Imperial College London

ProfessorDanCrisan

Faculty of Natural SciencesDepartment of Mathematics

Professor of Mathematics
 
 
 
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Contact

 

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

 
 
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Location

 

670Huxley BuildingSouth Kensington Campus

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Summary

 

Summary

Prof Dan Crisan's personal web page can be found at http://www.ma.ic.ac.uk/~dcrisan

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