Sampling conditioned hypoelliptic diffusions

@article{Hairer2009SamplingCH,
  title={Sampling conditioned hypoelliptic diffusions},
  author={Martin Hairer and Andrew M. Stuart and Jochen Voss},
  journal={Annals of Applied Probability},
  year={2009},
  volume={21},
  pages={669-698}
}
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of elliptic diffusions where the drift has a gradient structure and the resulting SPDE is of second-order parabolic type. The present article extends this methodology to allow the construction of SPDEs which are invariant with respect to the distribution of a… 
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