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Name: | Dr Dan CRISAN PhD |
Job Title: | Lecturer |
Section: | Pure Mathematics |
Department: | Department of Mathematics |
Faculty: | Physical Sciences |
Campus: | South Kensington |
Telephone: | 020 7594 8489 |
E-Mail: | d.crisan@imperial.ac.uk |
Web: | http://www.ma.ic.ac.uk/~dcrisan/ |
Keywords: | Stochastic analysis |
Stochastic filtering | |
Stochastic (partial) differential equations | |
Stochastic algorithms | |
Particle filters | |
Mathematical finance |