Skip to main content

Please note: this event has passed

The Department of Mathematics is hosting a series of colloquia, open for all to attend.

On 26 March 2024, Professor Dan Crisan from Imperial College London will give a talk. The talk will be held in person and streamed via Microsoft Teams. The location for the in-person event is Bush House Lecture Theatre 5 BH(SE), Bush House (SE Wing), Strand Campus, King's College London.

A drinks reception in the Council Room, 2nd Floor, Strand Building, Strand Campus, King's College London will take place after the talk.

The stochastic filtering problem. Past, Present and Future.


Onwards from the mid-twentieth century, the stochastic filtering problem has caught the attention of thousands of mathematicians, engineers, statisticians, and computer scientists. Its applications span the whole spectrum of human endeavour, including satellite tracking, credit risk estimation, human genome analysis, and speech recognition.

Stochastic filtering has engendered a surprising number of mathematical techniques for its treatment and has played an important role in the development of new research areas, including stochastic partial differential equations, stochastic geometry, rough paths theory, and Malliavin calculus. It also spearheaded research in areas of classical mathematics, such as Lie algebras, control theory, and information theory. The aim of this paper is to give a brief historical account of the subject followed by a recent filtering application to data assimilation for geophysical fluid dynamics models.

Dan Crisan portrait 2

About the speaker

Professor Dan Crisan is currently Professor of Mathematics at the Department of Mathematics of Imperial College London and Director of the EPSRC Centre for Doctoral Training in the Mathematics of Planet Earth. His long-term research interests lie broadly in Stochastic Analysis, a branch of Mathematics that looks at understanding and modelling systems that behave randomly. He is one of the four PIs of the project Stochastic Transport in Upper Ocean Dynamics which has received a six year Synergy ERC award.

King’s Mathematical Colloquium

This is the main periodic mathematical event at King's College London. Internationally prestigious speakers from all areas of Pure and Applied Mathematics provide an overview of their research topics, introduce their current investigations, and give their perspective on future advancements in the field. The Colloquium is aimed at a general mathematical audience: students and researchers from all fields of mathematics and physics can hear about new stimulating ideas and relevant research problems.

Event details

Bush House Lecture Theatre 5 BH(SE)
King's Building
Strand Campus, Strand, London, WC2R 2LS