulen and Moritz Schauer and Peter Spreij},
	title = {Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient},
	journal = {Brazilian Journal of Probability and Statistics}
}
@article{Mider_2021,
	doi = {10.1214/21-ejs1894},
	url = {https://doi.org/10.1214%2F21-ejs1894},
	year = 2021,
	month = {jan},
	publisher = {Institute of Mathematical Statistics},
	volume = {15},
	number = {2},
	author = {Marcin Mider and Moritz Schauer and Frank van der Meulen},
	title = {Continuous-discrete smoothing of diffusions},
	journal = {Electronic Journal of Statistics}
}
@article{2022,
	doi = {10.21105/jcon.00092},
	url = {https://doi.org/10.21105%2Fjcon.00092},
	year = 2022,
	month = {jul},
	publisher = {The Open Journal},
	volume = {1},
	number = {1},
	pages = {92},
	title = {Applied Measure Theory for Probabilistic Modeling},
	journal = {{JuliaCon} Proceedings}
}
@article{Schauer_2017,
	doi = {10.3150/16-bej833},
	url = {https://doi.org/10.3150%2F16-bej833},
	year = 2017,
	month = {nov},
	publisher = {Bernoulli Society for Mathematical Statistics and Probability},
	volume = {23},
	number = {4A},
	author = {Moritz Schauer and Frank van der Meulen and Harry van Zanten},
	title = {Guided proposals for simulating multi-dimensional diffusion bridges},
	journal = {Bernoulli}
}
@article{Belomestny_2022,
	doi = {10.3150/21-bej1413},
	url = {https://doi.org/10.3150%2F21-bej1413},
	year = 2022,
	month = {nov},
	publisher = {Bernoulli Society for Mathematical Statistics and Probability},
	volume = {28},
	number = {4},
	author = {Denis Belomestny and Shota Gugushvili and Moritz Schauer and Peter Spreij},
	title = {Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations},
	journal = {Bernoulli}
}
@article{Belomestny_2019,
	doi = {10.4310/cms.2019.v17.n3.a8},
	url = {https://doi.org/10.4310%2Fcms.2019.v17.n3.a8},
	year = 2019,
	publisher = {International Press of Boston},
	volume = {17},
	number = {3},
	pages = {781--816},
	author = {Denis Belomestny and Shota Gugushvili and Moritz Schauer and Peter Spreij},
	title = {Nonparametric Bayesian inference for Gamma-type L{\'{e}}vy subordinators},
	journal = {Communications in Mathematical Sciences}
}