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 & Senior Research Scientist, Google DeepMindVerified email at stats.ox.ac.uk
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestVerified email at inria.fr
Colin CotterProfessor of Computational Mathematics, Imperial College LondonVerified email at imperial.ac.uk
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
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
Nikolas KantasDept. of Mathematics, Imperial College LondonVerified email at imperial.ac.uk
Daniel PaulinLecturer of Statistics and Data Science, University of EdinburghVerified email at ed.ac.uk
Christopher JanjigianAssistant Professor, Department of Mathematics, Purdue UniversityVerified email at purdue.edu
Szymon PeszatInstytut of Mathematics, Polish Academy of SciencesVerified email at cyf-kr.edu.pl
Jeremie HoussineauUniversity of WarwickVerified email at warwick.ac.uk
Sylvain RubenthalerUniversité Nice Sophia Antipolis, laboratoire J. A. DieudonnéVerified email at unice.fr
Kai LiProfessor of computer science, Princeton universityVerified email at cs.princeton.edu

Dan Crisan

Professor of Mathematics, Imperial College London

Verified email at imperial.ac.uk - Homepage

Stochastic Analysis Data Assimilation SPDEs Particle Approximations Data Assimilation


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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	1275	2002
Fundamentals of stochastic filtering A Bain, D Crisan Springer, 2009	841	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	220	1998
The Oxford handbook of nonlinear filtering D Crisan, B Rozovskii Oxford University Press, 2011	210	2011
On the stability of sequential Monte Carlo methods in high dimensions A Beskos, D Crisan, A Jasra	191	2014
Particle filters—a theoretical perspective D Crisan Sequential Monte Carlo methods in practice, 17-41, 2001	190	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	129	2013
A particle approximation of the solution of the Kushner–Stratonovitch equation D Crisan, T Lyons Probability Theory and Related Fields 115, 549-578, 1999	125	1999
Convergence of sequential Monte Carlo methods D Crisan, A Doucet Signal Processing Group, Department of Engineering, University of Cambridge …, 2000	124	2000
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	115	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	115	1998
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 11, 2014	109	2014
Solution properties of a 3D stochastic Euler fluid equation D Crisan, F Flandoli, DD Holm Journal of Nonlinear Science 29, 813-870, 2019	108	2019
Approximate McKean–Vlasov representations for a class of SPDEs D Crisan, J Xiong Stochastics An International Journal of Probability and Stochastics …, 2010	99	2010
Nonlinear filtering and measure-valued processes D Crisan, T Lyons Probability Theory and Related Fields 109, 217-244, 1997	94	1997
Nested particle filters for online parameter estimation in discrete-time state-space Markov models D Crisan, J Miguez	91	2018
The Oxford Handbook of Nonlinear Filtering A Doucet, AM Johansen, D Crisan Oxford University Press, 2011	86	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	77	2019
Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation D Crisan The Annals of Probability 31 (2), 693-718, 2003	77	2003
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	75	2017

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