Teaching Faculty
Dan Crisan
Dan Crisan is Professor of Mathematics at Imperial College London, specialising in stochastic analysis and its applications to engineering and finance. His research focuses on stochastic and deterministic partial differential equations, backward stochastic differential equations, nonlinear filtering, and numerical methods for stochastic systems.
He has published more than 30 research articles in international academic journals. His current work includes the development of high-order numerical algorithms and particle methods for the analysis and approximation of complex stochastic systems, with applications across mathematics, engineering, and financial modelling.
