activity
20072024
most citedFreidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law

77 citations · 329 across the 29 of their papers we have counts for

collaborators
Showing 2018Show all

2 papers · 1 filter

math.PR2018

An unbiased Ito type stochastic representation for transport PDEs: A Toy Example

Goncalo dos Reis, Greig Smith

We propose a stochastic representation for a simple class of transport PDEs based on Ito representations. We detail an algorithm using an estimator stemming for the representation…

math.PR2018★ 1 cited

Differentiability of SDEs with drifts of super-linear growth

Peter Imkeller, Gonçalo dos Reis, William Salkeld

We close an unexpected gap in the literature of stochastic differential equations (SDEs) with drifts of super linear growth (and random coefficients), namely, we prove Malliavin an…