Evelina Shamarova

Assistant Research Professor Mathematics Center of the University of Porto Ciência 2008 program July 1, 2009 – current   (5-year) Contact address : Faculdade de Ciências Universidade do Porto Departamento de Matemática Rua do Campo Alegre, 687 4169-007 Porto Portugal Tel.: +351-220402282 E-mail: Evelina Shamarova evelinas@fc.up.pt

Research interests

• Topics:
  • SDEs and Forward-Backward SDEs driven by Lévy processes
  • Applications to finance
  • Stochastic analysis of the Navier-Stokes equations
  • Diffusion processes on manifolds
  • Infinite dimensional analysis
• Curriculum Vitae

  My CV is available here: CV

  Publications and Preprints

  • (with R. S. Pereira)   Forward-Backward SDEs driven by Lévy Processes and Application to Option Pricing, arXiv:1203.5546v1, preprint, 2012
  
  
  • Differential forms on locally convex spaces and the Stokes formula, arXiv:0807.2200v2 , Math. Notes, 2012, accepted.
  
  
  • Solution to the Navier-Stokes equations with random initial data, arXiv:1106.3861v2 , preprint, 2011
  
  
  • Chernoff's theorem for backward propagators and applications to diffusions on manifolds, arXiv: 1001.3373v2, Operator and Matrices, Vol. 5, No. 4, 619-632, 2011.
  
  
  • (with A. B. Cruzeiro)   On a forward-backward stochastic system associated to the Burgers equation, arXiv: 1001.3367v2, Stochastic Analysis with Financial Applications (A. Kohatsu-Higa, N. Privault, S.J. Sheu, eds.), Progress in Probability, Birkhäuser Verlag, Vol. 65, 43-59, 2011.
  
  
  • (with A. B. Cruzeiro)   Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus, "Stochastic Processes and their Applications", Vol. 119, Issue 12, 2009, 4034-4060, arXiv: 0807.0421v5
  
  
  • A mathematical approach to Jarzynski's identity in nonequilibrium statistical mechanics , "Infinite Dimensional Analysis, Quantum probability and related topics'', Vol. 12, No. 2, 2009, 213-229, arXiv: math/0701360v4
  
  
  • Approximation of the heat kernel on a Riemannian manifold based on the Smolyanov-Weizsäcker approach, ESI preprint, 2007, arXiv: math/0701281v1
  
  
  • Constructing a Brownian sheet with values in a compact Riemannian manifold , "Math. Notes" 76, N 4, 590-596, 2004
  
  
  • Chernoff's theorem for evolution families, Proceedings of the conference "Lomonosov's readings'' at Lomonosov MSU, 457-460, 2003, arXiv:0706.4079v1
  
  
  • Approximation of surface measures in a locally convex space , "Math. Notes" 72, N 4, 551-568, 2002
  
  

  Teaching

  • "Stochastic processes"

  Ph.D. thesis (2005)

  My Ph.D. thesis: Surface measures and the Stokes formula in locally convex spaces

  Abstract to my Ph.D. thesis: Abstract

  Private Website

  http://www.evelyna.net
  
  The website of the Centro de Matemática da Universidade do Porto

  Last updated: 18.05.2012 by Evelina Shamarova