Articles with public access mandates - Dan CrisanLearn more
Available somewhere: 63
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
Mandates: UK Engineering and Physical Sciences Research Council
Solution properties of a 3D stochastic Euler fluid equation
D Crisan, F Flandoli, DD Holm
Journal of Nonlinear Science 29, 813-870, 2019
Mandates: UK Engineering and Physical Sciences Research Council, European Commission
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
D Crisan, J Miguez
Mandates: US Department of Defense, UK Engineering and Physical Sciences Research …
Numerically modeling stochastic Lie transport in fluid dynamics
C Cotter, D Crisan, DD Holm, W Pan, I Shevchenko
Multiscale Modeling & Simulation 17 (1), 192-232, 2019
Mandates: UK Engineering and Physical Sciences Research Council
Smoothing properties of McKean–Vlasov SDEs
D Crisan, E McMurray
Probability Theory and Related Fields 171, 97-148, 2018
Mandates: UK Engineering and Physical Sciences Research Council
Runge–Kutta schemes for backward stochastic differential equations
JF Chassagneux, D Crisan
Mandates: UK Engineering and Physical Sciences Research Council
Robust filtering: correlated noise and multidimensional observation
D Crisan, J Diehl, PK Friz, H Oberhauser
Mandates: German Research Foundation, UK Engineering and Physical Sciences Research …
Second order discretization of backward SDEs and simulation with the cubature method
D Crisan, K Manolarakis
Mandates: UK Engineering and Physical Sciences Research Council
A particle filter for stochastic advection by Lie transport: a case study for the damped and forced incompressible two-dimensional Euler equation
C Cotter, D Crisan, DD Holm, W Pan, I Shevchenko
SIAM/ASA Journal on Uncertainty Quantification 8 (4), 1446-1492, 2020
Mandates: UK Engineering and Physical Sciences Research Council
Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise
C Cotter, D Crisan, D Holm, W Pan, I Shevchenko
Journal of Statistical Physics 179 (5), 1186-1221, 2020
Mandates: UK Engineering and Physical Sciences Research Council
Semi-martingale driven variational principles
OD Street, D Crisan
Proceedings of the Royal Society A 477 (2247), 20200957, 2021
Mandates: UK Engineering and Physical Sciences Research Council, European Commission
Wave breaking for the stochastic Camassa–Holm equation
D Crisan, DD Holm
Physica D: Nonlinear Phenomena 376, 138-143, 2018
Mandates: UK Engineering and Physical Sciences Research Council
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization
J Míguez, D Crisan, PM Djurić
Statistics and Computing 23, 91-107, 2013
Mandates: Government of Spain
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
A Beskos, DO Crisan, A Jasra, N Whiteley
Advances in Applied Probability 46 (1), 279-306, 2014
Mandates: UK Engineering and Physical Sciences Research Council
Particle-kernel estimation of the filter density in state-space models
D Crisan, J Míguez
Mandates: UK Engineering and Physical Sciences Research Council, Government of Spain
Portfolio choice with transaction costs: a user’s guide
FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ...
Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013
Mandates: Science Foundation Ireland
Well-posedness for a stochastic 2D Euler equation with transport noise
O Lang, D Crisan
Stochastics and Partial Differential Equations: Analysis and Computations 11 …, 2023
Mandates: UK Engineering and Physical Sciences Research Council, European Commission
Variational principles for fluid dynamics on rough paths
D Crisan, DD Holm, JM Leahy, T Nilssen
Advances in Mathematics 404, 108409, 2022
Mandates: US Department of Defense, German Research Foundation, European Commission
Cubature on Wiener space for McKean–Vlasov SDEs with smooth scalar interaction
D Crisan, E McMurray
The Annals of Applied Probability 29 (1), 130-177, 2019
Mandates: UK Engineering and Physical Sciences Research Council
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
D Crisan, TG Kurtz, Y Lee
Annales de l'IHP Probabilités et statistiques 50 (3), 946-974, 2014
Mandates: UK Engineering and Physical Sciences Research Council
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