Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics



+44 (0)20 7594 8489d.crisan Website




670Huxley BuildingSouth Kensington Campus





Prof Dan Crisan's personal web page can be found at

Selected Publications

Journal Articles

Crisan DO, Miguez J, 2018, Nested particle filters for online parameter estimation in discrete-time state-space Markov models, Bernoulli, Vol:24, ISSN:1350-7265, Pages:3039-3086

Crisan D, Flandoli F, Holm DD, 2018, Solution properties of a 3D stochastic euler fluid equation, Journal of Nonlinear Science, ISSN:0938-8974

Crisan D, McMurray E, Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction, Annals of Applied Probability, ISSN:1050-5164

Crisan DO, McMurray E, 2018, Smoothing properties of McKean-Vlasov SDEs, Probability Theory and Related Fields, Vol:171, ISSN:1432-2064, Pages:97-148

Beskos A, Crisan D, Jasra A, et al., 2017, A stable particle filter for a class of high-dimensional state-space models, Advances in Applied Probability, Vol:49, ISSN:0001-8678, Pages:24-48

Crisan DO, Ottobre M, 2016, Pointwise gradient bounds for degenerate semigroups (of UFG type), Proceedings of the Royal Society A: Mathematical, Physical & Engineering Sciences, Vol:472, ISSN:1364-5021

Crisan D, Litterer C, Lyons T, 2015, Kusuoka-Stroock gradient bounds for the solution of the filtering equation, Journal of Functional Analysis, Vol:268, ISSN:0022-1236, Pages:1928-1971

Beskos A, Crisan D, Jasra A, 2014, On the stability of sequential Monte Carlo methods in high dimensions, Annals of Applied Probability, Vol:24, ISSN:1050-5164, Pages:1396-1445

More Publications