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Author ID: crisan.dan-o Recent zbMATH articles by "Crisan, Dan O."
Published as: Crisan, Dan; Crisan, D.; Crisan, Dan O.; Crişan, Dan; Crişan, D.
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

Publications by Year

Citations contained in zbMATH Open

64 Publications have been cited 999 times in 540 Documents Cited by Year
Fundamentals of stochastic filtering. Zbl 1176.62091
Bain, Alan; Crisan, Dan
151
2009
Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020
Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman
126
2010
A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015
Crisan, 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 1304.82070
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay
37
2014
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005
Crisan, D.; Manolarakis, K.
36
2012
Nonlinear filtering and measure-valued processes. Zbl 0888.93056
Crisan, Dan; Lyons, Terry
25
1997
Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046
Crisan, Dan; Manolarakis, Konstantinos
24
2014
Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045
Chassagneux, Jean-François; Crisan, Dan
23
2014
Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022
Crisan, Dan; Xiong, Jie
23
2010
Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051
Crisan, Dan; Flandoli, Franco; Holm, Darryl D.
22
2019
Robust filtering: correlated noise and multidimensional observation. Zbl 1296.60097
Crisan, D.; Diehl, J.; Friz, P. K.; Oberhauser, H.
20
2013
Discrete filtering using branching and interacting particle systems. Zbl 0967.93088
Crisan, D.; Del Moral, P.; Lyons, T.
20
1999
Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060
Crisan, Dan; Gaines, Jessica; Lyons, Terry
20
1998
Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor
19
2019
A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068
Crisan, D.; Lyons, T.
18
1999
Particle filters – a theoretical perspective. Zbl 1056.93573
Crisan, Dan
18
2001
On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005
Crisan, D.; Manolarakis, K.; Touzi, N.
18
2010
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064
Crisan, Dan; Delarue, François
17
2012
Cubature methods and applications. Zbl 1273.65011
Crisan, D.; Manolarakis, K.; Nee, C.
15
2013
Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074
Crisan, Dan; McMurray, Eamon
14
2018
Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012
Chassagneux, Jean-François; Crisan, Dan; Delarue, François
14
2019
Minimal entropy approximations and optimal algorithms. Zbl 1018.65014
Crisan, Dan; Lyons, Terry
13
2002
Exact rates of convergence for a branching particle approximation to the solution of the Zakai equation. Zbl 1137.60335
Crisan, Dan
13
2003
Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305
Crisan, Dan; Holm, Darryl D.
13
2018
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
12
2014
Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036
Crisan, D.; Heine, K.
12
2008
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D.
11
2005
Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346
Crisan, Dan; Míguez, Joaquín
10
2018
On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052
Crisan, Dan; Ghazali, Saadia
9
2007
Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028
Crisan, D.
9
2006
Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112
Crisan, Dan; Míguez, Joaquín
9
2014
Uniform approximations of discrete-time filters. Zbl 1155.93039
Heine, Kari; Crisan, Dan
9
2008
Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011
Crisan, Dan; Manolarakis, Konstantinos
8
2010
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086
Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung
7
2014
A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069
Crisan, Dan; Ortiz-Latorre, Salvador
7
2013
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
7
2017
Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040
Crişan, 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 1322.65004
Míguez, Joaquín; Crisan, Dan; Djurić, Petar M.
6
2013
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
6
2020
Particle filters with random resampling times. Zbl 1246.60063
Crisan, D.; Obanubi, O.
5
2012
Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050
Crisan, 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 1454.62528
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor
5
2020
Superprocesses in a Brownian environment. Zbl 1049.60073
Crisan, Dan
4
2004
Numerical methods for solving the stochastic filtering problem. Zbl 1031.60063
Crisan, Dan
4
2002
Discretizing the continuous-time filtering problem: order of convergence. Zbl 1227.60054
Crisan, D.
4
2011
Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132
Crisan, D.; Ottobre, M.
4
2016
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094
Crisan, Dan; McMurray, Eamon
4
2019
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006
Crisan, D.; Manolarakis, K.
3
2010
Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147
Crisan, Dan; Litterer, Christian; Lyons, Terry
3
2015
Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105
Crisan, Dan; Xiong, Jie
3
2007
Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054
Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G.
3
2018
Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza
3
2021
Generalised particle filters with Gaussian mixtures. Zbl 1327.60096
Crisan, D.; Li, K.
2
2015
A central limit type theorem for a class of particle filters. Zbl 1328.60062
Crisan, Dan; Xiong, Jie
2
2007
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
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
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 1466.65013
Crisan, D.; Dobson, P.; Ottobre, M.
2
2021
The stochastic filtering problem: a brief historical account. Zbl 1325.60057
Crisan, Dan
1
2014
Inverse problems for stochastic transport equations. Zbl 1322.35172
Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon
1
2015
Numerical solution for a class of SPDEs over bounded domains. Zbl 1329.60209
Crisan, Dan; Xiong, Jie
1
2014
Unbiased multi-index Monte Carlo. Zbl 1386.65017
Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay
1
2018
Stable approximation schemes for optimal filters. Zbl 1441.93310
Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin
1
2020
Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169
Beskos, 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 1466.65013
Crisan, D.; Dobson, P.; Ottobre, M.
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
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 1454.62528
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor
5
2020
Stable approximation schemes for optimal filters. Zbl 1441.93310
Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin
1
2020
Solution properties of a 3D stochastic Euler fluid equation. Zbl 1433.60051
Crisan, Dan; Flandoli, Franco; Holm, Darryl D.
22
2019
Numerically modeling stochastic Lie transport in fluid dynamics. Zbl 1454.76064
Cotter, Colin; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor
19
2019
Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012
Chassagneux, Jean-François; Crisan, Dan; Delarue, François
14
2019
Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction. Zbl 1418.60094
Crisan, Dan; McMurray, Eamon
4
2019
Smoothing properties of McKean-Vlasov SDEs. Zbl 1393.60074
Crisan, Dan; McMurray, Eamon
14
2018
Wave breaking for the stochastic Camassa-Holm equation. Zbl 1398.35305
Crisan, Dan; Holm, Darryl D.
13
2018
Nested particle filters for online parameter estimation in discrete-time state-space Markov models. Zbl 1414.62346
Crisan, Dan; Míguez, Joaquín
10
2018
Particle representations for stochastic partial differential equations with boundary conditions. Zbl 1430.60054
Crisan, Dan; Janjigian, Christopher; Kurtz, Thomas G.
3
2018
Unbiased multi-index Monte Carlo. Zbl 1386.65017
Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay
1
2018
A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274
Beskos, 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 1432.62320
Crisan, Dan; Míguez, Joaquín
2
2017
Pointwise gradient bounds for degenerate semigroups (of UFG type). Zbl 1371.60132
Crisan, D.; Ottobre, M.
4
2016
Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147
Crisan, Dan; Litterer, Christian; Lyons, Terry
3
2015
Generalised particle filters with Gaussian mixtures. Zbl 1327.60096
Crisan, D.; Li, K.
2
2015
Inverse problems for stochastic transport equations. Zbl 1322.35172
Crisan, Dan; Otobe, Yoshiki; Peszat, Szymon
1
2015
On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay
37
2014
Second order discretization of backward SDEs and simulation with the cubature method. Zbl 1303.60046
Crisan, Dan; Manolarakis, Konstantinos
24
2014
Runge-Kutta schemes for backward stochastic differential equations. Zbl 1303.60045
Chassagneux, Jean-François; Crisan, Dan
23
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
12
2014
Particle-kernel estimation of the filter density in state-space models. Zbl 1346.60112
Crisan, Dan; Míguez, Joaquín
9
2014
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations. Zbl 1306.60086
Crisan, Dan; Kurtz, Thomas G.; Lee, Yoonjung
7
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.
20
2013
Cubature methods and applications. Zbl 1273.65011
Crisan, D.; Manolarakis, K.; Nee, C.
15
2013
A Kusuoka-Lyons-Victoir particle filter. Zbl 1371.60069
Crisan, 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 1322.65004
Míguez, Joaquín; Crisan, Dan; Djurić, Petar M.
6
2013
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1259.65005
Crisan, D.; Manolarakis, K.
36
2012
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064
Crisan, Dan; Delarue, François
17
2012
Particle filters with random resampling times. Zbl 1246.60063
Crisan, 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 1227.60054
Crisan, D.
4
2011
Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020
Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman
126
2010
Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022
Crisan, Dan; Xiong, Jie
23
2010
On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights. Zbl 1193.65005
Crisan, D.; Manolarakis, K.; Touzi, N.
18
2010
Probabilistic methods for semilinear partial differential equations. Applications to finance. Zbl 1210.65011
Crisan, Dan; Manolarakis, Konstantinos
8
2010
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing. Zbl 1266.65006
Crisan, D.; Manolarakis, K.
3
2010
Fundamentals of stochastic filtering. Zbl 1176.62091
Bain, Alan; Crisan, Dan
151
2009
Nonlinear filtering with signal dependent observation noise. Zbl 1191.60050
Crisan, Dan; Kouritzin, Michael A.; Xiong, Jie
5
2009
Stability of the discrete time filter in terms of the tails of noise distributions. Zbl 1148.93036
Crisan, D.; Heine, K.
12
2008
Uniform approximations of discrete-time filters. Zbl 1155.93039
Heine, Kari; Crisan, Dan
9
2008
On the convergence rates of a general class of weak approximations of SDEs. Zbl 1156.60052
Crisan, Dan; Ghazali, Saadia
9
2007
Numerical solutions for a class of SPDEs over bounded domains. Zbl 1255.60105
Crisan, Dan; Xiong, Jie
3
2007
A central limit type theorem for a class of particle filters. Zbl 1328.60062
Crisan, Dan; Xiong, Jie
2
2007
Particle approximations for a class of stochastic partial differential equations. Zbl 1116.60028
Crisan, D.
9
2006
On a robust version of the integral representation formula of nonlinear filtering. Zbl 1079.60041
Clark, J. M. C.; Crisan, D.
11
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
13
2003
A survey of convergence results on particle filtering methods for practitioners. Zbl 1369.60015
Crisan, Dan; Doucet, Arnaud
66
2002
Minimal entropy approximations and optimal algorithms. Zbl 1018.65014
Crisan, Dan; Lyons, Terry
13
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
18
2001
Discrete filtering using branching and interacting particle systems. Zbl 0967.93088
Crisan, D.; Del Moral, P.; Lyons, T.
20
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.
6
1999
Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060
Crisan, Dan; Gaines, Jessica; Lyons, Terry
20
1998
Nonlinear filtering and measure-valued processes. Zbl 0888.93056
Crisan, Dan; Lyons, Terry
25
1997
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

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