Dan Crisan
Dan Crisan
Professor of Mathematics, Imperial College London
Bestätigte E-Mail-Adresse bei - Startseite
Zitiert von
Zitiert von
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
Fundamentals of stochastic filtering
A Bain, D Crisan
Springer, 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
The Oxford handbook of nonlinear filtering
D Crisan, B Rozovskii
Oxford University Press, 2011
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
Particle filters—a theoretical perspective
D Crisan
Sequential Monte Carlo methods in practice, 17-41, 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
A particle approximation of the solution of the Kushner–Stratonovitch equation
D Crisan, T Lyons
Probability Theory and Related Fields 115, 549-578, 1999
Convergence of sequential Monte Carlo methods
D Crisan, A Doucet
Signal Processing Group, Department of Engineering, University of Cambridge …, 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
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
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
Solution properties of a 3D stochastic Euler fluid equation
D Crisan, F Flandoli, DD Holm
Journal of Nonlinear Science 29, 813-870, 2019
Approximate McKean–Vlasov representations for a class of SPDEs
D Crisan, J Xiong
Stochastics An International Journal of Probability and Stochastics …, 2010
Nonlinear filtering and measure-valued processes
D Crisan, T Lyons
Probability Theory and Related Fields 109, 217-244, 1997
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
D Crisan, J Miguez
The Oxford Handbook of Nonlinear Filtering
A Doucet, AM Johansen, D Crisan
Oxford University Press, 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
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
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
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20