Dan Crisan
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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 Science & Business Media, 2008
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
Particle filters—a theoretical perspective
D Crisan
Sequential Monte Carlo methods in practice, 17-41, 2001
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
The Annals of Applied Probability 24 (4), 1396-1445, 2014
A particle approximation of the solution of the Kushner–Stratonovitch equation
D Crisan, T Lyons
Probability Theory and Related Fields 115 (4), 549-578, 1999
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
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
Nonlinear filtering and measure-valued processes
D Crisan, T Lyons
Probability Theory and Related Fields 109 (2), 217-244, 1997
Approximate McKean–Vlasov representations for a class of SPDEs
D Crisan, J Xiong
Stochastics An International Journal of Probability and Stochastics …, 2010
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
Interacting particle systems approximations of the Kushner-Stratonovitch equation
D Crişan, P Del Moral, TJ Lyons
Advances in Applied Probability, 819-838, 1999
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
Solution properties of a 3D stochastic Euler fluid equation
D Crisan, F Flandoli, DD Holm
Journal of Nonlinear Science 29 (3), 813-870, 2019
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
D Crisan, J Miguez
Bernoulli 24 (4A), 3039-3086, 2018
Robust filtering: correlated noise and multidimensional observation
D Crisan, J Diehl, PK Friz, H Oberhauser
The Annals of Applied Probability 23 (5), 2139-2160, 2013
Runge–Kutta schemes for backward stochastic differential equations
JF Chassagneux, D Crisan
The Annals of Applied Probability 24 (2), 679-720, 2014
Particle approximations for a class of stochastic partial differential equations
D Crisan
Applied Mathematics and Optimization 54 (3), 293-314, 2006
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