Edit Profile (opens in new tab) Crisan, Dan O. Co-Author Distance Author ID: crisan.dan-o Published as: Crisan, Dan; Crisan, D.; Crisan, Dan O.; Crişan, Dan; Crişan, D. more...less Documents Indexed: 88 Publications since 1990, including 2 Books 8 Contributions as Editor · 2 Further Contributions Co-Authors: 63 Co-Authors with 85 Joint Publications 1,610 Co-Co-Authors all top 5 Co-Authors 10 single-authored 13 Holm, Darryl Dallas 11 Jasra, Ajay 9 Beskos, Alexandros 8 Lyons, Terence John 7 Manolarakis, Konstantinos 6 Míguez, Joaquín 6 Xiong, Jie 4 Cotter, Colin John 4 Del Moral, Pierre 4 Lang, Oana 4 Ortiz-Latorre, Salvador 4 Ruzayqat, Hamza M. 3 Cass, Thomas Richard 3 Chassagneux, Jean-François 3 Delarue, François 3 Friz, Peter Karl 3 Kantas, Nikolas 3 Ottobre, Michela 3 Paulin, Daniel 2 Andrieu, Christophe 2 Dobson, Paul W. 2 Doucet, Arnaud 2 Gubinelli, Massimiliano 2 Heine, Kari 2 Kurtz, Thomas Gordon 2 Leahy, James-Michael 2 Lobbe, Alexander 2 McMurray, Eamon 2 Mémin, Etienne 2 Mensah, Prince Romeo 2 Nee, Colm 2 Nilssen, Torstein K. 2 Street, Oliver D. 2 Whiteley, Nick 1 Akyildiz, Ömer Deniz 1 Aston, John A. D. 1 Bain, Alan 1 Barré, Julien 1 Belmonte, Miguel A. G. 1 Benth, Fred Espen 1 Bhadra, Anindya 1 Bornn, Luke 1 Bröcker, Jochen 1 Calderhead, Ben 1 Campbell, Eddy 1 Cappé, Olivier 1 Chapron, Bertrand 1 Chen, Rong 1 Chen, Yuguo 1 Cheraghi, Davoud 1 Chopin, Nicolas 1 Clark, John M. C. 1 Cornebise, Julien 1 Creal, Drew D. 1 Diehl, Joscha 1 Djurić, Petar M. 1 Draper, David 1 Er-Raiy, Aimad 1 Everitt, Richard Geoffrey 1 Fearnhead, Paul 1 Flandoli, Franco 1 Flury, Thomas 1 Gaines, Jessica 1 Ghazali, Saadia 1 Giordani, Paolo E. 1 Girolami, Mark A. 1 Godsill, Simon J. 1 Golightly, Andrew 1 Goudon, Thierry 1 Guasoni, Paolo 1 Hambly, Ben M. 1 Henderson, Vicky 1 Holenstein, Roman 1 Holmes, Christopher C. 1 Houssineau, Jeremie 1 Ionides, Edward L. 1 Jacob, Pierre E. 1 Janjigian, Christopher 1 Johannes, Michael S. 1 Johansen, Adam M. 1 Jones, Emlyn M. 1 Kamatani, Kengo 1 Kohn, Robert J. 1 Koopman, Siem Jan 1 Korn, Peter 1 Kouritzin, Michael A. 1 Kuna, Tobias 1 Lampinen, Jouko 1 Latuszynski, Krzysztof 1 Lee, Anthony J. T. 1 Lee, Yoonjung 1 Litterer, Christian 1 López-Yela, Alberto 1 Luesink, Erwin 1 Margvelashvili, Nugzar 1 Maskell, Simon 1 Muhle-Karbe, Johannes 1 Murray, Lawrence M. 1 Obanubi, O. 1 Oberhauser, Harald ...and 28 more Co-Authors all top 5 Serials 7 Advances in Applied Probability 6 The Annals of Applied Probability 4 Probability Theory and Related Fields 3 Journal of Functional Analysis 3 Stochastic Processes and their Applications 3 Electronic Journal of Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 3 Statistics and Computing 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 SIAM/ASA Journal on Uncertainty Quantification 2 Transactions of the American Mathematical Society 2 Journal of Nonlinear Science 2 Bernoulli 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Oberwolfach Reports 2 Stochastics 1 Inverse Problems 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Nonlinearity 1 Revue Roumaine de Mathématiques Pures et Appliquées 1 Advances in Mathematics 1 The Annals of Probability 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of the London Mathematical Society. Second Series 1 Memoirs of the American Mathematical Society 1 Studies in Applied Mathematics 1 Stochastic Analysis and Applications 1 Physica D 1 IEEE Transactions on Signal Processing 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Bulletin Mathématique de la Société des Sciences Mathématiques de Roumanie. Nouvelle Série 1 SIAM Journal on Scientific Computing 1 Monte Carlo Methods and Applications 1 Markov Processes and Related Fields 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Mathematical Fluid Mechanics 1 Foundations of Computational Mathematics 1 Stochastics and Dynamics 1 Multiscale Modeling & Simulation 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Lecture Notes in Mathematics 1 Stochastic Modelling and Applied Probability 1 Communications on Stochastic Analysis 1 SIAM Journal on Financial Mathematics 1 Springer Proceedings in Mathematics & Statistics 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Mathematics of Planet Earth 1 Advanced Textbooks in Mathematics all top 5 Fields 76 Probability theory and stochastic processes (60-XX) 43 Numerical analysis (65-XX) 36 Systems theory; control (93-XX) 27 Partial differential equations (35-XX) 25 Statistics (62-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Fluid mechanics (76-XX) 9 General and overarching topics; collections (00-XX) 8 Ordinary differential equations (34-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Geophysics (86-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Mechanics of particles and systems (70-XX) 3 Information and communication theory, circuits (94-XX) 2 Operator theory (47-XX) 2 Computer science (68-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Real functions (26-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 81 Publications have been cited 1,130 times in 704 Documents Cited by ▼ Year ▼ Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 219 2010 Fundamentals of stochastic filtering. Zbl 1176.62091Bain, Alan; Crisan, Dan 181 2009 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015Crisan, Dan; Doucet, Arnaud 78 2002 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 47 2014 The Oxford handbook of nonlinear filtering. Zbl 1210.60005 46 2011 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005Crisan, D.; Manolarakis, K. 43 2012 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 43 2019 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045Chassagneux, Jean-François; Crisan, Dan 30 2014 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 30 2019 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074Crisan, Dan; McMurray, Eamon 30 2018 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046Crisan, Dan; Manolarakis, Konstantinos 29 2014 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003Chassagneux, Jean-François; Crisan, Dan; Delarue, François 28 2022 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022Crisan, Dan; Xiong, Jie 27 2010 Nonlinear filtering and measure-valued processes. Zbl 0888.93056Crisan, Dan; Lyons, Terry 25 1997 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 24 1998 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005Crisan, D.; Manolarakis, K.; Touzi, N. 23 2010 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 22 1999 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012Chassagneux, Jean-François; Crisan, Dan; Delarue, François 22 2019 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 21 2013 Particle filters – a theoretical perspective. Zbl 1056.93573Crisan, Dan 20 2001 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064Crisan, Dan; Delarue, François 19 2012 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305Crisan, Dan; Holm, Darryl D. 19 2018 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068Crisan, D.; Lyons, T. 18 1999 Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. Zbl 1444.62134Cotter, Colin; Crisan, Dan; Holm, Darryl; Pan, Wei; Shevchenko, Igor 17 2020 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 16 2014 Cubature methods and applications. Zbl 1273.65011Crisan, D.; Manolarakis, K.; Nee, C. 16 2013 Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335Crisan, Dan 15 2003 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014Crisan, Dan; Lyons, Terry 13 2002 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346Crisan, Dan; Míguez, Joaquín 13 2018 Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036Crisan, D.; Heine, K. 12 2008 On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041Clark, J. M. C.; Crisan, D. 12 2005 A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. Zbl 1454.62528Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 12 2020 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011Crisan, Dan; Manolarakis, Konstantinos 11 2010 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112Crisan, Dan; Míguez, Joaquín 11 2014 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028Crisan, D. 10 2006 Uniform approximations of discrete-time filters. Zbl 1155.93039Heine, Kari; Crisan, Dan 10 2008 On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Zbl 1322.65004Míguez, Joaquín; Crisan, Dan; Djurić, Petar M. 10 2013 On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052Crisan, Dan; Ghazali, Saadia 9 2007 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040Crişan, D.; Del Moral, P.; Lyons, T. J. 7 1999 Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups. Zbl 1466.65013Crisan, D.; Dobson, P.; Ottobre, M. 7 2021 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069Crisan, Dan; Ortiz-Latorre, Salvador 7 2013 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132Crisan, D.; Ottobre, M. 7 2016 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094Crisan, Dan; McMurray, Eamon 7 2019 Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung 7 2014 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 6 2009 Particle filters with random resampling times. Zbl 1246.60063Crisan, D.; Obanubi, O. 6 2012 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006Crisan, D.; Manolarakis, K. 6 2010 Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320Crisan, Dan; Míguez, Joaquín 5 2017 Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054Crisan, D. 4 2011 Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033Lang, Oana; Crisan, Dan 4 2023 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063Crisan, Dan 4 2002 Superprocesses in a Brownian environment. Zbl 1049.60073Crisan, Dan 4 2004 Inverse problems for stochastic transport equations. Zbl 1322.35172Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 4 2015 Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105Crisan, Dan; Xiong, Jie 3 2007 Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. Zbl 1469.35031Cass, Thomas; Crisan, Dan; Dobson, Paul; Ottobre, Michela 3 2021 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 2018 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147Crisan, Dan; Litterer, Christian; Lyons, Terry 3 2015 A central limit type theorem for a class of particle filters. Zbl 1328.60062Crisan, Dan; Xiong, Jie 3 2007 Variational principles for fluid dynamics on rough paths. Zbl 1495.35145Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 3 2022 Stable approximation schemes for optimal filters. Zbl 1441.93310Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 2 2020 On concentration properties of partially observed chaotic systems. Zbl 1434.37047Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 2 2022 Rough paths and PDEs. Abstracts from the workshop held August 19–25, 2012. Zbl 1349.00120 2 2012 Generalised particle filters with Gaussian mixtures. Zbl 1327.60096Crisan, D.; Li, K. 2 2015 The filtering equations revisited. Zbl 1391.60081Cass, Thomas; Clark, Martin; Crisan, Dan 2 2014 Wave-current interaction on a free surface. Zbl 1487.76016Crisan, Dan; Holm, Darryl D.; Street, Oliver D. 1 2021 A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054Crisan, Dan; Ortiz-Latorre, Salvador 1 2020 Local well-posedness for the great lake equation with transport noise. Zbl 1513.60078Crisan, Dan; Lang, Oana 1 2021 Analytical properties for a stochastic rotating shallow water model under location uncertainty. Zbl 1519.76032Lang, Oana; Crisan, Dan; Mémin, Étienne 1 2023 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. Zbl 1504.65004Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 1 2022 Unbiased estimation using a class of diffusion processes. Zbl 07620351Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2023 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 Theoretical and computational analysis of the thermal quasi-geostrophic model. Zbl 07741969Crisan, D.; Holm, D. D.; Luesink, E.; Mensah, P. R.; Pan, W. 1 2023 Unbiased multi-index Monte Carlo. Zbl 1386.65017Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 1 2018 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209Crisan, Dan; Xiong, Jie 1 2014 The stochastic filtering problem: a brief historical account. Zbl 1325.60057Crisan, Dan 1 2014 Optimization based methods for partially observed chaotic systems. Zbl 07063478Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Solution properties of the incompressible Euler system with rough path advection. Zbl 1496.35295Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 1 2022 Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033Lang, Oana; Crisan, Dan 4 2023 Analytical properties for a stochastic rotating shallow water model under location uncertainty. Zbl 1519.76032Lang, Oana; Crisan, Dan; Mémin, Étienne 1 2023 Unbiased estimation using a class of diffusion processes. Zbl 07620351Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2023 Theoretical and computational analysis of the thermal quasi-geostrophic model. Zbl 07741969Crisan, D.; Holm, D. D.; Luesink, E.; Mensah, P. R.; Pan, W. 1 2023 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003Chassagneux, Jean-François; Crisan, Dan; Delarue, François 28 2022 Variational principles for fluid dynamics on rough paths. Zbl 1495.35145Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 3 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 2 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. Zbl 1504.65004Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 1 2022 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 Solution properties of the incompressible Euler system with rough path advection. Zbl 1496.35295Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 1 2022 Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups. Zbl 1466.65013Crisan, D.; Dobson, P.; Ottobre, M. 7 2021 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. Zbl 1469.35031Cass, Thomas; Crisan, Dan; Dobson, Paul; Ottobre, Michela 3 2021 Wave-current interaction on a free surface. Zbl 1487.76016Crisan, Dan; Holm, Darryl D.; Street, Oliver D. 1 2021 Local well-posedness for the great lake equation with transport noise. Zbl 1513.60078Crisan, Dan; Lang, Oana 1 2021 Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. Zbl 1444.62134Cotter, Colin; Crisan, Dan; Holm, Darryl; Pan, Wei; Shevchenko, Igor 17 2020 A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. Zbl 1454.62528Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 12 2020 Stable approximation schemes for optimal filters. Zbl 1441.93310Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 2 2020 A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054Crisan, Dan; Ortiz-Latorre, Salvador 1 2020 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 43 2019 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 30 2019 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012Chassagneux, Jean-François; Crisan, Dan; Delarue, François 22 2019 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094Crisan, Dan; McMurray, Eamon 7 2019 Optimization based methods for partially observed chaotic systems. Zbl 07063478Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074Crisan, Dan; McMurray, Eamon 30 2018 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305Crisan, Dan; Holm, Darryl D. 19 2018 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346Crisan, Dan; Míguez, Joaquín 13 2018 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 2018 On concentration properties of partially observed chaotic systems. Zbl 1434.37047Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 Unbiased multi-index Monte Carlo. Zbl 1386.65017Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 1 2018 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320Crisan, Dan; Míguez, Joaquín 5 2017 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132Crisan, D.; Ottobre, M. 7 2016 Inverse problems for stochastic transport equations. Zbl 1322.35172Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 4 2015 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147Crisan, Dan; Litterer, Christian; Lyons, Terry 3 2015 Generalised particle filters with Gaussian mixtures. Zbl 1327.60096Crisan, D.; Li, K. 2 2015 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 47 2014 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045Chassagneux, Jean-François; Crisan, Dan 30 2014 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046Crisan, Dan; Manolarakis, Konstantinos 29 2014 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 16 2014 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112Crisan, Dan; Míguez, Joaquín 11 2014 Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung 7 2014 The filtering equations revisited. Zbl 1391.60081Cass, Thomas; Clark, Martin; Crisan, Dan 2 2014 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209Crisan, Dan; Xiong, Jie 1 2014 The stochastic filtering problem: a brief historical account. Zbl 1325.60057Crisan, Dan 1 2014 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 21 2013 Cubature methods and applications. Zbl 1273.65011Crisan, D.; Manolarakis, K.; Nee, C. 16 2013 On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Zbl 1322.65004Míguez, Joaquín; Crisan, Dan; Djurić, Petar M. 10 2013 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069Crisan, Dan; Ortiz-Latorre, Salvador 7 2013 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005Crisan, D.; Manolarakis, K. 43 2012 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064Crisan, Dan; Delarue, François 19 2012 Particle filters with random resampling times. Zbl 1246.60063Crisan, D.; Obanubi, O. 6 2012 Rough paths and PDEs. Abstracts from the workshop held August 19–25, 2012. Zbl 1349.00120 2 2012 The Oxford handbook of nonlinear filtering. Zbl 1210.60005 46 2011 Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054Crisan, D. 4 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 219 2010 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022Crisan, Dan; Xiong, Jie 27 2010 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005Crisan, D.; Manolarakis, K.; Touzi, N. 23 2010 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011Crisan, Dan; Manolarakis, Konstantinos 11 2010 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006Crisan, D.; Manolarakis, K. 6 2010 Fundamentals of stochastic filtering. Zbl 1176.62091Bain, Alan; Crisan, Dan 181 2009 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 6 2009 Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036Crisan, D.; Heine, K. 12 2008 Uniform approximations of discrete-time filters. Zbl 1155.93039Heine, Kari; Crisan, Dan 10 2008 On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052Crisan, Dan; Ghazali, Saadia 9 2007 Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105Crisan, Dan; Xiong, Jie 3 2007 A central limit type theorem for a class of particle filters. Zbl 1328.60062Crisan, Dan; Xiong, Jie 3 2007 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028Crisan, D. 10 2006 On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041Clark, J. M. C.; Crisan, D. 12 2005 Superprocesses in a Brownian environment. Zbl 1049.60073Crisan, Dan 4 2004 Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335Crisan, Dan 15 2003 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015Crisan, Dan; Doucet, Arnaud 78 2002 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014Crisan, Dan; Lyons, Terry 13 2002 Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063Crisan, Dan 4 2002 Particle filters – a theoretical perspective. Zbl 1056.93573Crisan, Dan 20 2001 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 22 1999 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068Crisan, D.; Lyons, T. 18 1999 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040Crişan, D.; Del Moral, P.; Lyons, T. J. 7 1999 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 24 1998 Nonlinear filtering and measure-valued processes. Zbl 0888.93056Crisan, Dan; Lyons, Terry 25 1997 all cited Publications top 5 cited Publications all top 5 Cited by 960 Authors 49 Crisan, Dan O. 31 Jasra, Ajay 26 Holm, Darryl Dallas 18 Del Moral, Pierre 14 Míguez, Joaquín 13 Beskos, Alexandros 12 Delarue, François 12 Jentzen, Arnulf 11 Yamada, Toshihiro 11 Zhao, Weidong 10 Friz, Peter Karl 10 Reich, Sebastian 9 Chassagneux, Jean-François 9 Whiteley, Nick 9 Xiong, Jie 8 Kantas, Nikolas 8 Pham, Huyên 7 Bao, Feng 7 Carmona, René A. 7 Colaneri, Katia 7 dos Reis, Gonçalo 7 Szpruch, Lukasz 6 Diehl, Joscha 6 Dobson, Paul W. 6 Doucet, Arnaud 6 Johansen, Adam M. 6 Law, Kody J. H. 6 Ottobre, Michela 6 Rudenko, E. A. 6 Singh, Sumeetpal Sidhu 6 Stuart, Andrew M. 6 Tang, Hao 6 Tong, Xin Thomson 6 Vaicenavicius, Juozas 5 Alonso-Orán, Diego 5 Duan, Jinqiao 5 E, Weinan 5 Ekström, Erik 5 Frey, Rüdiger 5 Gobet, Emmanuel 5 Huang, Xing 5 Hutzenthaler, Martin 5 Kolokoltsov, Vassili N. 5 Lacker, Daniel 5 Laurière, Mathieu 5 Luesink, Erwin 5 Majda, Andrew J. 5 Oberhauser, Harald 5 Perkowski, Nicolas 5 Reisinger, Christoph 5 Ruzayqat, Hamza M. 5 Rybakov, Konstantin Aleksandrovich 5 Schnörr, Christoph 5 Takahashi, Akihiko 5 Zhou, Yan 4 Averina, Tat’yana Aleksandrovna 4 Becker, Florian 4 Bethencourt de León, Aythami 4 Calvia, Alessandro 4 Cao, Yanzhao 4 Cass, Thomas Richard 4 Chada, Neil K. 4 Chen, Yong 4 Chopin, Nicolas 4 Cosso, Andrea 4 Douc, Randal 4 Eksi, Zehra 4 Flandoli, Franco 4 Geiss, Christel 4 Gess, Benjamin 4 Kouritzin, Michael A. 4 Kruse, Thomas 4 Leahy, James-Michael 4 Marzouk, Youssef M. 4 Mémin, Etienne 4 Moulines, Eric 4 Newton, Nigel J. 4 Olsson, Jimmy 4 Oosterlee, Cornelis Willebrordus 4 Pagès, Gilles 4 Paulin, Daniel 4 Qiao, Huijie 4 Roy, Debasish 4 Stannat, Wilhelm 4 Taghvaei, Amirhossein 4 Tempone, Raúl F. 4 Teng, Long 4 Tse, Alvin 4 van Handel, Ramon 4 Yang, Jie 4 Yeong, Hoong Chieh 4 Zhang, Yanjie 4 Zhou, Tao 3 Akyildiz, Ömer Deniz 3 Allan, Andrew L. 3 Altay, Sühan 3 Archibald, Richard 3 Bandini, Elena 3 Bayraktar, Erhan 3 Beck, Christian ...and 860 more Authors all top 5 Cited in 201 Serials 46 Stochastic Processes and their Applications 39 The Annals of Applied Probability 25 Statistics and Computing 16 SIAM Journal on Control and Optimization 16 SIAM/ASA Journal on Uncertainty Quantification 14 Journal of Nonlinear Science 13 Electronic Journal of Probability 13 Bernoulli 13 Stochastic and Partial Differential Equations. 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Series B ...and 101 more Serials all top 5 Cited in 36 Fields 456 Probability theory and stochastic processes (60-XX) 265 Numerical analysis (65-XX) 224 Systems theory; control (93-XX) 188 Statistics (62-XX) 138 Partial differential equations (35-XX) 109 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Calculus of variations and optimal control; optimization (49-XX) 49 Fluid mechanics (76-XX) 38 Dynamical systems and ergodic theory (37-XX) 25 Computer science (68-XX) 25 Statistical mechanics, structure of matter (82-XX) 21 Operations research, mathematical programming (90-XX) 19 Ordinary differential equations (34-XX) 15 Mechanics of particles and systems (70-XX) 15 Information and communication theory, circuits (94-XX) 14 Geophysics (86-XX) 11 Operator theory (47-XX) 11 Biology and other natural sciences (92-XX) 7 Global analysis, analysis on manifolds (58-XX) 5 Functional analysis (46-XX) 5 Quantum theory (81-XX) 4 Real functions (26-XX) 4 Measure and integration (28-XX) 3 General and overarching topics; collections (00-XX) 3 Optics, electromagnetic theory (78-XX) 2 Combinatorics (05-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Relativity and gravitational theory (83-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Nonassociative rings and algebras (17-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) Citations by Year