Dan Crisan

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Darryl D HolmProfessor of Mathematics, Imperial College LondonEmail verificata su ic.ac.uk
Ajay JasraProfessor of Data Science, The Chinese University of Hong Kong, ShenzhenEmail verificata su cuhk.edu.cn
Joaquin MiguezDepartment of Signal Theory & Communications, Universidad Carlos III de MadridEmail verificata su tsc.uc3m.es
Alexandros BeskosProfessor in Statistics, UCLEmail verificata su ucl.ac.uk
Oana LangLecturer, Babes-Bolyai UniversityEmail verificata su ubbcluj.ro
Arnaud DoucetGoogle DeepMindEmail verificata su google.com
Colin CotterProfessor of Computational Mathematics, Imperial College LondonEmail verificata su imperial.ac.uk
Jean-François ChassagneuxProfessor of Applied Mathematics, Université Paris Cité, LPSMEmail verificata su lpsm.paris
Igor ShevchenkoImperial College London, Department of MathematicsEmail verificata su imperial.ac.uk
François DelarueUniversité Côte d'AzurEmail verificata su unice.fr
Pierre Del MoralResearch Director, INRIA Bordeaux - Sud OuestEmail verificata su inria.fr
Jie XiongSouthern University of Science and TechnologyEmail verificata su sustech.edu.cn
Michela OttobreHeriot WattEmail verificata su hw.ac.uk
Wei PanProfessor of Sustainable Construction, Engineering and Management, The University of Hong KongEmail verificata su hku.hk
Nikolas KantasDept. of Mathematics, Imperial College LondonEmail verificata su imperial.ac.uk
Salvador Ortiz-LatorreAssociate Professor, University of OsloEmail verificata su math.uio.no
Peter K. FrizProfessor of Mathematics, TU and WIAS BerlinEmail verificata su math.tu-berlin.de
Thomas G. KurtzProfessor Emeritus, Mathematics and Statistics, University of Wisconsin-MadisoEmail verificata su math.wisc.edu
TOUZI NizarEcole PolytechniqueEmail verificata su polytechnique.edu
Daniel PaulinAssociate Professor, Nanyang Technological UniversityEmail verificata su ntu.edu.sg

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Dan Crisan

Professor of Mathematics, Imperial College London

Email verificata su imperial.ac.uk - Home page

Stochastic Analysis Data Assimilation SPDEs Particle Approximations Data Assimilation


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
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	1373	2002
Fundamentals of stochastic filtering A Bain, D Crisan Springer, 2009	1003	2009
The Oxford handbook of nonlinear filtering D Crisan, B Rozovskii Oxford university press, 2011	240	2011
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	232	1998
On the stability of sequential Monte Carlo methods in high dimensions A Beskos, D Crisan, A Jasra	217	2014
Particle filters—a theoretical perspective D Crisan Sequential Monte Carlo methods in practice, 17-41, 2001	200	2001
Solution properties of a 3D stochastic Euler fluid equation D Crisan, F Flandoli, DD Holm Journal of Nonlinear Science 29, 813-870, 2019	146	2019
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	146	2013
Convergence of sequential Monte Carlo methods D Crisan, A Doucet Signal Processing Group, Department of Engineering, University of Cambridge …, 2000	139	2000
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	133	2014
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	130	2012
A particle approximation of the solution of the Kushner–Stratonovitch equation D Crisan, T Lyons Probability Theory and Related Fields 115, 549-578, 1999	128	1999
Approximate McKean–Vlasov representations for a class of SPDEs D Crisan, J Xiong Stochastics An International Journal of Probability and Stochastics …, 2010	120	2010
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
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	111	2019
Nested particle filters for online parameter estimation in discrete-time state-space Markov models D Crisan, J Miguez	111	2018
The Oxford Handbook of Nonlinear Fil-tering A Doucet Oxford University Press, 2011	102	2011
Smoothing properties of McKean–Vlasov sdes D Crisan, E McMurray Probability Theory and Related Fields 171, 97-148, 2018	99	2018
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	96	2017
Nonlinear filtering and measure-valued processes D Crisan, T Lyons Probability Theory and Related Fields 109, 217-244, 1997	96	1997

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