Dan Crisan

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Darryl D HolmProfessor of Mathematics, Imperial College LondonVerified email at ic.ac.uk
Ajay JasraProfessor of Applied Mathematics & Statistics, KAUSTVerified email at kaust.edu.sa
Joaquin MiguezDepartment of Signal Theory & Communications, Universidad Carlos III de MadridVerified email at tsc.uc3m.es
Alexandros BeskosProfessor in Statistics, UCLVerified email at ucl.ac.uk
Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
Jean-François ChassagneuxProfessor of Applied Mathematics, Université Paris Cité, LPSMVerified email at lpsm.paris
Igor ShevchenkoImperial College London, Department of MathematicsVerified email at imperial.ac.uk
Wei PanProfessor of Sustainable Construction, Engineering and Management, The University of Hong KongVerified email at hku.hk
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr
François DelarueUniversité Côte d'AzurVerified email at unice.fr
Oana LangResearch Associate, Imperial College LondonVerified email at imperial.ac.uk
Colin CotterProfessor of Computational Mathematics, Imperial College LondonVerified email at imperial.ac.uk
Jie XiongSouthern University of Science and TechnologyVerified email at sustech.edu.cn
Michela OttobreHeriot WattVerified email at hw.ac.uk
Salvador Ortiz-LatorreAssociate Professor, University of OsloVerified email at math.uio.no
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinVerified email at math.tu-berlin.de
Thomas G. KurtzProfessor Emeritus, Mathematics and Statistics, University of Wisconsin-MadisoVerified email at math.wisc.edu
Nikolas KantasDept. of Mathematics, Imperial College LondonVerified email at imperial.ac.uk
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
Daniel PaulinLecturer of Statistics and Data Science, University of EdinburghVerified email at ed.ac.uk

Dan Crisan

Professor of Mathematics, Imperial College London

Verified email at imperial.ac.uk - Homepage

Stochastic Analysis Data Assimilation SPDEs Particle Approximations Data Assimilation


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A survey of convergence results on particle filtering methods for practitioners D Crisan, A Doucet IEEE Transactions on signal processing 50 (3), 736-746, 2002	1305	2002
Fundamentals of stochastic filtering A Bain, D Crisan Springer, 2009	893	2009
Discrete filtering using branching and interacting particle systems D Crisan, P Del Moral, T Lyons Université de Toulouse. Laboratoire de Statistique et Probabilités [LSP], 1998	224	1998
The Oxford handbook of nonlinear filtering D Crisan, B Rozovskii Oxford University Press, 2011	223	2011
On the stability of sequential Monte Carlo methods in high dimensions A Beskos, D Crisan, A Jasra	199	2014
Particle filters—a theoretical perspective D Crisan Sequential Monte Carlo methods in practice, 17-41, 2001	194	2001
A mathematical theory of financial bubbles FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ... Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013	134	2013
Convergence of sequential Monte Carlo methods D Crisan, A Doucet Signal Processing Group, Department of Engineering, University of Cambridge …, 2000	132	2000
A particle approximation of the solution of the Kushner–Stratonovitch equation D Crisan, T Lyons Probability Theory and Related Fields 115, 549-578, 1999	126	1999
Solution properties of a 3D stochastic Euler fluid equation D Crisan, F Flandoli, DD Holm Journal of Nonlinear Science 29, 813-870, 2019	124	2019
A probabilistic approach to classical solutions of the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue American Mathematical Society 280 (1379), 2022	123	2022
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing D Crisan, K Manolarakis SIAM Journal on Financial Mathematics 3 (1), 534-571, 2012	120	2012
Convergence of a branching particle method to the solution of the Zakai equation D Crisan, J Gaines, T Lyons SIAM Journal on Applied Mathematics 58 (5), 1568-1590, 1998	113	1998
Approximate McKean–Vlasov representations for a class of SPDEs D Crisan, J Xiong Stochastics An International Journal of Probability and Stochastics …, 2010	107	2010
Nonlinear filtering and measure-valued processes D Crisan, T Lyons Probability Theory and Related Fields 109, 217-244, 1997	97	1997
Nested particle filters for online parameter estimation in discrete-time state-space Markov models D Crisan, J Miguez	95	2018
The Oxford Handbook of Nonlinear Filtering A Doucet, AM Johansen, D Crisan, B Rozovskii Oxford University Press, 2011	95	2011
Numerically modeling stochastic Lie transport in fluid dynamics C Cotter, D Crisan, DD Holm, W Pan, I Shevchenko Multiscale Modeling & Simulation 17 (1), 192-232, 2019	92	2019
A stable particle filter for a class of high-dimensional state-space models A Beskos, D Crisan, A Jasra, K Kamatani, Y Zhou Advances in Applied Probability 49 (1), 24-48, 2017	82	2017
Smoothing properties of mckean–vlasov sdes D Crisan, E McMurray Probability Theory and Related Fields 171, 97-148, 2018	81	2018

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