Dan Crisan

1. A Probabilistic approach to classical solutions of the master equation for large population equilibria
   2014/11/11 by Jean-François Chassagneux, Chassagneux, Jean-François, Dan Crisan +3 · 8 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Mathematical Biology Tumor Growth
2. Smoothing properties of McKean-Vlasov SDEs
   2017/02/05 by Dan Crisan, Eamon McMurray, Crisan, Dan +1 · 7 citations
   Economics, Econometrics and Finance · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
3. On the Stability of Sequential Monte Carlo Methods in High Dimensions
   2011/03/21 by Alexandros Beskos, Dan Crisan, Beskos, Alexandros +3 · 5 citations
   Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Mathematical Approximation and Integration #Statistical Methods and Inference
4. Numerical Method for FBSDEs of McKean-Vlasov Type
   2017/03/06 by Jean-François Chassagneux, Dan Crisan, Chassagneux, Jean-François +3 · 3 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications
5. Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups
   2019/05/09 by Dan Crisan, Crisan, D., Paul Dobson +3 · 3 citations
   Economics, Econometrics and Finance · Mathematics · #47D07 #60H10 #60J60 #65C20 #65C30 #65G99 #Differential Equations and Numerical Methods #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
6. Solution Properties of a 3D Stochastic Euler Fluid Equation
   2018/10/19 by Dan Crisan, Franco Flandoli, Darryl D. Holm · 4 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #Fluid Dynamics and Turbulent Flows #Navier-Stokes equation solutions #Stochastic processes and financial applications
7. Generalised Particle Filters with Gaussian Mixtures
   2013/06/02 by Dan Crisan, Crisan, Dan, Kai Li +1 · 1 citation
   Computer Science · #Distributed Sensor Networks and Detection Algorithms #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
8. Well-posedness for a stochastic 2D Euler equation with transport noise
   2019/06/30 by Dan Crisan, Crisan, Dan, Oana Lang +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Navier-Stokes equation solutions #Fluid Dynamics and Turbulent Flows
9. Cubature on Wiener Space for McKean-Vlasov SDEs with Smooth Scalar Interaction
   2017/03/12 by Dan Crisan, Crisan, Dan, Eamon McMurray +1 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Gas Dynamics and Kinetic Theory #Probability (math.PR) #Stochastic processes and financial applications
10. A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models
    2021/10/02 by Hamza Ruzayqat, Ruzayqat, Hamza, Aimad Er-Raiy +9 · 1 citation
    Computer Science · Social Sciences · #60G35 #60J10 #60J20 #62M20 #93E11 #94A12 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
11. A Stable Particle Filter in High-Dimensions
    2014/12/11 by Alex Beskos, Beskos, Alex, Dan Crisan +7 · 1 citation
    Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Particle Dynamics in Fluid Flows
12. Score-Based Parameter Estimation for a Class of Continuous-Time State\n Space Models
    2020/08/18 by Alexandros Beskos, Dan Crisan, Beskos, Alexandros +7 · 1 citation
    Decision Sciences · Mathematics · Medicine · #60G35 #60H10 #60H35 #60J60 #60J65 #62F99 #65C05 #65C30 #65C35 #91G60 #93E11 #Advanced Neuroimaging Techniques and Applications #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #demographic modeling and climate adaptation
13. A Particle Filter for Stochastic Advection by Lie Transport (SALT): A case study for the damped and forced incompressible 2D Euler equation
    2019/07/27 by Colin J. Cotter, Dan Crisan, Cotter, Colin +7 · 2 citations
    Engineering · Physics and Astronomy · #35Q31 #62P35 #65C35 #76B99 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Fluid Dynamics and Turbulent Flows #Hydraulic Fracturing and Reservoir Analysis #Model Reduction and Neural Networks
14. Sequential discretisation schemes for a class of stochastic differential equations and their application to Bayesian filtering
    2022/04/15 by Deniz Akyıldız, Akyildiz, Deniz, Dan Crisan +3 · 1 citation
    Computer Science · Decision Sciences · Social Sciences · #60G35 #60H35 #65C30 #86-08 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Forecasting Techniques and Applications #Insurance, Mortality, Demography, Risk Management #Numerical Analysis (math.NA) #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
15. Uniqueness of the solution of the filtering equations in spaces of measures
    2024/11/17 by Dan Crisan, Étienne Pardoux, Crisan, Dan +1 · 1 citation
    Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Differential Equations and Boundary Problems #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #advanced mathematical theories