Evelina Shamarova
AuthID: R-000-SH1
11
TITLE: Path-dependent itô formulas under (p, q)-variations
AUTHORS: Alberto Ohashi; Evelina Shamarova; Nikolai N Shamarov;
PUBLISHED: 2016, SOURCE: Alea (Rio de Janeiro), VOLUME: 13, ISSUE: 1
AUTHORS: Alberto Ohashi; Evelina Shamarova; Nikolai N Shamarov;
PUBLISHED: 2016, SOURCE: Alea (Rio de Janeiro), VOLUME: 13, ISSUE: 1
INDEXED IN: 
Scopus
Scopus IN MY: 
ORCID
ORCID12
TITLE: Forward-backward SDEs driven by Lévy processes and application to option pricing
AUTHORS: Pereira, RS; Shamarova, E;
PUBLISHED: 2015, SOURCE: Global and Stochastic Analysis, VOLUME: 2, ISSUE: 2
AUTHORS: Pereira, RS; Shamarova, E;
PUBLISHED: 2015, SOURCE: Global and Stochastic Analysis, VOLUME: 2, ISSUE: 2
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID13
TITLE: A version of the Hormander-Malliavin theorem in 2-smooth Banach spaces Full Text
AUTHORS: Shamarova, E; Smolyanov, O;
PUBLISHED: 2014, SOURCE: INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, VOLUME: 17, ISSUE: 1
AUTHORS: Shamarova, E; Smolyanov, O;
PUBLISHED: 2014, SOURCE: INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, VOLUME: 17, ISSUE: 1
14
TITLE: Numerical Solution of Stochastic Differential Equations with Jumps in Finance Full Text
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: INTERNATIONAL STATISTICAL REVIEW, VOLUME: 81, ISSUE: 2
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: INTERNATIONAL STATISTICAL REVIEW, VOLUME: 81, ISSUE: 2
INDEXED IN: 
WOS
WOS15
TITLE: Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen, Nicola Bruti-Liberati Full Text
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: International Statistical Review, VOLUME: 81, ISSUE: 2
AUTHORS: Wolfgang Polasek; Evelina Shaparova;
PUBLISHED: 2013, SOURCE: International Statistical Review, VOLUME: 81, ISSUE: 2
16
TITLE: A MATHEMATICAL APPROACH TO JARZYNSKI'S IDENTITY IN NONEQUILIBRIUM STATISTICAL MECHANICS Full Text
AUTHORS: EVELINA SHAMAROVA;
PUBLISHED: 2009, SOURCE: Infin. Dimens. Anal. Quantum. Probab. Relat. Top. - Infinite Dimensional Analysis, Quantum Probability and Related Topics, VOLUME: 12, ISSUE: 02
AUTHORS: EVELINA SHAMAROVA;
PUBLISHED: 2009, SOURCE: Infin. Dimens. Anal. Quantum. Probab. Relat. Top. - Infinite Dimensional Analysis, Quantum Probability and Related Topics, VOLUME: 12, ISSUE: 02
17
TITLE: Constructing a Brownian sheet with values in a compact Riemannian manifold Full Text
AUTHORS: Shamarova, EY;
PUBLISHED: 2004, SOURCE: MATHEMATICAL NOTES, VOLUME: 76, ISSUE: 3-4
AUTHORS: Shamarova, EY;
PUBLISHED: 2004, SOURCE: MATHEMATICAL NOTES, VOLUME: 76, ISSUE: 3-4
IN MY: ORCID | ResearcherID
ORCID | ResearcherID18
TITLE: Approximation of surface measures in a locally convex space Full Text
AUTHORS: Shamarova, EY;
PUBLISHED: 2002, SOURCE: MATHEMATICAL NOTES, VOLUME: 72, ISSUE: 3-4
AUTHORS: Shamarova, EY;
PUBLISHED: 2002, SOURCE: MATHEMATICAL NOTES, VOLUME: 72, ISSUE: 3-4
IN MY: ORCID | ResearcherID
ORCID | ResearcherID