Gon\c{c}alo dos Reis
Identifiers
- name variant Gon\c{c}alo dos Reis 0.60 · backfill
Papers (7)
- Hybrid PDE solver for data-driven problems and modern branching math.NA · 2017 · author #2
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth math.PR · 2016 · author #2
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs math.PR · 2013 · author #2
- A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE math.PR · 2013 · author #1
- Quadratic FBSDE with generalized Burgers' type nonlinearities, perturbations and large deviations math.PR · 2012 · author #2
- FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity math.PR · 2010 · author #1
- Results on numerics for FBSDE with drivers of quadratic growth q-fin.CP · 2010 · author #2
Mentions
- 1309.2865 #2 · backfill · confidence 0.70 Gon\c{c}alo dos Reis
- 1301.4370 #1 · backfill · confidence 0.70 Gon\c{c}alo dos Reis
- 1205.3581 #2 · backfill · confidence 0.70 Gon\c{c}alo dos Reis
- 1008.1149 #1 · backfill · confidence 0.70 Gon\c{c}alo dos Reis
- 1004.2248 #2 · backfill · confidence 0.70 Gon\c{c}alo dos Reis
Frequent Coauthors
- Arnaud Lionnet 2 shared papers
- Jianing Zhang 2 shared papers
- Lukasz Szpruch 2 shared papers
- Anthony R\'eveillac 1 shared papers
- Christoph Frei 1 shared papers
- Francisco Bernal 1 shared papers
- Greig Smith 1 shared papers
- Peter Imkeller 1 shared papers
- Ricardo J.N. dos Reis 1 shared papers