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 Videos: carmin.tv Documents Indexed: 121 Publications since 1990, including 3 Books and 28 Additional arXiv Preprints 9 Contributions as Editor · 2 Further Contributions Co-Authors: 81 Co-Authors with 118 Joint Publications 2,069 Co-Co-Authors all top 5 Co-Authors 10 single-authored 16 Holm, Darryl Dallas 11 Jasra, Ajay 11 Lang, Oana 9 Beskos, Alexandros 8 Lyons, Terence John 8 Míguez, Joaquín 7 Manolarakis, Konstantinos 6 Cotter, Colin John 6 Ortiz-Latorre, Salvador 6 Ottobre, Michela 6 Pan, Wei 6 Xiong, Jie 5 Lobbe, Alexander 4 Cass, Thomas Richard 4 Chassagneux, Jean-François 4 Del Moral, Pierre 4 Goodair, Daniel 4 Mémin, Etienne 4 Mensah, Prince Romeo 4 Ruzayqat, Hamza M. 3 Akyildiz, Ömer Deniz 3 Chapron, Bertrand 3 Delarue, François 3 Dobson, Paul W. 3 Friz, Peter 3 Kantas, Nikolas 3 Kurtz, Thomas Gordon 3 Paulin, Daniel 3 Street, Oliver D. 2 Andrieu, Christophe 2 Angeli, Letizia 2 Barré, Julien 2 Doucet, Arnaud 2 Goudon, Thierry 2 Gubinelli, Massimiliano 2 Heine, Kari 2 Kohatsu-Higa, Arturo 2 Leahy, James-Michael 2 McMurray, Eamon 2 Nee, Colm 2 Nilssen, Torstein K. 2 Potthast, Roland W. E. 2 Radomska, Anna 2 van Leeuwen, Peter Jan 2 Whiteley, Nick 1 Aston, John A. D. 1 Bain, Alan 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 Chen, Rong 1 Chen, Yuguo 1 Cheraghi, Davoud 1 Chopin, Nicolas 1 Chotai, Hinesh 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 Ghil, Michael 1 Giordani, Paolo E. 1 Giovagnini, Filippo 1 Girolami, Mark A. 1 Goddard, Ben 1 Godsill, Simon J. 1 Golightly, Andrew 1 Gonzalez, Fabian 1 Guasoni, Paolo 1 Hambly, Ben M. 1 Henderson, Vicky 1 Holenstein, Roman 1 Holmes, Christopher C. 1 Houssineau, Jeremie 1 Iannucci, Andrea 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 Kolodziejczyk, Martin 1 Koopman, Siem Jan 1 Korn, Peter 1 Kouritzin, Michael A. ...and 45 more Co-Authors all top 5 Serials 7 Advances in Applied Probability 6 The Annals of Applied Probability 4 Probability Theory and Related Fields 4 Stochastic and Partial Differential Equations. Analysis and Computations 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 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 2 Mathematics of Planet Earth 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 Mathematics of Operations Research 1 Memoirs of the American Mathematical Society 1 SIAM Journal on Numerical Analysis 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 Chaos 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 SpringerBriefs in Mathematics 1 Advanced Textbooks in Mathematics all top 5 Fields 89 Probability theory and stochastic processes (60-XX) 49 Numerical analysis (65-XX) 38 Systems theory; control (93-XX) 31 Partial differential equations (35-XX) 27 Statistics (62-XX) 13 Fluid mechanics (76-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 General and overarching topics; collections (00-XX) 10 Ordinary differential equations (34-XX) 7 Geophysics (86-XX) 6 Dynamical systems and ergodic theory (37-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Operator theory (47-XX) 4 Mechanics of particles and systems (70-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-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 85 Publications have been cited 1,364 times in 863 Documents Cited by ▼ Year ▼ Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 318 2010 Fundamentals of stochastic filtering. Zbl 1176.62091 Bain, Alan; Crisan, Dan 214 2009 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015 Crisan, Dan; Doucet, Arnaud 86 2002 The Oxford handbook of nonlinear filtering. Zbl 1210.60005 58 2011 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051 Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 57 2019 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 54 2014 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 50 2022 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005 Crisan, D.; Manolarakis, K. 49 2012 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074 Crisan, Dan; McMurray, Eamon 42 2018 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064 Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 39 2019 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045 Chassagneux, Jean-François; Crisan, Dan 36 2014 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 34 2019 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022 Crisan, Dan; Xiong, Jie 33 2010 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046 Crisan, Dan; Manolarakis, Konstantinos 32 2014 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005 Crisan, D.; Manolarakis, K.; Touzi, N. 28 2010 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305 Crisan, Dan; Holm, Darryl D. 27 2018 Nonlinear filtering and measure-valued processes. Zbl 0888.93056 Crisan, Dan; Lyons, Terry 26 1997 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097 Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 25 2013 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060 Crisan, Dan; Gaines, Jessica; Lyons, Terry 24 1998 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 24 2017 Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. Zbl 1444.62134 Cotter, Colin; Crisan, Dan; Holm, Darryl; Pan, Wei; Shevchenko, Igor 23 2020 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088 Crisan, D.; Del Moral, P.; Lyons, T. 22 1999 Particle filters – a theoretical perspective. Zbl 1056.93573 Crisan, Dan 22 2001 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064 Crisan, Dan; Delarue, François 19 2012 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068 Crisan, D.; Lyons, T. 18 1999 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 Cubature methods and applications. Zbl 1273.65011 Crisan, D.; Manolarakis, K.; Nee, C. 16 2013 On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041 Clark, J. M. C.; Crisan, D. 15 2005 Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335 Crisan, Dan 15 2003 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346 Crisan, Dan; Míguez, Joaquín 14 2018 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014 Crisan, Dan; Lyons, Terry 14 2002 A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. Zbl 1454.62528 Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 14 2020 Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036 Crisan, D.; Heine, K. 14 2008 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112 Crisan, Dan; Míguez, Joaquín 12 2014 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028 Crisan, D. 12 2006 Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086 Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung 11 2014 On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Zbl 1322.65004 Míguez, Joaquín; Crisan, Dan; Djurić, Petar M. 11 2013 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011 Crisan, Dan; Manolarakis, Konstantinos 11 2010 Uniform approximations of discrete-time filters. Zbl 1155.93039 Heine, Kari; Crisan, Dan 11 2008 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040 Crişan, D.; Del Moral, P.; Lyons, T. J. 9 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 1466.65013 Crisan, D.; Dobson, P.; Ottobre, M. 9 2021 On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052 Crisan, Dan; Ghazali, Saadia 9 2007 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094 Crisan, Dan; McMurray, Eamon 8 2019 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132 Crisan, D.; Ottobre, M. 7 2016 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069 Crisan, Dan; Ortiz-Latorre, Salvador 7 2013 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050 Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 6 2009 Particle filters with random resampling times. Zbl 1246.60063 Crisan, D.; Obanubi, O. 6 2012 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006 Crisan, D.; Manolarakis, K. 6 2010 Variational principles for fluid dynamics on rough paths. Zbl 1495.35145 Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 6 2022 Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320 Crisan, Dan; Míguez, Joaquín 6 2017 Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033 Lang, Oana; Crisan, Dan 5 2023 Inverse problems for stochastic transport equations. Zbl 1322.35172 Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 5 2015 Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054 Crisan, D. 5 2011 Score-based parameter estimation for a class of continuous-time state space models. Zbl 1544.62296 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 5 2021 Theoretical and computational analysis of the thermal quasi-geostrophic model. Zbl 1529.35515 Crisan, D.; Holm, D. D.; Luesink, E.; Mensah, P. R.; Pan, W. 4 2023 Analytical properties for a stochastic rotating shallow water model under location uncertainty. Zbl 1519.76032 Lang, Oana; Crisan, Dan; Mémin, Étienne 4 2023 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147 Crisan, Dan; Litterer, Christian; Lyons, Terry 4 2015 Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063 Crisan, Dan 4 2002 Superprocesses in a Brownian environment. Zbl 1049.60073 Crisan, Dan 4 2004 Stable approximation schemes for optimal filters. Zbl 1441.93310 Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 4 2020 Unbiased multi-index Monte Carlo. Zbl 1386.65017 Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 3 2018 A central limit type theorem for a class of particle filters. Zbl 1328.60062 Crisan, Dan; Xiong, Jie 3 2007 Generalised particle filters with Gaussian mixtures. Zbl 1327.60096 Crisan, D.; Li, K. 3 2015 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054 Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 2018 Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105 Crisan, Dan; Xiong, Jie 3 2007 Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. Zbl 1469.35031 Cass, Thomas; Crisan, Dan; Dobson, Paul; Ottobre, Michela 3 2021 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 3 2023 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 3 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126 Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 3 2022 The filtering equations revisited. Zbl 1391.60081 Cass, Thomas; Clark, Martin; Crisan, Dan 2 2014 Rough paths and PDEs. Abstracts from the workshop held August 19–25, 2012. Zbl 1349.00120 2 2012 Stochastic transport in upper ocean dynamics II, STUOD 2022. Proceedings of the 3rd workshop, London, UK, September 26–29, 2022. Zbl 1531.86001 2 2024 A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054 Crisan, Dan; Ortiz-Latorre, Salvador 2 2020 Wave-current interaction on a free surface. Zbl 1487.76016 Crisan, Dan; Holm, Darryl D.; Street, Oliver D. 2 2021 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 Local well-posedness for the great lake equation with transport noise. Zbl 1513.60078 Crisan, Dan; Lang, Oana 2 2021 Solution properties of the incompressible Euler system with rough path advection. Zbl 1496.35295 Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 2 2022 The stochastic filtering problem: a brief historical account. Zbl 1325.60057 Crisan, Dan 1 2014 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209 Crisan, Dan; Xiong, Jie 1 2014 An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport. Zbl 1525.37090 Crisan, D.; Holm, D. D.; Korn, P. 1 2023 Paris-Princeton lectures on mathematical finance 2013. Zbl 1270.91003 1 2013 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Pathwise approximations for the solution of the non-linear filtering problem. Zbl 1503.93044 Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 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 1504.65004 Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 1 2022 Stochastic transport in upper ocean dynamics II, STUOD 2022. Proceedings of the 3rd workshop, London, UK, September 26–29, 2022. Zbl 1531.86001 2 2024 Well-posedness for a stochastic 2D Euler equation with transport noise. Zbl 1520.60033 Lang, Oana; Crisan, Dan 5 2023 Theoretical and computational analysis of the thermal quasi-geostrophic model. Zbl 1529.35515 Crisan, D.; Holm, D. D.; Luesink, E.; Mensah, P. R.; Pan, W. 4 2023 Analytical properties for a stochastic rotating shallow water model under location uncertainty. Zbl 1519.76032 Lang, Oana; Crisan, Dan; Mémin, Étienne 4 2023 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 3 2023 An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport. Zbl 1525.37090 Crisan, D.; Holm, D. D.; Korn, P. 1 2023 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 50 2022 Variational principles for fluid dynamics on rough paths. Zbl 1495.35145 Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 6 2022 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 3 2022 Log-normalization constant estimation using the ensemble Kalman-Bucy filter with application to high-dimensional models. Zbl 1499.60126 Crisan, Dan; Del Moral, Pierre; Jasra, Ajay; Ruzayqat, Hamza 3 2022 Solution properties of the incompressible Euler system with rough path advection. Zbl 1496.35295 Crisan, Dan; Holm, Darryl D.; Leahy, James-Michael; Nilssen, Torstein 2 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Pathwise approximations for the solution of the non-linear filtering problem. Zbl 1503.93044 Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 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 1504.65004 Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador 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 1466.65013 Crisan, D.; Dobson, P.; Ottobre, M. 9 2021 Score-based parameter estimation for a class of continuous-time state space models. Zbl 1544.62296 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 5 2021 Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. Zbl 1469.35031 Cass, Thomas; Crisan, Dan; Dobson, Paul; Ottobre, Michela 3 2021 Wave-current interaction on a free surface. Zbl 1487.76016 Crisan, Dan; Holm, Darryl D.; Street, Oliver D. 2 2021 Local well-posedness for the great lake equation with transport noise. Zbl 1513.60078 Crisan, Dan; Lang, Oana 2 2021 Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. Zbl 1444.62134 Cotter, Colin; Crisan, Dan; Holm, Darryl; Pan, Wei; Shevchenko, Igor 23 2020 A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation. Zbl 1454.62528 Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 14 2020 Stable approximation schemes for optimal filters. Zbl 1441.93310 Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 4 2020 A high order time discretization of the solution of the non-linear filtering problem. Zbl 1454.60054 Crisan, Dan; Ortiz-Latorre, Salvador 2 2020 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051 Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 57 2019 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064 Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 39 2019 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 34 2019 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094 Crisan, Dan; McMurray, Eamon 8 2019 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074 Crisan, Dan; McMurray, Eamon 42 2018 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305 Crisan, Dan; Holm, Darryl D. 27 2018 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346 Crisan, Dan; Míguez, Joaquín 14 2018 Unbiased multi-index Monte Carlo. Zbl 1386.65017 Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 3 2018 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054 Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 2018 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 24 2017 Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models. Zbl 1432.62320 Crisan, Dan; Míguez, Joaquín 6 2017 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132 Crisan, D.; Ottobre, M. 7 2016 Inverse problems for stochastic transport equations. Zbl 1322.35172 Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 5 2015 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147 Crisan, Dan; Litterer, Christian; Lyons, Terry 4 2015 Generalised particle filters with Gaussian mixtures. Zbl 1327.60096 Crisan, D.; Li, K. 3 2015 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 54 2014 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045 Chassagneux, Jean-François; Crisan, Dan 36 2014 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046 Crisan, Dan; Manolarakis, Konstantinos 32 2014 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112 Crisan, Dan; Míguez, Joaquín 12 2014 Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086 Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung 11 2014 The filtering equations revisited. Zbl 1391.60081 Cass, Thomas; Clark, Martin; Crisan, Dan 2 2014 The stochastic filtering problem: a brief historical account. Zbl 1325.60057 Crisan, Dan 1 2014 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209 Crisan, Dan; Xiong, Jie 1 2014 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097 Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 25 2013 Cubature methods and applications. Zbl 1273.65011 Crisan, 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 1322.65004 Míguez, Joaquín; Crisan, Dan; Djurić, Petar M. 11 2013 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069 Crisan, Dan; Ortiz-Latorre, Salvador 7 2013 Paris-Princeton lectures on mathematical finance 2013. Zbl 1270.91003 1 2013 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005 Crisan, D.; Manolarakis, K. 49 2012 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064 Crisan, Dan; Delarue, François 19 2012 Particle filters with random resampling times. Zbl 1246.60063 Crisan, 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 58 2011 Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054 Crisan, D. 5 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020 Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 318 2010 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022 Crisan, Dan; Xiong, Jie 33 2010 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005 Crisan, D.; Manolarakis, K.; Touzi, N. 28 2010 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011 Crisan, Dan; Manolarakis, Konstantinos 11 2010 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006 Crisan, D.; Manolarakis, K. 6 2010 Fundamentals of stochastic filtering. Zbl 1176.62091 Bain, Alan; Crisan, Dan 214 2009 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050 Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 6 2009 Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036 Crisan, D.; Heine, K. 14 2008 Uniform approximations of discrete-time filters. Zbl 1155.93039 Heine, Kari; Crisan, Dan 11 2008 On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052 Crisan, Dan; Ghazali, Saadia 9 2007 A central limit type theorem for a class of particle filters. Zbl 1328.60062 Crisan, Dan; Xiong, Jie 3 2007 Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105 Crisan, Dan; Xiong, Jie 3 2007 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028 Crisan, D. 12 2006 On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041 Clark, J. M. C.; Crisan, D. 15 2005 Superprocesses in a Brownian environment. Zbl 1049.60073 Crisan, Dan 4 2004 Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335 Crisan, Dan 15 2003 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015 Crisan, Dan; Doucet, Arnaud 86 2002 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014 Crisan, Dan; Lyons, Terry 14 2002 Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063 Crisan, Dan 4 2002 Particle filters – a theoretical perspective. Zbl 1056.93573 Crisan, Dan 22 2001 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088 Crisan, D.; Del Moral, P.; Lyons, T. 22 1999 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068 Crisan, D.; Lyons, T. 18 1999 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040 Crişan, D.; Del Moral, P.; Lyons, T. J. 9 1999 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060 Crisan, Dan; Gaines, Jessica; Lyons, Terry 24 1998 Nonlinear filtering and measure-valued processes. Zbl 0888.93056 Crisan, Dan; Lyons, Terry 26 1997 all cited Publications top 5 cited Publications all top 5 Cited by 1,183 Authors 53 Crisan, Dan O. 37 Jasra, Ajay 28 Holm, Darryl Dallas 19 Del Moral, Pierre 15 Míguez, Joaquín 14 Beskos, Alexandros 14 Delarue, François 14 Zhao, Weidong 13 Jentzen, Arnulf 12 Reich, Sebastian 11 Friz, Peter 11 Xiong, Jie 11 Yamada, Toshihiro 10 Kantas, Nikolas 10 Whiteley, Nick 9 Chassagneux, Jean-François 9 Pham, Huyên 9 Zhang, Jianfeng 8 Carmona, René A. 8 Duan, Jinqiao 8 Johansen, Adam M. 8 Law, Kody J. H. 8 Stuart, Andrew M. 8 Szpruch, Lukasz 8 Tang, Hao 7 Bao, Feng 7 Colaneri, Katia 7 dos Reis, Gonçalo 7 Laurière, Mathieu 7 Qiao, Huijie 7 Ruzayqat, Hamza M. 7 Tong, Xin Thomson 7 Wang, Feng-Yu 6 Cao, Yanzhao 6 Chen, Yong 6 Diehl, Joscha 6 Dobson, Paul W. 6 Doucet, Arnaud 6 Huang, Xing 6 Hutzenthaler, Martin 6 Lacker, Daniel 6 Majda, Andrew J. 6 Ottobre, Michela 6 Rudenko, E. A. 6 Singh, Sumeetpal Sidhu 6 Vaicenavicius, Juozas 5 Alonso-Orán, Diego 5 Bethencourt de León, Aythami 5 Chada, Neil K. 5 E, Weinan 5 Ekström, Erik 5 Frey, Rüdiger 5 Gao, Hongjun 5 Gobet, Emmanuel 5 Kolokoltsov, Vassili N. 5 Kouritzin, Michael A. 5 Luesink, Erwin 5 Mémin, Etienne 5 Newton, Nigel J. 5 Oberhauser, Harald 5 Oosterlee, Cornelis Willebrordus 5 Pan, Wei 5 Perkowski, Nicolas 5 Reisinger, Christoph 5 Roy, Debasish 5 Rybakov, Konstantin Aleksandrovich 5 Schnörr, Christoph 5 Stannat, Wilhelm 5 Takahashi, Akihiko 5 Tangpi, Ludovic 5 Tempone, Raúl F. 5 Teng, Long 5 Zhang, Yanjie 5 Zhou, Tao 5 Zhou, Yan 4 Akyildiz, Ömer Deniz 4 Averina, Tat’yana Aleksandrovna 4 Beck, Christian 4 Becker, Florian 4 Calvia, Alessandro 4 Cass, Thomas Richard 4 Chopin, Nicolas 4 Cosso, Andrea 4 Crucinio, Francesca Romana 4 Douc, Randal 4 Du, Kai 4 Eksi, Zehra 4 Everitt, Richard Geoffrey 4 Flandoli, Franco 4 Geiss, Christel 4 Gess, Benjamin 4 Hofmanová, Martina 4 Ionides, Edward L. 4 Kruse, Thomas 4 Lang, Oana 4 Leahy, James-Michael 4 Marzouk, Youssef M. 4 Mou, Chenchen 4 Moulines, Eric 4 Nilssen, Torstein K. ...and 1,083 more Authors all top 5 Cited in 236 Serials 55 Stochastic Processes and their Applications 45 The Annals of Applied Probability 27 Statistics and Computing 18 SIAM Journal on Control and Optimization 18 SIAM/ASA Journal on Uncertainty Quantification 17 Applied Mathematics and Optimization 17 Journal of Differential Equations 17 Journal of Nonlinear Science 17 Bernoulli 17 Stochastic and Partial Differential Equations. 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Principles and Applications of Systems and Integration 3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 2 Archive for Rational Mechanics and Analysis 2 Communications on Pure and Applied Mathematics 2 International Journal of Control 2 Inverse Problems 2 Scandinavian Journal of Statistics 2 Applied Mathematics and Computation 2 Mathematics and Computers in Simulation 2 Chinese Annals of Mathematics. Series B 2 Acta Applicandae Mathematicae 2 Sequential Analysis 2 Statistical Science 2 MCSS. Mathematics of Control, Signals, and Systems 2 Signal Processing 2 Annals of Operations Research 2 Automation and Remote Control ...and 136 more Serials all top 5 Cited in 39 Fields 558 Probability theory and stochastic processes (60-XX) 312 Numerical analysis (65-XX) 257 Systems theory; control (93-XX) 223 Statistics (62-XX) 192 Partial differential equations (35-XX) 125 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 74 Calculus of variations and optimal control; optimization (49-XX) 63 Fluid mechanics (76-XX) 45 Dynamical systems and ergodic theory (37-XX) 33 Computer science (68-XX) 29 Statistical mechanics, structure of matter (82-XX) 24 Operations research, mathematical programming (90-XX) 22 Ordinary differential equations (34-XX) 20 Mechanics of particles and systems (70-XX) 19 Geophysics (86-XX) 17 Biology and other natural sciences (92-XX) 15 Information and communication theory, circuits (94-XX) 12 Operator theory (47-XX) 10 Global analysis, analysis on manifolds (58-XX) 7 Real functions (26-XX) 7 Functional analysis (46-XX) 6 Measure and integration (28-XX) 5 Quantum theory (81-XX) 4 General and overarching topics; collections (00-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 History and biography (01-XX) 3 Mechanics of deformable solids (74-XX) 3 Optics, electromagnetic theory (78-XX) 2 Combinatorics (05-XX) 2 Nonassociative rings and algebras (17-XX) 2 Special functions (33-XX) 2 Difference and functional equations (39-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Differential geometry (53-XX) 2 Relativity and gravitational theory (83-XX) 1 Commutative algebra (13-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year