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Professora Adjunta Address: Departamento de Matemática Cidade Universitária 58051-900 João Pessoa - PB Brazil E-mail: evelina.shamarova@academico.ufpb.br |
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Research interests
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Partial Differential Equations and Stochastic Analysis
Publications and Preprints
- R. Chertovskih and E. Shamarova, Gaussian-type density bounds for solutions of multidimensional backward SDEs and application to gene expression, arXiv:2002.11706 , Potential Anal., to appear, 2022.
- J. M. do Ó, E. Shamarova, and E. da Silva, Singular solutions to k-Hessian equations with fast-growing nonlinearities , arXiv:2106.11235, Nonlinear Anal., v. 222, paper no 113000, 2022
- Yu. Gliklikh and E. Shamarova, Burgers equation in the adhesion model, arXiv:1911.04515 , Appl. Anal., v. 101, no 2, pp 471-478, 2022.
- A. Ohashi, F. Russo, and E. Shamarova, Smoothness of densities for path-dependent SDEs under Hörmander's condition, arXiv:2011.04089 , J. Funct. Anal., v. 281, paper no 109225, 2021.
- E. Shamarova and R. S. Pereira, Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs , arXiv:1608.03584 , Stochastic Process. Appl., v. 130, issue 7, pp. 3865-3894, 2020.
- C. Olivera and E. Shamarova, Gaussian density estimates for solutions of fully coupled forward-backward SDEs, arXiv:1807.11448 , Math. Nachr., v. 293, pp. 1554–1564, 2020.
- A. Ohashi and E. Shamarova, Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs arXiv:1602.06268, Global and Stochastic analysis, Vol. 6, No 2, pp. 79--103, 2019.
- E. Shamarova and R. S. Pereira, Hedging in a market with jumps - an FBSDE approach, arXiv:1309.2211, preprint, 2018.
- A. V. Rocha, E. Shamarova, and A. B. Simas, Improved residuals for linear regression models under heteroskedasticity of unknown form, arXiv:1607.07926 , submitted, 2017.
- E. Shamarova, R. Chertovskih, A. F. Ramos, and P. Aguiar, Backward-stochastic-differential-equation approach to modeling of gene expression, arXiv:1308.6619, Physical Review E, v. 95, p. 032418, 2017
- E. Shamarova and A.B. Simas, Uniform approximation of the heat kernel on a manifold, arXiv:math/0701281, Archiv der Mathematik, v. 108, pp. 485-494, 2017.
- A. Ohashi, E. Shamarova, and N. Shamarov, Path-dependent Itô formulas under finite (p,q)-variation regularity, ALEA, Vol. XIII, 1-31, 2016
- G. Amosov, M. Kpekpassi, N. N. Shamarov, and E. Shamarova, Antisymmetric Fock space and Grassmann algebras with unitary Fourier supertransform , Transactions of the conference "Quantum dynamics and functional integrals", Keldysh Institute of applied mathematics, pp. 67-74, Moscow, 2016
- E. Shamarova and N. N. Shamarov, Differential forms on locally convex spaces and the Stokes formula, "Russian Mathematics - Springer", Vol. 60, issue 8, pp. 74-85, 2016
- R. S. Pereira and E. Shamarova, Forward-Backward SDEs driven by Lévy Processes and Application to Option Pricing, arXiv:1203.5546, Global and Stochastic Analysis: an International Journal (GSA), v. 2, pp. 113-132, 2015
- E. Shamarova, A version of the Malliavin-Hörmander theorem in 2-smooth Banach spaces, arXiv:1304.3688, Infinite dimensional analysis, quantum probability and related topics, v. 17, p. 1450004, 2014
- W. Polasek and E. Shamarova, Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen, Nicola Bruti-Liberati. International Statistical Review, v. 81, pp. 311-313, 2013.
- E. Shamarova, Chernoff's theorem for backward propagators and applications to diffusions on manifolds, arXiv: 1001.3373v2, Operator and Matrices, Vol. 5, No. 4, pp. 619-632, 2011
- A. B. Cruzeiro and E. Shamarova, 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,
- 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, pp. 4034-4060, arXiv: 0807.0421v5, 2009
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E. Shamarova,
A mathematical approach to Jarzynski's identity in nonequilibrium statistical
mechanics
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"Infinite Dimensional Analysis, Quantum probability
and related topics'', Vol. 12, No. 2, pp. 213-229,
arXiv: math/0701360v4, 2009
- E. Shamarova, Approximation of the heat kernel on a Riemannian manifold based on the Smolyanov-Weizsäcker approach, ESI preprint, 2007, arXiv: math/0701281v1
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E. Shamarova,
Constructing a Brownian sheet
with values in a compact Riemannian manifold ,
"Math. Notes" 76, N 4, pp. 590-596, 2004
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E. Shamarova,
Approximation of surface measures
in a locally convex space , "Math. Notes" 72,
N 4, pp. 551-568, 2002
Curriculum Vitae
My CV is available here: CVOther Links
Currículo Lattes My ResearchGate profile