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Results: 4

Authors: Crisan, Dan Manolarakis, Konstantinos
Citation: Crisan, Dan et Manolarakis, Konstantinos, Second order discretization of backward SDEs and simulation with the cubature method, Annals of applied probability , 24(2), 2014, pp. 652-678

Authors: Chassagneux, Jean-François Crisan, Dan
Citation: Chassagneux, Jean-françois et Crisan, Dan, Runge.Kutta schemes for backward stochastic differential equations, Annals of applied probability , 24(2), 2014, pp. 679-720

Authors: Heine, Kari Crisan, Dan
Citation: Heine, Kari et Crisan, Dan, Uniform approximations of discrete-time filters, Advances in applied probability , 40(2), 2008, pp. 979-1001

Authors: Beskos, Alexandros Crisan, Dan Jasra, Ajay
Citation: Beskos, Alexandros et al., On the stability of sequential Monte Carlo methods in high dimensions, Annals of applied probability , 24(4), 2014, pp. 1396-1445
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