Evelina Shamarova

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

Research interests

• Topics:
  • Stochastic interpretation of the Navier-Stokes equations
  • SDEs in infinite dimensions, connection to PDEs, Malliavin calculus
  • Diffusion processes on manifolds
  • Infinite dimensional analysis
• Conferences in 2010 I participate in:
  • ICM Satellite Conference on Probability and Stochastic Processes, Bangalore, India, August 13-17 (talk)
  • International Congress of Mathematicians, Hyderabad, India, August 18-27 (talk)
  • Modern Stochastic: Theory and Applications II, Kiev, Ukraine, September 7-11 (talk)

Curriculum Vitae

Publications and Preprints

• E. Shamarova,   Chernoff's theorem for backward propagators and applications to diffusions on manifolds, arXiv: 1001.3373v1, prepint, 2010


• A. B. Cruzeiro and E. Shamarova,   On a forward-backward stochastic system associated to the Burgers equation, arXiv: 1001.3367v1, to appear in Stochastic Analysis with Financial Applications (A. Kohatsu-Higa, N. Privault, S.J. Sheu, eds.), Progress in Probability, Birkhäuser Verlag, 2010.


• A. B. Cruzeiro and E. Shamarova,   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


• E. Shamarova,  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


• E. Shamarova,  Differential forms on locally convex spaces and the Stokes formula, accepted in "Fundamental and applied mathematics" (in Russian), in "Journal of Mathematical Sciences (New York)" (in English), arXiv:0807.2200v2


• E. Shamarova,   Approximation of the heat kernel on a Riemannian manifold based on the Smolyanov-Weizsäcker approach, ESI preprint, 2007, arXiv: math/0701281v1


• E. Shamarova,  Constructing a Brownian sheet with values in a compact Riemannian manifold , "Math. Notes" 76, N 4, 590-596, 2004


• E. Shamarova,  Chernoff's theorem for evolution families, Proceedings of the conference "Lomonosov's readings'' at Lomonosov MSU, 457-460, 2003, arXiv:0706.4079v1


• E. Shamarova,  Approximation of surface measures in a locally convex space , "Math. Notes" 72, N 4, 551-568, 2002

Ph.D. thesis (2005)

My Ph.D. thesis: Surface measures and the Stokes formula in locally convex spaces  (translation from Russian by the author)

Abstract to my Ph.D. thesis: Abstract

Private Website

Last updated: 21.07.2010 by Evelina Shamarova