Maria do Rosário Grossinho
Publications
Books
- author
An Introduction to Minimax Theorems and Their Applications to Differential Equations
(with S. Tersian), Kluwer Academic Publishers, Nonconvex Optimization and Its
Applications, 52, 2001, 269 p.269 pp.
- editor
Mathematical Control Theory and Finance, M. R. Grossinho, M. Guerra, A. Sarychev e A.
Shiryaev, Eds., Springer 2008.
Stochastic Finance, M. R. Grossinho, A. Shiryaev, P.Oliveira and M. Esquível, Eds.
Springer 2006.
Nonlinear Analysis and its Applications to Differential Equations, M. R. Grossinho, M.
Ramos, C. Rebelo e L. Sanchez, Eds, Birkhauser, PNLDE 43, 2001.
Publications in international journals with referee
Gonçalves, F. F., Grossinho, M. R., 2014: Spatial Approximation of Non-divergent Type
Parabolic PDEs with Unbounded Coefficients Related to Finance, Abstract and Applied
Analysis, Volume 2014, Article ID 801059.
Grossinho, M. R. and Morais, E., 2013: A fully nonlinear problema arising in financial
modelling. Boundary Value Problems 2013:146.
Gonçalves, F. F., M. R. Grossinho e E. Morais, 2012: Discretisation of abstract linear
evolution equations of parabolic type. Advances in Difference Equations 2012:14
Grossinho, M. R. e A. I. Santos, 2011: Solvability of an elastic beam equation in presence
of a sign-type Nagumo control. Nonlinear Studies 18 (2), 279--291.
Gonçalves, F. F., M. R. Grossinho e E. Morais, 2010: On the space discretization of PDEs
with unbounded coefficients arising in Financial Mathematics -- the case of one spatial
dimension. Comptes Rendus De L' Academie Bulgare des Sciences, 63 (1), 35-46.
Fabião, F., M. R. Grossinho e O. Simões, 2009: Positive solutions of a Dirichlet problem
for a stationary nonlinear Black-Scholes equation. Nonlinear Analysis, Theory, Methods
and Applications, 71 (10), 4624--4631.
Grossinho, M. R., F. Minhós e A. I. Santos, 2009: A note on a class of problems for a
higher order fully nonlinear equation under one sided Nagumo type condition. Nonlinear
Analysis, Theory, Methods and Applications, 70(11), 4027--4038.
Gonçalves, F. F. e M. R. Grossinho, 2009: Space discretization of Cauchy problems for
multidimensional PDEs with unbounded coefficients arising in Financial Mathematics.
Comptes Rendus De L'Academie Bulgare des Sciences, 62(7), 791—798.
Grossinho M. R. e E. Morais, 2009: A note on a stationary problem for a Black-Scholes
equation with transaction costs. International Journal of Pure and Applied Mathematics
51(4), 557--565.
Gonçalves, F. F. e M. R. Grossinho, 2009: A Note on the numerical approximation of
parabolic equations in Holder spaces. International Journal of Applied Mathematics,
22(2), 227--244.
Gonçalves, F. F. e M. R. Grossinho, 2009: Numerical Approximation of Multidimensional
Parabolic Partial Differential Equations Arising in Financial Mathematics. Mathematica
Balkanica, 23 (1--2), 111--132.
Grossinho, M. R., L.Sanchez e S. Tersian, 2005: On the solvability of a boundary value
problem for a fourth order ordinary differential equation. Applied Mathematics Letters,
18(4), 439--444.
Grossinho, M. R., F. Minhós e A. I. Santos, 2005: A third order boundary value problem
with one-sided Nagumo condition, Nonlinear Analysis, Theory, Methods and
Applications, 63, 247--256.
Grossinho, M. R., F. Minhós e A. I. Santos, 2005: Existence result for a third order O.D.E.
with nonlinear boundary conditions in presence of a sign-type Nagumo control. Journal
of Mathematical Analysis and Applications 309(1), 271--283.
Cabada, A., M. R. Grossinho e F. Minhós, 2005: Extremal solutions for third order
nonlinear problems with upper and lower solutions in reversed order. Nonlinear
Analysis, Theory, Methods and Applications, 62(6), 1109--1121.
Grossinho, M. R., F. Minhós e A. I. Santos, 2005: Solvability of some third order
boundary value problems with asymmetric unbounded nonlinearities. Nonlinear
Analysis, Theory, Methods and Applications 62(7), 1235--1250.
Grossinho, M. R. e F. Minhós, 2005: Upper and lower solutions for higher order boundary
value problems. Nonlinear Studies, 12(2), 165--176.
Cabada, A., M. R. Grossinho e F. Minhós, 2003: On the solvability of some discontinuous
third order nonlinear differential equation with two point boundary conditions. Journal
of Mathematical Analysis and Applications, 285 (1), 174--190.
Grossinho, M. R. e F. Minhós, 2001: Existence result for some third order separated
boundary value problems. Nonlinear Analysis, Theory, Methods and Applications, 47(4),
2407--2418.
Grossinho, M. R. e R. Martins, 2001: Subharmonic oscillations for some second-order
differential equations without Landesman-Lazer conditions. Dynamical systems and
differential equations add. vol. Discrete and Continuous Dynamical Systems, 174--181.
Grossinho, M. R. e S. Tersian, 2000: The dual variational principle and equilibria for a
beam resting on a discontinuous nonlinear elastic foundation. Nonlinear Analysis,
Theory, Methods and Applications, 41(3--4), 417--431.
Grossinho, M. R., F. Minhós e S. Tersian, 1999: Positive homoclinic solutions for a class of
second order differential equations. Journal of Mathematical Analysis and Applications,
240(1), 163--173.
Grossinho, M. R. e P. Omari, 1999: Existence of stable periodic solutions of a semilinear
parabolic problem under Hammerstein—type conditions. Electronic. Journal on the
Qualitative Theory of Differential Equations, 9, 1--24.
Grossinho, M. R. e M. N. Nkashama, 1998: Periodic solutions of parabolic and telegraph
equations with asymetric nonlinearities. Nonlinear Analysis, Theory, Methods and
Applications, 33,(2), 187--210.
Grossinho, M. R. e P. Omari, 1998: Solvability of the Dirichlet-periodic problem for a
nolinear parabolic equation under conditions on the potential. Differential Equations and
Dynamical Systems 6(4), 471--493.
Grossinho, M. R. e P. Omari, 1997: A multiplicity result for a class of quasilinear elliptic
and parabolic problems. Electronic Journal of Differential Equations, 1997(8), 1--16.
Cabada, A., M. R. Grossinho e F. Minhós, 2003: On the solvability of some discontinuous
third order nonlinear differential equation with two point boundary conditions. Journal
of Mathematical Analysis and Applications, 285 (1), 174--190.
Grossinho, M. R. e F. Minhós, 2001: Existence result for some third order separated
boundary value problems. Nonlinear Analysis, Theory, Methods and Applications, 47(4),
2407--2418.
Grossinho, M. R. e R. Martins, 2001: Subharmonic oscillations for some second-order
differential equations without Landesman-Lazer conditions. Dynamical systems and
differential equations add. vol. Discrete and Continuous Dynamical Systems, 174--181.
Grossinho, M. R. e S. Tersian, 2000: The dual variational principle and equilibria for a
beam resting on a discontinuous nonlinear elastic foundation. Nonlinear Analysis,
Theory, Methods and Applications, 41(3--4), 417--431.
Grossinho, M. R., F. Minhós e S. Tersian, 1999: Positive homoclinic solutions for a class of
second order differential equations. Journal of Mathematical Analysis and Applications,
240(1), 163--173.
Grossinho, M. R. e P. Omari, 1999: Existence of stable periodic solutions of a semilinear
parabolic problem under Hammerstein—type conditions. Electronic. Journal on the
Qualitative Theory of Differential Equations, 9, 1--24.
Grossinho, M. R. e M. N. Nkashama, 1998: Periodic solutions of parabolic and telegraph
equations with asymmetric nonlinearities. Nonlinear Analysis, Theory, Methods and
Applications, 33,(2), 187--210.
Grossinho, M. R. e P. Omari, 1998: Solvability of the Dirichlet-periodic problem for a
nolinear parabolic equation under conditions on the potential. Differential Equations and
Dynamical Systems 6(4), 471--493.
Grossinho, M. R. e P. Omari, 1997: A multiplicity result for a class of quasilinear elliptic
and parabolic problems. Electronic Journal of Differential Equations, 1997(8), 1--16.
Cabada, A., M. R. Grossinho e F. Minhós, 2003: On the solvability of some discontinuous
third order nonlinear differential equation with two point boundary conditions. Journal
of Mathematical Analysis and Applications, 285 (1), 174--190.
Grossinho, M. R. e F. Minhós, 2001: Existence result for some third order separated
boundary value problems. Nonlinear Analysis, Theory, Methods and Applications, 47(4),
2407--2418.
Grossinho, M. R. e R. Martins, 2001: Subharmonic oscillations for some second-order
differential equations without Landesman-Lazer conditions. Dynamical systems and
differential equations add. vol. Discrete and Continuous Dynamical Systems, 174--181.
Grossinho, M. R., F. Minhós e S. Tersian, 1999: Positive homoclinic solutions for a class of
second order differential equations. Journal of Mathematical Analysis and Applications,
240(1), 163--173.
Grossinho, M. R. e P. Omari, 1999: Existence of stable periodic solutions of a semilinear
parabolic problem under Hammerstein—type conditions. Electronic. Journal on the
Qualitative Theory of Differential Equations, 9, 1--24.
Grossinho, M. R. e M. N. Nkashama, 1998: Periodic solutions of parabolic and telegraph
equations with asymetric nonlinearities. Nonlinear Analysis, Theory, Methods and
Applications, 33,(2), 187--210.
Grossinho, M. R. e P. Omari, 1998: Solvability of the Dirichlet-periodic problem for a
nolinear parabolic equation under conditions on the potential. Differential Equations and
Dynamical Systems 6(4), 471--493.
Grossinho, M. R. e P. Omari, 1997: A multiplicity result for a class of quasilinear elliptic
and parabolic problems. Electronic Journal of Differential Equations, 1997(8), 1--16.
De Coster, M. R. Grossinho e P. Habets, 1995: On pairs of positive solutions for a singular
boundary value problem. Applicable Analysis, 59(1--4), 241--256.
Grossinho, M. R. e T. F. Ma, 1994: Symmetric equilibria for a beam with a nonlinear
elastic foundation. Portugaliae Mathematica, 51(3), 375--393.
Grossinho, M. R., 1989: Some existence results for nonselfadjoint problems at resonance.
Contemporary Mathematics AMS, 72, 107--120.
Grossinho, M. R., 1987: Some existence and bifurcation results for non-linear elliptic
problems in strip-like domains. Ricerche di Matematica, 36(1), 127—138.
Grossinho. M. R. e L. Sanchez, 1986: A note on periodic solutions of some
nonautonomous differential equations. Bulletin of the Australian Mathematical Society,
34, 253--265.
Chapters in books
F. Fabião, M. R. Grossinho, E. Morais and O. Simões, Stationary solutions of some
nonlinear Black-Scholes type equations arising in option pricing, Progress in Industrial
Mathematics at ECMI 2010, Series: Mathematics in Industry, Vol. 17, Subseries: The
European Consortium for Mathematics in Industry, Gunther, M.; Bartel, A.; Brunk, M.;
Sch0ps, S.; Striebel, M. (Eds.) ISBN 978-3-642-25099-6, 2012, 223-230.
F. Fabião, M. R. Grossinho and O. Simões, Solvabilityof a stationary nonlinear BlackScholes equation under conditions on the potential, Mathematical models in
Engineering, Biology and Medicine, A. Cabada, E. Liz and J. J. Nieto (Eds.) AIP
Conference Proceedings, Melville 2009, 129-137.
M. R. Grossinho, F. Minhós and A. I. Santos, Higher order nonlinear two-point boundary
value problems with sign-type Nagumo condition, Mathematical models in Engineering,
Biology and Medicine, A. Cabada, E. Liz and J. J. Nieto (Eds.) AIP Conference
Proceedings, Melville 2009, 195-206.
M. R. Grossinho, Feliz Minhós e S. Tersian, Homoclinic and periodic solutions for a class
of second order differential equations, Nonlinear Analysis and its Applications to
Differential Equations, M.R. Grossinho, M. Ramos, C. Rebelo e L. Sanchez
(Eds.)Birkhauser, PNLDE 43, 2001, 289-298.
M. R. Grossinho, Periodic solutions of some second order differential equations at
resonance, Advances in Difference Equations, I, S. Elaydi, G. Ladas e I. Gyori eds.,
Gordon and Breach 1995, 271 - 280.
M. R. Grossinho, Double resonance at the first and second eigenvalues for the nonlinear
heat equation, Nonlinear Functional Analysis and Fixed Point Theory, ed. S. P. Singh,
NATO ASI series, Reidel, Dordrecht C 173 1986, 241-252.
Publications in proceedings with referee
Grossinho, M. R. e S. Tersian, 2003: Nontrivial solutions of boundary value problems for
semilinear fourth and sixth order differential equations. Proceedings of 32nd Spring
Conference of U.B.M., Bulgary, 71--78.
Grossinho, M. R. e F. Minhós, 2002: Solvability of some higher order two-point boundary
value problems. In: Kuben, J. and Vosmansky, J. (eds.): Equadiff 10, Czechoslovak
International Conference on Differential Equations and Their Applications, Prague,
August 27-31, 2001. [Part 2] Papers. Masaryk University, Brno, 183--189.
Grossinho, M. R. e S. Tersian, 1999: Critical point theory for locally Lipschitz functionals
and applications to fourth order problems. Proceedings of XXVIII-th Spring Conference
of U.B.M., Sofia, 99--106.
Grossinho, M. R., F. Minhós e S. Tersian, 1999: Periodic solutions for a class of second
order differential equations. Applications of Mathematics in Engineering, 4, Cheshankov
and Todorov eds, Heron Press, 67--70.
Grossinho, M. R. e T. F. Ma, 1996: Nontrivial solutions for a fourth order O.D.E. with
singular boundary conditions. Proceedings of the Seventh International Colloquium on
Differential Equations, Plovdiv, Bainov ed.VSP, Utrecht, 131--140.
Grossinho. M. R. e P. Omari, 1995: A Hammerstein-type result for a semilinear parabolic
problem. Proc. Equadiff
Grossinho, M. R. e T. F. Ma, 1995: Existence results for a fourth order O.D.E. with
nonlinear boundary conditions. Differential Equations and Applications, Proc. of CDE’V,
Bilchev and Tersian eds., University of Rousse, 34--41.
De Coster, M. R. Grossinho e P. Habets, 1995: Upper and Lower Solutions in Singular
Boundary Value Problems. Invited Lectures of the Sixth International Colloquium on
Differential Equations, Plovdiv, Bainov ed. I, 131--140.
Lecture notes in Portuguese
Introdução ao Método de Monte Carlo', ISEG 2010.
Tópicos de Equações Diferenciais. Modelo de Black-Scholes', ISEG2010.
Lições de Cálculo para Economia', ISEG 2009.
Métodos Numéricos em Finanças', ISEG 2009.
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