Evelina Shamarova
AuthID: R-000-SH1
1
TITLE: Gaussian-type Density Bounds for Solutions to Multidimensional Backward SDEs and Application to gene Expression Full Text
AUTHORS: Chertovskih, R ; Shamarova, Evelina;
PUBLISHED: 2023, SOURCE: POTENTIAL ANALYSIS, VOLUME: 59, ISSUE: 3
AUTHORS: Chertovskih, R ; Shamarova, Evelina;
PUBLISHED: 2023, SOURCE: POTENTIAL ANALYSIS, VOLUME: 59, ISSUE: 3
INDEXED IN: 
WOS 
CrossRef
WOS CrossRef2
TITLE: Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
AUTHORS: Evelina Shamarova; Rui Sa Pereira;
PUBLISHED: 2020, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 130, ISSUE: 7
AUTHORS: Evelina Shamarova; Rui Sa Pereira;
PUBLISHED: 2020, SOURCE: STOCHASTIC PROCESSES AND THEIR APPLICATIONS, VOLUME: 130, ISSUE: 7
INDEXED IN: 
Scopus WOS
Scopus WOS3
TITLE: Backward-stochastic-differential-equation approach to modeling of gene expression
AUTHORS: Evelina Shamarova; Chertovskih, R ; Alexandre F Ramos; Paulo Aguiar ;
PUBLISHED: 2017, SOURCE: PHYSICAL REVIEW E, VOLUME: 95, ISSUE: 3
AUTHORS: Evelina Shamarova; Chertovskih, R ; Alexandre F Ramos; Paulo Aguiar ;
PUBLISHED: 2017, SOURCE: PHYSICAL REVIEW E, VOLUME: 95, ISSUE: 3
4
TITLE: Forward-backward SDEs driven by Lévy processes and application to option pricing
AUTHORS: Pereira, RS; Shamarova, E;
PUBLISHED: 2015, SOURCE: Global and Stochastic Analysis, VOLUME: 2, ISSUE: 2
AUTHORS: Pereira, RS; Shamarova, E;
PUBLISHED: 2015, SOURCE: Global and Stochastic Analysis, VOLUME: 2, ISSUE: 2
INDEXED IN: Scopus
Scopus5
TITLE: A version of the Hormander-Malliavin theorem in 2-smooth Banach spaces Full Text
AUTHORS: Shamarova, E; Smolyanov, O;
PUBLISHED: 2014, SOURCE: INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, VOLUME: 17, ISSUE: 1
AUTHORS: Shamarova, E; Smolyanov, O;
PUBLISHED: 2014, SOURCE: INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, VOLUME: 17, ISSUE: 1
6
TITLE: Numerical Solution of Stochastic Differential Equations with Jumps in Finance Full Text
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: INTERNATIONAL STATISTICAL REVIEW, VOLUME: 81, ISSUE: 2
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: INTERNATIONAL STATISTICAL REVIEW, VOLUME: 81, ISSUE: 2
INDEXED IN: WOS
WOS7
TITLE: Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen, Nicola Bruti-Liberati Full Text
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: International Statistical Review, VOLUME: 81, ISSUE: 2
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: International Statistical Review, VOLUME: 81, ISSUE: 2
INDEXED IN: CrossRef
CrossRef8
TITLE: On a Forward-backward Stochastic System Associated to the Burgers Equation
AUTHORS: Ana Bela Cruzeiro; Evelina Shamarova;
PUBLISHED: 2011, SOURCE: Workshop on Stochastic Analysis and Finance in STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009, VOLUME: 65
AUTHORS: Ana Bela Cruzeiro; Evelina Shamarova;
PUBLISHED: 2011, SOURCE: Workshop on Stochastic Analysis and Finance in STOCHASTIC ANALYSIS WITH FINANCIAL APPLICATIONS, HONG KONG 2009, VOLUME: 65
INDEXED IN: WOS
WOS9
TITLE: A MATHEMATICAL APPROACH TO JARZYNSKI'S IDENTITY IN NONEQUILIBRIUM STATISTICAL MECHANICS Full Text
AUTHORS: EVELINA SHAMAROVA;
PUBLISHED: 2009, SOURCE: Infin. Dimens. Anal. Quantum. Probab. Relat. Top. - Infinite Dimensional Analysis, Quantum Probability and Related Topics, VOLUME: 12, ISSUE: 02
AUTHORS: EVELINA SHAMAROVA;
PUBLISHED: 2009, SOURCE: Infin. Dimens. Anal. Quantum. Probab. Relat. Top. - Infinite Dimensional Analysis, Quantum Probability and Related Topics, VOLUME: 12, ISSUE: 02
10
TITLE: Constructing a Brownian sheet with values in a compact Riemannian manifold Full Text
AUTHORS: Shamarova, EY;
PUBLISHED: 2004, SOURCE: MATHEMATICAL NOTES, VOLUME: 76, ISSUE: 3-4
AUTHORS: Shamarova, EY;
PUBLISHED: 2004, SOURCE: MATHEMATICAL NOTES, VOLUME: 76, ISSUE: 3-4
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ORCID | ResearcherID
ORCID | ResearcherID