D. Crisan

Finance · 2002–2017

A researcher in the Science corpus: 14 papers; trusts 62 researchers and is trusted by 59 researchers here, as inferred from the citation graph.

Subfields

• Finance — 99 citations into it; #1,665 of 10,518 by trust here, #3,517 by citations
• Economics and Econometrics — 39 citations into it
• Demography — 37 citations into it; #1,597 of 4,236 by trust here, #3,993 by citations
• Statistics and Probability — 35 citations into it; #1,718 of 12,932 by trust here, #2,858 by citations
• Mathematical Physics — 27 citations into it; #3,534 of 8,562 by trust here, #5,794 by citations
• Artificial Intelligence — 26 citations into it; #5,692 of 35,345 by trust here, #11,921 by citations
• Computational Theory and Mathematics — 16 citations into it
• Applied Mathematics — 15 citations into it

Whom D. Crisan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Pierre Del Moral
2. Emmanuel Gobet
3. Bruno Bouchard
4. Jianfeng Zhang
5. François Delarue
6. S. Kusuoka
7. René A. Carmona
8. Arnaud Doucet
9. Christian Bender
10. Terry Lyons

Who trusts D. Crisan overall

1. Arnulf Jentzen
2. Martin Hutzenthaler
3. Federico Castanedo
4. Panpan Ren
5. Paul Fearnhead
6. Jean-François Chassagneux
7. Mark D. Reid
8. Christian Beck
9. Nicolas Chopin
10. Jianhai Bao

Papers from D. Crisan's perspective

Ordered by how strongly the researchers D. Crisan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monte Carlo Strategies in Scientific Computing
2. Monte Carlo strategies in scientific computing
3. DONSKER-TYPE THEOREM FOR BSDES
4. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
5. Forward-Backward Stochastic Differential Equations and their Applications
6. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
7. Annealed importance sampling
8. Sequential Monte Carlo samplers
9. Following a moving target—Monte Carlo inference for dynamic Bayesian models
10. Weak convergence and optimal scaling of random walk Metropolis algorithms

Their papers

• A survey of convergence results on particle filtering methods for practitioners (2002) — 1,071 citations
• On the stability of sequential Monte Carlo methods in high dimensions (2011) — 186 citations
• RUNGE-KUTTA SCHEMES FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (2014) — 66 citations
• Second order discretization of backward SDEs and simulation with the cubature method (2014) — 54 citations
• Numerical method for FBSDEs of McKean–Vlasov type (2017) — 64 citations
• Smoothing properties of McKean–Vlasov SDEs (2017) — 106 citations
• CLASSICAL SOLUTIONS TO THE MASTER EQUATION FOR LARGE POPULATION EQUILIBRIA (2014) — 47 citations
• Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (2014) — 49 citations
• A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria (2014) — 160 citations
• Robust filtering: Correlated noise and multidimensional observation (2012) — 80 citations
• On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights (2010) — 65 citations
• Fundamentals of Stochastic Filtering (2008) — 689 citations
• Approximate McKean–Vlasov representations for a class of SPDEs (2005) — 111 citations
• Exact rates of convergeance for a branching particle approximation to the solution of the Zakai equation (2003) — 54 citations