Speaker: Gonçalo Dos Reis (University of Edinburgh)

Title: Simulation of mean-field SDEs: some recent results

Information: Gonçalo dos Reis from the School of Mathematics, University of Edinburgh, is working primarily in stochastic analysis and its applications. His research is strong in McKean–Vlasov type equations, with motivations coming from finance, control, and other complex interacting systems, contributing both to their theoretical foundations and to their computational aspects.

On the applied side, Gonçalo has been involved in projects related to mathematical finance and risk management, energy markets, and engineering/industrial applications, where stochastic and mean-field models are used to describe large populations of interacting agents, optimise decisions under uncertainty, and design efficient numerical schemes for high-dimensional problems.

Time and place: June 26, 2026, 11:00 – 12:00, University of Oslo, NHA Room 723.

Please see the full announcement for information about abstract, organisers, logistics and registration (the event is hybrid - please register for the mailing list to get the Zoom link).

This series of webinars addresses all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to finance, economy, energy markets and production, but also to physics and biology.