A survey of convergence results on particle filtering methods for practitioners D Crisan, A Doucet IEEE Transactions on signal processing 50 (3), 736-746, 2002 | 1325 | 2002 |
Fundamentals of stochastic filtering A Bain, D Crisan Springer, 2009 | 911 | 2009 |
The Oxford handbook of nonlinear filtering D Crisan, B Rozovskii Oxford University Press, 2011 | 231 | 2011 |
Discrete filtering using branching and interacting particle systems D Crisan, P Del Moral, T Lyons Université de Toulouse. Laboratoire de Statistique et Probabilités [LSP], 1998 | 227 | 1998 |
On the stability of sequential Monte Carlo methods in high dimensions A Beskos, D Crisan, A Jasra | 202 | 2014 |
Particle filters—a theoretical perspective D Crisan Sequential Monte Carlo methods in practice, 17-41, 2001 | 194 | 2001 |
A mathematical theory of financial bubbles FE Benth, D Crisan, P Guasoni, K Manolarakis, J Muhle-Karbe, C Nee, ... Paris-Princeton Lectures on Mathematical Finance 2013: Editors: Vicky …, 2013 | 141 | 2013 |
A probabilistic approach to classical solutions of the master equation for large population equilibria JF Chassagneux, D Crisan, F Delarue arXiv preprint arXiv:1411.3009, 2014 | 132 | 2014 |
Convergence of sequential Monte Carlo methods D Crisan, A Doucet Signal Processing Group, Department of Engineering, University of Cambridge …, 2000 | 130 | 2000 |
A particle approximation of the solution of the Kushner–Stratonovitch equation D Crisan, T Lyons Probability Theory and Related Fields 115, 549-578, 1999 | 126 | 1999 |
Solution properties of a 3D stochastic Euler fluid equation D Crisan, F Flandoli, DD Holm Journal of Nonlinear Science 29, 813-870, 2019 | 123 | 2019 |
Solving backward stochastic differential equations using the cubature method: application to nonlinear pricing D Crisan, K Manolarakis SIAM Journal on Financial Mathematics 3 (1), 534-571, 2012 | 122 | 2012 |
Convergence of a branching particle method to the solution of the Zakai equation D Crisan, J Gaines, T Lyons SIAM Journal on Applied Mathematics 58 (5), 1568-1590, 1998 | 113 | 1998 |
Approximate McKean–Vlasov representations for a class of SPDEs D Crisan, J Xiong Stochastics An International Journal of Probability and Stochastics …, 2010 | 111 | 2010 |
A stable particle filter for a class of high-dimensional state-space models A Beskos, D Crisan, A Jasra, K Kamatani, Y Zhou Advances in Applied Probability 49 (1), 24-48, 2017 | 100 | 2017 |
Nested particle filters for online parameter estimation in discrete-time state-space Markov models D Crisan, J Miguez | 98 | 2018 |
The Oxford Handbook of Nonlinear Filtering A Doucet, AM Johansen, D Crisan Oxford University Press, 2011 | 97 | 2011 |
Nonlinear filtering and measure-valued processes D Crisan, T Lyons Probability Theory and Related Fields 109, 217-244, 1997 | 96 | 1997 |
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 | 95 | 2019 |
Smoothing properties of McKean–Vlasov SDEs D Crisan, E McMurray Probability Theory and Related Fields 171, 97-148, 2018 | 91 | 2018 |