unfortunately I can’t edit the original post anymore. The intro paper can be found here: https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf
and the simpler / more visual quick start is on https://cdriver.netlify.app/
the discussion paper that describes the linear version of the hierarchical sde in some detail is here:
https://www.researchgate.net/profile/Charles_Driver/publication/310747801_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling/links/5c4a0a4f458515a4c73da33a/Hierarchical-Bayesian-Continuous-Time-Dynamic-Modeling.pdf
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