Edit Profile (opens in new tab) Crisan, Dan O. Compute Distance To: Compute Author ID: crisan.dan-o Published as: Crisan, Dan; Crisan, D.; Crisan, Dan O.; Crişan, Dan; Crişan, D. Documents Indexed: 73 Publications since 1990, including 1 Book 7 Contributions as Editor · 2 Further Contributions Co-Authors: 54 Co-Authors with 69 Joint Publications 1,536 Co-Co-Authors all top 5 Co-Authors 10 single-authored 8 Lyons, Terence John 7 Holm, Darryl D. 7 Jasra, Ajay 7 Manolarakis, Konstantinos 6 Beskos, Alexandros 6 Míguez, Joaquín 6 Xiong, Jie 4 Cotter, Colin John 3 Cass, Thomas Richard 3 Del Moral, Pierre 3 Friz, Peter Karl 3 Ottobre, Michela 3 Pan, Wei 2 Andrieu, Christophe 2 Chassagneux, Jean-François 2 Delarue, François 2 Dobson, Paul W. 2 Doucet, Arnaud 2 Gubinelli, Massimiliano 2 Heine, Kari 2 Kurtz, Thomas Gordon 2 McMurray, Eamon 2 Nee, Colm 2 Ortiz-Latorre, Salvador 2 Paulin, Daniel 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 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 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 Kantas, Nikolas 1 Kohn, Robert J. 1 Koopman, Siem Jan 1 Kouritzin, Michael A. 1 Kuna, Tobias 1 Lampinen, Jouko 1 Lang, Oana 1 Latuszynski, Krzysztof 1 Lee, Anthony J. T. 1 Lee, Yoonjung 1 Litterer, Christian 1 López-Yela, Alberto 1 Margvelashvili, Nugzar 1 Maskell, Simon 1 Muhle-Karbe, Johannes 1 Murray, Lawrence M. 1 Obanubi, O. 1 Oberhauser, Harald 1 Otobe, Yoshiki 1 Papaspiliopoulos, Omiros 1 Parslow, John 1 Pelloni, Beatrice 1 Peszat, Szymon 1 Peters, Gareth William 1 Pitt, Michael K. 1 Polson, Nick 1 Protter, Philip Elliott 1 Robert, Christian P. Robert ...and 19 more Co-Authors all top 5 Serials 6 Advances in Applied Probability 6 The Annals of Applied Probability 4 Probability Theory and Related Fields 3 Stochastic Processes and their Applications 3 Electronic Journal of Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 2 Journal of Functional Analysis 2 Transactions of the American Mathematical Society 2 Bernoulli 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Oberwolfach Reports 2 Stochastics 2 Statistics and Computing 2 SIAM/ASA Journal on Uncertainty Quantification 1 Inverse Problems 1 Journal of Statistical Physics 1 Revue Roumaine de Mathématiques Pures et Appliquées 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 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 Journal of Nonlinear Science 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 Foundations of Computational Mathematics 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 Stochastic and Partial Differential Equations. Analysis and Computations 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Advanced Textbooks in Mathematics all top 5 Fields 65 Probability theory and stochastic processes (60-XX) 39 Numerical analysis (65-XX) 31 Systems theory; control (93-XX) 22 Statistics (62-XX) 19 Partial differential equations (35-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 General and overarching topics; collections (00-XX) 8 Ordinary differential equations (34-XX) 4 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Mechanics of particles and systems (70-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 64 Publications have been cited 999 times in 540 Documents Cited by ▼ Year ▼ Fundamentals of stochastic filtering. Zbl 1176.62091Bain, Alan; Crisan, Dan 151 2009 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 126 2010 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015Crisan, Dan; Doucet, Arnaud 66 2002 The Oxford handbook of nonlinear filtering. Zbl 1210.60005 39 2011 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 37 2014 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005Crisan, D.; Manolarakis, K. 36 2012 Nonlinear filtering and measure-valued processes. Zbl 0888.93056Crisan, Dan; Lyons, Terry 25 1997 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046Crisan, Dan; Manolarakis, Konstantinos 24 2014 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045Chassagneux, Jean-François; Crisan, Dan 23 2014 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022Crisan, Dan; Xiong, Jie 23 2010 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 22 2019 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 20 2013 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 20 1999 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 20 1998 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 19 2019 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068Crisan, D.; Lyons, T. 18 1999 Particle filters – a theoretical perspective. Zbl 1056.93573Crisan, Dan 18 2001 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005Crisan, D.; Manolarakis, K.; Touzi, N. 18 2010 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064Crisan, Dan; Delarue, François 17 2012 Cubature methods and applications. Zbl 1273.65011Crisan, D.; Manolarakis, K.; Nee, C. 15 2013 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074Crisan, Dan; McMurray, Eamon 14 2018 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012Chassagneux, Jean-François; Crisan, Dan; Delarue, François 14 2019 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014Crisan, Dan; Lyons, Terry 13 2002 Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335Crisan, Dan 13 2003 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305Crisan, Dan; Holm, Darryl D. 13 2018 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 12 2014 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. 11 2005 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346Crisan, Dan; Míguez, Joaquín 10 2018 On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052Crisan, Dan; Ghazali, Saadia 9 2007 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028Crisan, D. 9 2006 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112Crisan, Dan; Míguez, Joaquín 9 2014 Uniform approximations of discrete-time filters. Zbl 1155.93039Heine, Kari; Crisan, Dan 9 2008 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011Crisan, Dan; Manolarakis, Konstantinos 8 2010 Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung 7 2014 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069Crisan, Dan; Ortiz-Latorre, Salvador 7 2013 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 7 2017 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040Crişan, D.; Del Moral, P.; Lyons, T. J. 6 1999 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. 6 2013 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 6 2020 Particle filters with random resampling times. Zbl 1246.60063Crisan, D.; Obanubi, O. 5 2012 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 5 2009 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 5 2020 Superprocesses in a Brownian environment. Zbl 1049.60073Crisan, Dan 4 2004 Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063Crisan, Dan 4 2002 Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054Crisan, D. 4 2011 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132Crisan, D.; Ottobre, M. 4 2016 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094Crisan, Dan; McMurray, Eamon 4 2019 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006Crisan, D.; Manolarakis, K. 3 2010 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147Crisan, Dan; Litterer, Christian; Lyons, Terry 3 2015 Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105Crisan, Dan; Xiong, Jie 3 2007 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 2018 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 3 2021 Generalised particle filters with Gaussian mixtures. Zbl 1327.60096Crisan, D.; Li, K. 2 2015 A central limit type theorem for a class of particle filters. Zbl 1328.60062Crisan, Dan; Xiong, Jie 2 2007 The filtering equations revisited. Zbl 1391.60081Cass, 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 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 2 2017 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. 2 2021 The stochastic filtering problem: a brief historical account. Zbl 1325.60057Crisan, Dan 1 2014 Inverse problems for stochastic transport equations. Zbl 1322.35172Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 1 2015 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209Crisan, Dan; Xiong, Jie 1 2014 Unbiased multi-index Monte Carlo. Zbl 1386.65017Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay 1 2018 Stable approximation schemes for optimal filters. Zbl 1441.93310Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 1 2020 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 3 2021 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. 2 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 6 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 5 2020 Stable approximation schemes for optimal filters. Zbl 1441.93310Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin 1 2020 Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051Crisan, Dan; Flandoli, Franco; Holm, Darryl D. 22 2019 Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor 19 2019 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012Chassagneux, Jean-François; Crisan, Dan; Delarue, François 14 2019 Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094Crisan, Dan; McMurray, Eamon 4 2019 Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074Crisan, Dan; McMurray, Eamon 14 2018 Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305Crisan, Dan; Holm, Darryl D. 13 2018 Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346Crisan, Dan; Míguez, Joaquín 10 2018 Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G. 3 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 7 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 2 2017 Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132Crisan, D.; Ottobre, M. 4 2016 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 Inverse problems for stochastic transport equations. Zbl 1322.35172Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon 1 2015 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 37 2014 Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046Crisan, Dan; Manolarakis, Konstantinos 24 2014 Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045Chassagneux, Jean-François; Crisan, Dan 23 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 12 2014 Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112Crisan, Dan; Míguez, Joaquín 9 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 The stochastic filtering problem: a brief historical account. Zbl 1325.60057Crisan, Dan 1 2014 Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209Crisan, Dan; Xiong, Jie 1 2014 Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H. 20 2013 Cubature methods and applications. Zbl 1273.65011Crisan, D.; Manolarakis, K.; Nee, C. 15 2013 A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069Crisan, Dan; Ortiz-Latorre, Salvador 7 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. 6 2013 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005Crisan, D.; Manolarakis, K. 36 2012 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064Crisan, Dan; Delarue, François 17 2012 Particle filters with random resampling times. Zbl 1246.60063Crisan, D.; Obanubi, O. 5 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 39 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 126 2010 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022Crisan, Dan; Xiong, Jie 23 2010 On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005Crisan, D.; Manolarakis, K.; Touzi, N. 18 2010 Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011Crisan, Dan; Manolarakis, Konstantinos 8 2010 Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006Crisan, D.; Manolarakis, K. 3 2010 Fundamentals of stochastic filtering. Zbl 1176.62091Bain, Alan; Crisan, Dan 151 2009 Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie 5 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 9 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 2 2007 Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028Crisan, D. 9 2006 On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041Clark, J. M. C.; Crisan, D. 11 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 13 2003 A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015Crisan, Dan; Doucet, Arnaud 66 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 18 2001 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 20 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. 6 1999 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 20 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 751 Authors 35 Crisan, Dan O. 25 Jasra, Ajay 15 Holm, Darryl D. 14 Del Moral, Pierre 13 Míguez, Joaquín 11 Beskos, Alexandros 10 Friz, Peter Karl 10 Zhao, Weidong 9 Jentzen, Arnulf 9 Xiong, Jie 9 Yamada, Toshihiro 8 Delarue, François 8 Reich, Sebastian 8 Whiteley, Nick 7 Pham, Huyên 6 Bao, Feng 6 Chassagneux, Jean-François 6 Colaneri, Katia 6 Diehl, Joscha 6 Kantas, Nikolas 6 Law, Kody J. H. 6 Rudenko, E. A. 6 Stuart, Andrew M. 5 Carmona, René A. 5 Doucet, Arnaud 5 E, Weinan 5 Frey, Rüdiger 5 Gobet, Emmanuel 5 Majda, Andrew J. 5 Oberhauser, Harald 5 Ottobre, Michela 5 Schnörr, Christoph 5 Takahashi, Akihiko 5 Vaicenavicius, Juozas 5 Zhou, Yan 4 Alonso-Orán, Diego 4 Averina, Tat’yana Aleksandrovna 4 Becker, Florian 4 Bethencourt de León, Aythami 4 Cosso, Andrea 4 dos Reis, Gonçalo 4 Douc, Randal 4 Eksi, Zehra 4 Ekström, Erik 4 Geiss, Christel 4 Gess, Benjamin 4 Hutzenthaler, Martin 4 Johansen, Adam M. 4 Kolokoltsov, Vassili N. 4 Kouritzin, Michael A. 4 Moulines, Eric 4 Namachchivaya, N. Sri 4 Newton, Nigel J. 4 Olsson, Jimmy 4 Oosterlee, Cornelis Willebrordus 4 Perkowski, Nicolas 4 Roy, Debasish 4 Rybakov, Konstantin Aleksandrovich 4 Singh, Sumeetpal S. 4 Stannat, Wilhelm 4 Szpruch, Lukasz 4 Tang, Hao 4 Tempone, Raúl F. 4 Teng, Long 4 Tong, Xin Thomson 4 van Handel, Ramon 4 Yeong, Hoong Chieh 4 Zhang, Yanjie 3 Akyildiz, Ömer Deniz 3 Allan, Andrew L. 3 Altay, Sühan 3 Calvia, Alessandro 3 Cao, Yanzhao 3 Cass, Thomas Richard 3 Chopin, Nicolas 3 Cohen, Samuel N. 3 Djurić, Petar M. 3 Dobson, Paul W. 3 Duan, Jinqiao 3 Everitt, Richard Geoffrey 3 Flandoli, Franco 3 Fuhrman, Marco 3 Fujii, Masaaki 3 Huang, Xing 3 Kruse, Thomas 3 Künsch, Hans Rudolf 3 Labart, Céline 3 Lenzen, Frank 3 Li, Xun 3 Litterer, Christian 3 Luesink, Erwin 3 Lyons, Terence John 3 Manolarakis, Konstantinos 3 Pagès, Gilles 3 Papanicolaou, Andrew 3 Pathiraja, Sahani D. 3 Paulin, Daniel 3 Peters, Gareth William 3 Pfister, Jean-Pascal 3 Qiao, Huijie ...and 651 more Authors all top 5 Cited in 176 Serials 35 Stochastic Processes and their Applications 32 The Annals of Applied Probability 22 Statistics and Computing 14 SIAM/ASA Journal on Uncertainty Quantification 12 SIAM Journal on Control and Optimization 11 Advances in Applied Probability 11 Bernoulli 10 Applied Mathematics and Optimization 10 Journal of Nonlinear Science 10 Electronic Journal of Probability 9 Automatica 8 Physica D 8 Computational Statistics and Data Analysis 8 SIAM Journal on Scientific Computing 7 Journal of Statistical Physics 7 The Annals of Statistics 7 SIAM Journal on Numerical Analysis 7 Stochastic and Partial Differential Equations. Analysis and Computations 6 The Annals of Probability 6 Journal of Differential Equations 6 Stochastic Analysis and Applications 6 Journal of Computer and Systems Sciences International 5 Journal of Computational Physics 5 Journal of Applied Probability 5 Monte Carlo Methods and Applications 5 Stochastics and Dynamics 4 Probability Theory and Related Fields 4 International Journal of Adaptive Control and Signal Processing 4 Methodology and Computing in Applied Probability 4 Stochastics 4 SIAM Journal on Financial Mathematics 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 Journal of Mathematical Analysis and Applications 3 Mathematics of Computation 3 Annals of the Institute of Statistical Mathematics 3 BIT 3 Journal of Functional Analysis 3 Mathematics of Operations Research 3 Applied Numerical Mathematics 3 Journal of Scientific Computing 3 Japan Journal of Industrial and Applied Mathematics 3 Journal of Statistical Computation and Simulation 3 Journal of Mathematical Imaging and Vision 3 Electronic Communications in Probability 3 Finance and Stochastics 3 International Journal of Theoretical and Applied Finance 3 Statistical Inference for Stochastic Processes 3 Computational Geosciences 3 Quantitative Finance 3 Multiscale Modeling & Simulation 3 Communications in Computational Physics 3 International Journal of Systems Science. Principles and Applications of Systems and Integration 3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 3 Probability, Uncertainty and Quantitative Risk 3 Foundations of Data Science 2 Archive for Rational Mechanics and Analysis 2 Journal of Mathematical Physics 2 Nonlinearity 2 Journal of Computational and Applied Mathematics 2 Mathematics and Computers in Simulation 2 Transactions of the American Mathematical Society 2 Systems & Control Letters 2 Statistics & Probability Letters 2 Acta Applicandae Mathematicae 2 Sequential Analysis 2 Statistical Science 2 Journal of Economic Dynamics & Control 2 Journal of Theoretical Probability 2 Signal Processing 2 Annals of Operations Research 2 Automation and Remote Control 2 International Journal of Computer Mathematics 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 International Journal of Computer Vision 2 NoDEA. Nonlinear Differential Equations and Applications 2 Russian Journal of Numerical Analysis and Mathematical Modelling 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Chaos 2 Brazilian Journal of Probability and Statistics 2 Archives of Computational Methods in Engineering 2 Foundations of Computational Mathematics 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Machine Learning Research (JMLR) 2 Sādhanā 2 Milan Journal of Mathematics 2 SIAM Journal on Applied Dynamical Systems 2 Asia-Pacific Financial Markets 2 Mathematical Biosciences and Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Science China. Mathematics 2 Asian Journal of Control 2 Journal of Mathematics in Industry 2 Journal of Computational Dynamics 2 East Asian Journal on Applied Mathematics 1 Computers & Mathematics with Applications 1 International Journal of Control ...and 76 more Serials all top 5 Cited in 32 Fields 343 Probability theory and stochastic processes (60-XX) 208 Numerical analysis (65-XX) 188 Systems theory; control (93-XX) 161 Statistics (62-XX) 93 Partial differential equations (35-XX) 87 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Calculus of variations and optimal control; optimization (49-XX) 33 Fluid mechanics (76-XX) 29 Dynamical systems and ergodic theory (37-XX) 23 Statistical mechanics, structure of matter (82-XX) 19 Operations research, mathematical programming (90-XX) 16 Computer science (68-XX) 15 Ordinary differential equations (34-XX) 13 Information and communication theory, circuits (94-XX) 11 Operator theory (47-XX) 11 Mechanics of particles and systems (70-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Geophysics (86-XX) 7 Biology and other natural sciences (92-XX) 5 Functional analysis (46-XX) 3 Quantum theory (81-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Optics, electromagnetic theory (78-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year