Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 5.09.1943
E-mail: , ,
Keywords: Stochastic differential equationб nonlinear parabolic equations and systems, initial-boundary value problems.

Subject:

Stochastic differential equation theory and applications to nonlinear parabolic equations and systems theory

Main publications:

1. Ya. Belopolskaya, Modern Stochastics and Applications. Part II. Probabilistic counterparts of nonlinear parabolic PDE systems, Springer Optimization and Its Applications, 90, Springer, Berlin, 2014
2. Ya. Belopolskaya, W. Woyczynski, “Generalized solution of the Cauchy problem for systems of nonlinear parabolic equations and diffusion processes”, Stochastics and dynamics, 11:1 (2012), 1–31
3. Ya. Belopolskaya, “Probabilistic approach to solution of nonlinear PDES arising in financial mathematics”, Journal of Mathematical Sciences, 167:4 (2010), 444–460
4. Belopolskaya Ya. I., “Pryamye-obratnye stokhasticheskie uravneniya, svyazannye s sistemami kvazilineinykh parabolicheskikh uravnenii i teoremy sravneniya”, Zapiski nauchn sem. POMI, 412 (2013), 15–46
5. Ya. Belopolskaya, “Arbitrage-free option prices on global markets”, Journal of Mathematical Sciences, 159:3 (2009), 281–294

Publications in Math-Net.Ru

Presentations in Math-Net.Ru

Personal pages:

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Organisations:

• St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
• St. Petersburg State University of Architecture and Civil Engineering