133 citations · 631 across the 63 of their papers we have counts for
9 papers · 1 filter
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…
A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations
Daniel Paulin, Ajay Jasra, Alexandros Beskos +1
The 4D-Var method for filtering partially observed nonlinear chaotic dynamical systems consists of finding the maximum a-posteriori (MAP) estimator of the initial condition of the…
Wave breaking for the Stochastic Camassa-Holm equation
Dan O. Crisan, Darryl D. Holm
We show that wave breaking occurs with positive probability for the Stochastic Camassa-Holm (SCH) equation. This means that temporal stochasticity in the diffeomorphic flow map for…
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…
Solution properties of a 3D stochastic Euler fluid equation
Dan Crisan, Franco Flandoli, Darryl D. Holm
We prove local well-posedness in regular spaces and a Beale-Kato-Majda blow-up criterion for a recently derived stochastic model of the 3D Euler fluid equation for incompressible f…
Cubature on Wiener Space for McKean-Vlasov SDEs with Smooth Scalar Interaction
Dan Crisan, Eamon McMurray
We present two cubature on Wiener space algorithms for the numerical solution of McKean-Vlasov SDEs with smooth scalar interaction. The analysis hinges on sharp gradient to time-in…