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Dan Crisan

Professor of Mathematics

Imperial College London

Department of Mathematics

180 Queen's Gate

London SW7 2AZ, UK

d.crisan@imperial.ac.uk

0207 594 8489



PHD Students

Saadia Ghazali

The Global Error in Weak Approximations of Stochastic Differential Equations.

Viva date: 26 March 2007


Konstantinos Manolarakis

On the Numerical Solution of Backward Stochastic Diferential Equations.

Viva date: 5 May 2008


Olasunkanmi Obanubi

Particle Filters with Random Resampling Times

Viva date: 9 November 2010


Colm Nee

Sharp Gradient Bounds for Heat-Kernels and Applications

Viva date: 1 September 2011


Kai Li

Stochastic Filtering with Degenerate Noise Viva date

Viva Date: 14 November 2012


Sean Violante

Asymptotics of Wiener Functionals Viva date

Viva Date: 26 June 2012


Adam Persing

Some contributions to particle Markov chain Monte Carlo algorithms (jointly supervised with Leonardo Bottolo)

Viva date: 12 December 2013


Wang Han

Stability of the Solution of the Continuous Time Filtering Problem

Viva Date: 31 January 2014


Eamon McMurray

Regularity of McKean-Vlasov Stochastic Differential Equations and Applications

Viva Date: 25 September 2015


Marcel Ogrodnik

Tail Estimates for Markovian Rough Paths (jointly supervised with Tom Cass):

Viva Date: 15 January 2017


Kollias-Liapis Spyridon

Stochastic Control for Partially Observed Processes.

Viva Date: 30 September 2016


Andrea Granelli

Limit theorems for non-semimartingales (jointly supervised with Almut Veraart):

Viva Date: 25 November 2016


Francesc Pons Llopis

Particle filtering with Applications to Data Assimilation (jointly supervised with Nicolas Kantas and Helen Brindley)


Oana Lang

Data Assimilation for SPDEs (jointly supervised with Peter Jan van Leeuven and Roland Potthast)


Hinesh Chotai

Forward-backward stochastic differential equations and applications to carbon emissions markets (jointly supervised with Jean-Francois Chassagneux and Mirabelle Muuls)


Louis Sharrock

Bayesian Inference with application to air quality monitoring (jointly supervised with Alistair Forbes and Nikolas Kantas).