133 citations · 631 across the 63 of their papers we have counts for
19 papers · 1 filter
The Zero Viscosity Limit of Stochastic Navier-Stokes Flows
Daniel Goodair, Dan Crisan
We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our as…
Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
Dan Crisan, Paul Dobson, Ben Goddard +2
We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coup…
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations
Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving sequentially in time. Thei…
Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations
Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
We introduce a weighted particle representation for the solution of the filtering problem based on a suitably chosen variation of the classical de Finetti theorem. This representat…
A high order time discretization of the solution of the non-linear filtering problem
Dan Crisan, Salvador Ortiz-Latorre
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the ob…
Smoothing properties of McKean-Vlasov SDEs
Dan Crisan, Eamon McMurray
In this article, we develop integration by parts formulae on Wiener space for solutions of SDEs with general McKean-Vlasov interaction and uniformly elliptic coefficients. These in…