16 citations · 32 across the 10 of their papers we have counts for
10 papers
Sustainability, behavior patterns and crises
R. Vilela Mendes
Sustainability has been defined as meeting the needs of the present without compromising the ability of future generations to meet their own needs. But what are the needs of the pr…
Brownian and fractional polymers with self-repulsion
Samuel Eleutério, R. Vilela Mendes
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional…
The fractional volatility model and rough volatility
R. Vilela Mendes
The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some e…
On a family of Levy processes without support in S'
R. Vilela Mendes
The distributional support of the sample paths of Lévy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimens…
Non-commutative probability and non-commutative processes
R. Vilela Mendes
A probability space is a pair () where is an algebra and a state on the algebra. In classical probability is the algebra of linear co…
Learning ambiguous functions by neural networks
Rui Ligeiro, R. Vilela Mendes
It is not, in general, possible to have access to all variables that determine the behavior of a system. Having identified a number of variables whose values can be accessed, there…