Gonçalo dos Reis
- Simulation of McKean Vlasov SDEs with super linear growth
2018/08/16 by Gonçalo dos Reis, Stefan Engelhardt, Reis, G. dos +3 · 13 citations
Economics, Econometrics and Finance · Physics and Astronomy · Engineering · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics #Fluid Dynamics and Turbulent Flows
- Review—“Knees” in Lithium-Ion Battery Aging Trajectories
2022/05/05 by Peter M. Attia, Alexander Bills, Ferran Brosa Planella +17 · 16 citations
Engineering · #Advancements in Battery Materials #Advanced Battery Technologies Research #Advanced Battery Materials and Technologies
- Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction
2022/08/26 by Xingyuan Chen, Gonçalo dos Reis, Chen, Xingyuan +1 · 6 citations
Economics, Econometrics and Finance · Mathematics · #65C05 #65C30 #65C35 #Differential Equations and Numerical Methods #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Importance sampling for McKean-Vlasov SDEs
2018/03/25 by Gonçalo dos Reis, Reis, Goncalo dos, Greig Smith +3 · 6 citations
Economics, Econometrics and Finance · Energy · Social Sciences · #65C05 #65C30 #65C35 #FOS: Mathematics #Global Energy and Sustainability Research #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications
- Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
2023/02/10 by Xingyuan Chen, Gonçalo dos Reis, Chen, Xingyuan +3 · 6 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Well-posedness and tamed Euler schemes for McKean-Vlasov equations driven by Lévy noise
2020/10/16 by Neelima Neelima, Neelima, Sani Biswas +7 · 3 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60H35 #65C05 #65C30 #65C35 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
2022/08/22 by Sani Biswas, Chaman Kumar, Biswas, Sani +7 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C35 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical Analysis (math.NA) #Probability (math.PR) #Statistical Methods and Bayesian Inference #Stochastic processes and financial applications
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
2013/01/16 by Paul Gassiat, Harald Oberhauser, Gassiat, Paul +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
2016/07/22 by Arnaud Lionnet, Gonçalo dos Reis, Lionnet, Arnaud +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Forward utilities and Mean-field games under relative performance concerns
2020/05/16 by Gonçalo dos Reis, Reis, Goncalo dos, В. А. Платонов +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Portfolio Management (q-fin.PM) #Probability (math.PR)
- Forward utility and market adjustments in relative investment-consumption games of many players
2020/12/02 by Gonçalo dos Reis, В. А. Платонов, Reis, Goncalo dos +1 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Stochastic processes and financial applications