7 citations · 17 across the 22 of their papers we have counts for
13 papers · 1 filter
Singular SPDEs with the Cauchy-Riemann operator on a torus
Zdzisław Brzeźniak, Mikhail Neklyudov, Evelina Shamarova
We prove the existence of solution to the following -valued singular SPDE on the 2D torus : \begin{align} \label{CR} \partial_{\bar z} r = r \times \ove…
Smoothness of densities for path-dependent SDEs under Hörmander's condition
Alberto Ohashi, Francesco Russo, Evelina Shamarova
We establish the existence of smooth densities for solutions to a broad class of path-dependent SDEs under a Hörmander-type condition. The classical scheme based on the reduced Mal…
Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression
Roman Chertovskih, Evelina Shamarova
We obtain upper and lower Gaussian-type bounds on the density of each component of the solution to a multidimensional non-Markovian backward SDE. Our approach is base…
Gaussian density estimates for solutions of fully coupled forward-backward SDEs
Christian Olivera, Evelina Shamarova
We obtain upper and lower Gaussian density estimates for the law of each component of the solution to a one-dimensional fully coupled forward-backward SDE (FBSDE). Our approach rel…
Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs
Evelina Shamarova, Rui Sá Pereira
We obtain an existence and uniqueness theorem for fully coupled forward-backward SDEs (FBSDEs) with jumps via the classical solution to the associated quasilinear parabolic partial…
Classical solution to a multidimensional stochastic Burgers equation via forward-backward SDEs
Alberto Ohashi, Evelina Shamarova
In this paper, we address the problem of existence and uniqueness of a global classical solution to a multidimensional stochastic Burgers equation without gradient-type assumptions…