Summary
Prof Dan Crisan's personal web page can be found at http://www.ma.ic.ac.uk/~dcrisan
Selected Publications
Journal Articles
Crisan D, Flandoli F, Holm DD, 2019, Solution properties of a 3D stochastic euler fluid equation, Journal of Nonlinear Science, Vol:29, ISSN:0938-8974, Pages:813-870
Crisan D, McMurray E, 2019, Cubature on Wiener space for McKean-Vlasov SDEs with smooth scalar interaction, Annals of Applied Probability, Vol:29, ISSN:1050-5164, Pages:130-177
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 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