Institution: Lomonosov Moscow State University
Year: 2005
Main research publications
A version of the Malliavin-Hoermander theorem in 2-smooth Banach spaces , Infinite dimensional analysis, quantum probability and related topics 17 (2014)
Forward-backward SDEs driven by Lévy processes and application to option pricing (with Rui Sá Pereira)
, Global and Stochastic Analysis, an international journal (GSA) 2 (2012)
On a forward-backward stochastic system associated to the Burgers equation (with A.B. Cruzeiro)
, in: Progress in Probability (ISBN: 978-3-0348-0096), pp. 43-59 , Birkhäuser Verlag, 2011
Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus (with A.B. Cruzeiro)
, Stochastic Processes and their Applications 119 (2009)
Constructing a Brownian sheet with values in a compact Riemannian manifold , Math. Notes 76 (2004)
