Belopol'skaya Yana Isaevna

Publications in Math-Net.Ru

1. Investment optimization in the Heston model
   
   Zap. Nauchn. Sem. POMI, 526 (2023),  29–51
2. Stochastic model of the Cauchy–Robin problem for systems of nonlinear parabolic equations
   
   Zap. Nauchn. Sem. POMI, 515 (2022),  39–71
3. Probabilistic Interpretation of the Vanishing Viscosity Method for Systems of Conservation and Balance Laws
   
   Mat. Zametki, 109:3 (2021),  338–351
4. Systems of nonlinear backward and forward Kolmogorov equations: generalized solutions
   
   Teor. Veroyatnost. i Primenen., 66:1 (2021),  20–54
5. Stochastic model of the Cauchy–Neumann problem for nonlinear parabolic equations
   
   Zap. Nauchn. Sem. POMI, 505 (2021),  38–61
6. Chemotaxis stochastic model for two populations
   
   Zap. Nauchn. Sem. POMI, 495 (2020),  37–63
7. Markov processes and magneto-hydrodynamic systems
   
   Zap. Nauchn. Sem. POMI, 486 (2019),  7–34
8. Stochastic models of chemotaxis processes
   
   Zap. Nauchn. Sem. POMI, 474 (2018),  7–27
9. Probabilistic Models of the Dynamics of the Growth of Cells under Contact Inhibition
   
   Mat. Zametki, 101:3 (2017),  346–358
10. Stochastic interpretation of the MHD-Burgers system
    
    Zap. Nauchn. Sem. POMI, 466 (2017),  7–29
11. Stochastic interpretation of quasilinear parabolic systems with cross-diffusion
    
    Teor. Veroyatnost. i Primenen., 61:2 (2016),  268–299
12. Probabilistic models of parabolic conservation and balance laws and systems with switching regimes
    
    Zap. Nauchn. Sem. POMI, 454 (2016),  5–42
13. Probabilistic representations and numerical algorithms to construct classical and viscosity solutions of the Cauchy problem for systems of quasilinear parabolic equations
    
    Zap. Nauchn. Sem. POMI, 442 (2015),  18–47
14. A stochastic model for the Lotka–Volterra system with cross-diffusion
    
    Zap. Nauchn. Sem. POMI, 431 (2014),  9–36
15. Forward-backward stochastic differential equations associated with systems of quasilinear parabolic equations and comparison theorems
    
    Zap. Nauchn. Sem. POMI, 412 (2013),  15–46
16. Probabilistic approach to viscosity solutions of the Cauchy problem for systems of fully nonlinear parabolic equations
    
    Zap. Nauchn. Sem. POMI, 396 (2011),  31–66
17. The Cauchy Problem for the Wave Equation with Lévy Laplacian
    
    Mat. Zametki, 87:6 (2010),  803–813
18. Probabilistic approach to a free boundary problem and American option procing
    
    Zap. Nauchn. Sem. POMI, 384 (2010),  40–77
19. Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics
    
    Zap. Nauchn. Sem. POMI, 368 (2009),  20–52
20. Arbitrage-free option prices on global markets
    
    Zap. Nauchn. Sem. POMI, 361 (2008),  5–28
21. Jump processes in $Q_p$ associated with nonlinear pseudo-differential equations
    
    Zap. Nauchn. Sem. POMI, 351 (2007),  5–37
22. A probabilistic approach to a solution of nonlinear parabolic equations
    
    Teor. Veroyatnost. i Primenen., 49:4 (2004),  625–652
23. Generalized solutions of nonlinear parabolic systems and vanishing viscosity method
    
    Zap. Nauchn. Sem. POMI, 311 (2004),  7–39
24. Characterization of Elliptic Distributions
    
    Zap. Nauchn. Sem. POMI, 294 (2002),  19–28
25. Nonlinear equations in diffusion theory
    
    Zap. Nauchn. Sem. POMI, 278 (2001),  15–35
26. Smooth diffusion measures and their transformations
    
    Zap. Nauchn. Sem. POMI, 260 (1999),  31–49
27. Probabilistic representation of solutions to boundaryvalue problems for hydrodynamics equations
    
    Zap. Nauchn. Sem. POMI, 249 (1997),  77–101
28. Parabolic equations in sections of principal bundles
    
    Algebra i Analiz, 2:5 (1990),  80–100
29. Itô equations and differential geometry
    
    Uspekhi Mat. Nauk, 37:3(225) (1982),  95–142
30. On a class of stochastic equations with partial derivatives
    
    Teor. Veroyatnost. i Primenen., 27:3 (1982),  551–559
31. Markov processes connected with nonlinear parabolic systems
    
    Dokl. Akad. Nauk SSSR, 250:3 (1980),  521–524
32. An investigation of the Oauchy problem for a non-linear parabolic system by means of operator-valued multiplicative functionals of Markov random processes
    
    Zap. Nauchn. Sem. LOMI, 96 (1980),  23–29
33. On the first boundary value problem for a system of quasilinear elliptic equations
    
    Zap. Nauchn. Sem. LOMI, 96 (1980),  13–22
34. Study of the Cauchy problem for quasilinear parabolic systems using Markov random processes
    
    Izv. Vyssh. Uchebn. Zaved. Mat., 1978, no. 12,  6–17
35. Diffusion processes in smooth Banach spaces and manifolds. I
    
    Tr. Mosk. Mat. Obs., 37 (1978),  107–141
36. О стохастических моделях и методе пересчета толубинского в линейной теории переноса
    
    TVT, 11:5 (1973),  1017–1024


37. Sessions of the Petrovskii Seminar on differential equations and mathematical problems of physics
    
    Uspekhi Mat. Nauk, 33:5(203) (1978),  209–217