Resumen de Algunas técnicas generales en inferencia bayesiana para procesos de difusión
Mathieu Kessler 
, Juan Antonio Cano Sánchez
This paper deals with the problem of Bayesian inference for diffusion processes. The main technical problem in this context is that the transition density is not tractable from a computational point of view. For it, We propose two Euler scheme based approximations to the transition density and study the goodness of the approximated posterior density.
