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Dan Crisan
Dan Crisan
Professor of Mathematics, Imperial College London
Подтвержден адрес электронной почты в домене imperial.ac.uk - Главная страница
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Процитировано
Процитировано
Год
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
13332002
Fundamentals of stochastic filtering
A Bain, D Crisan
Springer, 2009
9192009
The Oxford handbook of nonlinear filtering
D Crisan, B Rozovskii
Oxford University Press, 2011
2322011
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
2281998
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
2042014
Particle filters—a theoretical perspective
D Crisan
Sequential Monte Carlo methods in practice, 17-41, 2001
1942001
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
1402013
A probabilistic approach to classical solutions of the master equation for large population equilibria
JF Chassagneux, D Crisan, F Delarue
arXiv preprint arXiv:1411.3009, 2014
1332014
Convergence of sequential Monte Carlo methods
D Crisan, A Doucet
Signal Processing Group, Department of Engineering, University of Cambridge …, 2000
1332000
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
1262012
A particle approximation of the solution of the Kushner–Stratonovitch equation
D Crisan, T Lyons
Probability Theory and Related Fields 115, 549-578, 1999
1251999
Solution properties of a 3D stochastic Euler fluid equation
D Crisan, F Flandoli, DD Holm
Journal of Nonlinear Science 29, 813-870, 2019
1242019
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
1141998
Approximate McKean–Vlasov representations for a class of SPDEs
D Crisan, J Xiong
Stochastics An International Journal of Probability and Stochastics …, 2010
1102010
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
D Crisan, J Miguez
1022018
The Oxford Handbook of Nonlinear Filtering
A Doucet, AM Johansen, D Crisan
Oxford University Press, 2011
1022011
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
1012017
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
962019
Nonlinear filtering and measure-valued processes
D Crisan, T Lyons
Probability Theory and Related Fields 109, 217-244, 1997
951997
Smoothing properties of McKean–Vlasov SDEs
D Crisan, E McMurray
Probability Theory and Related Fields 171, 97-148, 2018
922018
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