• Evelina Shamarova

  • Research Area

    Stochastic analysis

  • Institution

    University of Porto

  • PhD

    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)
  • PhD Students

    • Rui Sá Pereira ongoing
  • Adittional information

Research and Events


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Defended Theses

  • Structure, algorithmics and dynamics of endomorphisms for certain classes of groups
      André da Cruz Carvalho (April 2023)
      Pedro V. Silva
  • A point-free study of z-embeddings, more general classes of localic maps, and uniform continuity
      Ana Belén Avilez García (April 2023)
      Jorge Picado
  • Analysis of equations of motion of inextensible strings and networks
      Ayk Telciyan (April 2023)
      Dmitry Vorotnikov
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