Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion. Gugushvili, S. & Spreij, P. ESAIM Probab. Stat., 18:332–341, 2014.
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion [link]Paper  doi  bibtex   
@Article{MR3333993,
  author   = {Gugushvili, Shota and Spreij, Peter},
  title    = {Consistent non-parametric {B}ayesian estimation for a time-inhomogeneous {B}rownian motion},
  journal  = {ESAIM Probab. Stat.},
  year     = {2014},
  volume   = {18},
  pages    = {332--341},
  issn     = {1292-8100},
  doi      = {10.1051/ps/2013039},
  fjournal = {ESAIM. Probability and Statistics},
  groups   = {Published},
  mrclass  = {62G20 (62M05)},
  mrnumber = {3333993},
  url      = {https://doi.org/10.1051/ps/2013039}
}

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