the conditional distribution of the diffusion process has no explicit form, we propose to approximate it using the Euler-Maruyama … scheme. Finally, we suggest to validate the SDE approach via criteria based on the predictive posterior distribution. We …

the conditional distribution of the diffusion process has no explicit form, we propose to approximate it using the Euler-Maruyama … scheme. Finally, we suggest to validate the SDE approach via criteria based on the predictive posterior distribution. We …