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Gon\c{c}alo dos Reis

Identifiers

  • name variant Gon\c{c}alo dos Reis 0.60 · backfill

Papers (7)

  1. Hybrid PDE solver for data-driven problems and modern branching math.NA · 2017 · author #2
  2. Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth math.PR · 2016 · author #2
  3. Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs math.PR · 2013 · author #2
  4. A note on comonotonicity and positivity of the control components of decoupled quadratic FBSDE math.PR · 2013 · author #1
  5. Quadratic FBSDE with generalized Burgers' type nonlinearities, perturbations and large deviations math.PR · 2012 · author #2
  6. FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity math.PR · 2010 · author #1
  7. 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