Gonçalo dos Reis
Finance · 2007–2021
A researcher in the Science corpus: 7 papers; trusts 11 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Finance — 29 citations into it; #3,217 of 10,518 by trust here, #4,858 by citations
- Control and Systems Engineering — 11 citations into it
- Applied Mathematics — 10 citations into it; #4,616 of 7,620 by trust here, #4,234 by citations
- Demography — 7 citations into it; #1,576 of 4,236 by trust here, #3,641 by citations
- Computational Theory and Mathematics — 6 citations into it
- Economics and Econometrics — 5 citations into it; #9,363 of 23,481 by trust here, #16,755 by citations
- Statistical and Nonlinear Physics — 5 citations into it
Whom Gonçalo dos Reis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Florent Malrieu
- Bernt Øksendal
- Sotirios Sabanis
- Martin Hutzenthaler
- Revaz Tevzadze
- D. Crisan
- M. Kobylanski
- Arnulf Jentzen
- Daniel Lacker
- René A. Carmona
Who trusts Gonçalo dos Reis overall
Papers from Gonçalo dos Reis's perspective
Ordered by how strongly the researchers Gonçalo dos Reis trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- A numerical scheme for BSDEs
- Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
- A note on tamed Euler approximations
- Stochastic differential equations : an introduction with applications
- Mean-field stochastic differential equations and associated PDEs
- Solvability of backward stochastic differential equations with quadratic growth
- Approximate McKean–Vlasov representations for a class of SPDEs
Their papers
- A financial market with interacting investors: does an equilibrium exist? (2011) — 97 citations
- Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (2009) — 80 citations
- Prediction of future capacity and internal resistance of Li-ion cells from one cycle of input data (2021) — 76 citations
- Lithium-ion battery data and where to find it (2021) — 318 citations
- Simulation of McKean–Vlasov SDEs with super-linear growth (2018) — 114 citations
- Freidlin–Wentzell LDP in path space for McKean–Vlasov equations and the functional iterated logarithm law (2017) — 128 citations
- Classical and Variational Differentiability of BSDEs with Quadratic Growth (2007) — 80 citations