Persons: Belopol'skaya, Yana Isaevna

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Belopol'skaya, Yana Isaevna

Statistics Math-Net.Ru
Total publications:	37
Scientific articles:	36
Presentations:	28

Number of views:
This page:	5097
Abstract pages:	9545
Full texts:	3878
References:	1019

Professor

Doctor of physico-mathematical sciences, Doctor of technical sciences (1990)

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:

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

https://www.mathnet.ru/eng/person22911

List of publications on Google Scholar

List of publications on ZentralBlatt

https://mathscinet.ams.org/mathscinet/MRAuthorID/206730

	Publications in Math-Net.Ru	Citations
	2023
1.	Ya. I. Belopolskaya, A. A. Chubatov, “Investment optimization in the Heston model”, Zap. Nauchn. Sem. POMI, 526 (2023), 29–51
	2022
2.	Ya. I. Belopolskaya, “Stochastic model of the Cauchy–Robin problem for systems of nonlinear parabolic equations”, Zap. Nauchn. Sem. POMI, 515 (2022), 39–71
	2021
3.	Ya. I. Belopol'skaya, “Probabilistic Interpretation of the Vanishing Viscosity Method for Systems of Conservation and Balance Laws”, Mat. Zametki, 109:3 (2021), 338–351 ; Math. Notes, 109:3 (2021), 347–357	2
4.	Ya. I. Belopol'skaya, “Systems of nonlinear backward and forward Kolmogorov equations: generalized solutions”, Teor. Veroyatnost. i Primenen., 66:1 (2021), 20–54 ; Theory Probab. Appl., 66:1 (2021), 15–43	1
5.	Ya. I. Belopolskaya, “Stochastic model of the Cauchy–Neumann problem for nonlinear parabolic equations”, Zap. Nauchn. Sem. POMI, 505 (2021), 38–61	1
	2020
6.	Ya. I. Belopolskaya, E. I. Nemchenko, “Chemotaxis stochastic model for two populations”, Zap. Nauchn. Sem. POMI, 495 (2020), 37–63
	2019
7.	Ya. I. Belopolskaya, “Markov processes and magneto-hydrodynamic systems”, Zap. Nauchn. Sem. POMI, 486 (2019), 7–34
	2018
8.	Ya. I. Belopolskaya, “Stochastic models of chemotaxis processes”, Zap. Nauchn. Sem. POMI, 474 (2018), 7–27	1
	2017
9.	Ya. I. Belopol'skaya, “Probabilistic Models of the Dynamics of the Growth of Cells under Contact Inhibition”, Mat. Zametki, 101:3 (2017), 346–358 ; Math. Notes, 101:3 (2017), 406–416	4
10.	Ya. I. Belopolskaya, A. O. Stepanova, “Stochastic interpretation of the MHD-Burgers system”, Zap. Nauchn. Sem. POMI, 466 (2017), 7–29	7
	2016
11.	Ya. I. Belopol'skaya, “Stochastic interpretation of quasilinear parabolic systems with cross-diffusion”, Teor. Veroyatnost. i Primenen., 61:2 (2016), 268–299 ; Theory Probab. Appl., 61:2 (2017), 208–234	9
12.	Ya. I. Belopolskaya, “Probabilistic models of parabolic conservation and balance laws and systems with switching regimes”, Zap. Nauchn. Sem. POMI, 454 (2016), 5–42 ; J. Math. Sci. (N. Y.), 229:6 (2018), 601–625	5
	2015
13.	Ya. I. Belopolskaya, E. I. Nemchenko, “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 ; J. Math. Sci. (N. Y.), 225:5 (2017), 733–750	1
	2014
14.	Ya. I. Belopolskaya, “A stochastic model for the Lotka–Volterra system with cross-diffusion”, Zap. Nauchn. Sem. POMI, 431 (2014), 9–36 ; J. Math. Sci. (N. Y.), 214:4 (2016), 425–442	3
	2013
15.	Ya. I. Belopolskaya, “Forward-backward stochastic differential equations associated with systems of quasilinear parabolic equations and comparison theorems”, Zap. Nauchn. Sem. POMI, 412 (2013), 15–46 ; J. Math. Sci. (N. Y.), 204:1 (2015), 7–27	3
	2011
16.	Ya. I. Belopolskaya, W. A. Woyczynski, “Probabilistic approach to viscosity solutions of the Cauchy problem for systems of fully nonlinear parabolic equations”, Zap. Nauchn. Sem. POMI, 396 (2011), 31–66 ; J. Math. Sci. (N. Y.), 188:6 (2013), 655–672	4
	2010
17.	S. A. Albeverio, Ya. I. Belopol'skaya, M. N. Feller, “The Cauchy Problem for the Wave Equation with Lévy Laplacian”, Mat. Zametki, 87:6 (2010), 803–813 ; Math. Notes, 87:6 (2010), 787–796	4
18.	Ya. I. Belopolskaya, M. M. Romadanova, “Probabilistic approach to a free boundary problem and American option procing”, Zap. Nauchn. Sem. POMI, 384 (2010), 40–77 ; J. Math. Sci. (N. Y.), 176:2 (2011), 124–145
	2009
19.	Ya. I. Belopolskaya, “Probabilistic approach to solution of nonlinear PDEs arising in financial mathematics”, Zap. Nauchn. Sem. POMI, 368 (2009), 20–52 ; J. Math. Sci. (N. Y.), 167:4 (2010), 444–460
	2008
20.	Ya. Belopol'skaya, S. Filimonova, “Arbitrage-free option prices on global markets”, Zap. Nauchn. Sem. POMI, 361 (2008), 5–28 ; J. Math. Sci. (N. Y.), 159:3 (2009), 281–294
	2007
21.	S. A. Albeverio, Ya. I. Belopol'skaya, “Jump processes in $Q_p$ associated with nonlinear pseudo-differential equations”, Zap. Nauchn. Sem. POMI, 351 (2007), 5–37 ; J. Math. Sci. (N. Y.), 152:6 (2008), 799–816
	2004
22.	Ya. I. Belopol'skaya, “A probabilistic approach to a solution of nonlinear parabolic equations”, Teor. Veroyatnost. i Primenen., 49:4 (2004), 625–652 ; Theory Probab. Appl., 49:4 (2005), 589–611	3
23.	Ya. I. Belopol'skaya, “Generalized solutions of nonlinear parabolic systems and vanishing viscosity method”, Zap. Nauchn. Sem. POMI, 311 (2004), 7–39 ; J. Math. Sci. (N. Y.), 133:3 (2006), 1207–1223	3
	2002
24.	Ya. I. Belopol'skaya, V. È. Volkovich, L. B. Klebanov, “Characterization of Elliptic Distributions”, Zap. Nauchn. Sem. POMI, 294 (2002), 19–28 ; J. Math. Sci. (N. Y.), 127:1 (2005), 1682–1686	3
	2001
25.	Ya. I. Belopol'skaya, “Nonlinear equations in diffusion theory”, Zap. Nauchn. Sem. POMI, 278 (2001), 15–35 ; J. Math. Sci. (N. Y.), 118:6 (2003), 5513–5524	2
	1999
26.	Ya. I. Belopol'skaya, “Smooth diffusion measures and their transformations”, Zap. Nauchn. Sem. POMI, 260 (1999), 31–49 ; J. Math. Sci. (New York), 109:6 (2002), 2047–2060	3
	1997
27.	Ya. I. Belopol'skaya, “Probabilistic representation of solutions to boundaryvalue problems for hydrodynamics equations”, Zap. Nauchn. Sem. POMI, 249 (1997), 77–101 ; J. Math. Sci. (New York), 101:5 (2000), 3422–3436	2
	1990
28.	Ya. I. Belopol'skaya, “Parabolic equations in sections of principal bundles”, Algebra i Analiz, 2:5 (1990), 80–100 ; Leningrad Math. J., 2:5 (1991), 1003–1022
	1982
29.	Ya. I. Belopol'skaya, Yu. L. Daletskii, “Itô equations and differential geometry”, Uspekhi Mat. Nauk, 37:3(225) (1982), 95–142 ; Russian Math. Surveys, 37:3 (1982), 109–163	19
30.	Ya. I. Belopol'skaya, Z. I. Nagolkina, “On a class of stochastic equations with partial derivatives”, Teor. Veroyatnost. i Primenen., 27:3 (1982), 551–559 ; Theory Probab. Appl., 27:3 (1983), 592–600	3
	1980
31.	Ya. I. Belopol'skaya, Yu. L. Daletskii, “Markov processes connected with nonlinear parabolic systems”, Dokl. Akad. Nauk SSSR, 250:3 (1980), 521–524	3
32.	Ya. I. Belopol'skaya, Yu. L. Daletskii, “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 ; J. Soviet Math., 21:5 (1983), 653–657	3
33.	Ya. I. Belopol'skaya, “On the first boundary value problem for a system of quasilinear elliptic equations”, Zap. Nauchn. Sem. LOMI, 96 (1980), 13–22 ; J. Soviet Math., 21:5 (1983), 645–652
	1978
34.	Ya. I. Belopol'skaya, Yu. L. Daletskii, “Study of the Cauchy problem for quasilinear parabolic systems using Markov random processes”, Izv. Vyssh. Uchebn. Zaved. Mat., 1978, no. 12, 6–17 ; Soviet Math. (Iz. VUZ), 22:12 (1978), 1–10	12
35.	Ya. I. Belopol'skaya, Yu. L. Daletskiĭ, “Diffusion processes in smooth Banach spaces and manifolds. I”, Tr. Mosk. Mat. Obs., 37 (1978), 107–141	4
	1973
36.	Ya. I. Belopol'skaya, O. A. Grechaniy, “О стохастических моделях и методе пересчета толубинского в линейной теории переноса”, TVT, 11:5 (1973), 1017–1024

	1978
37.	Yu. I. Manin, I. M. Krichever, S. P. Novikov, Ya. I. Belopol'skaya, Yu. L. Daletskii, O. I. Bogoyavlenskii, F. A. Berezin, E. S. Fradkin, E. A. Novikov, Yu. B. Sedov, A. E. Ordanovich, R. Finn, S. I. Andersson, “Sessions of the Petrovskii Seminar on differential equations and mathematical problems of physics”, Uspekhi Mat. Nauk, 33:5(203) (1978), 209–217

Presentations in Math-Net.Ru

1.	Forward and backward nonlinear Kolmogorov equations for diffusion processes Ya. I. Belopol'skaya 9th International Conference on Stochastic Methods June 4, 2024 17:30
2.	Probabilistic models of fully nonlinear second order PDEs Ya. I. Belopol'skaya III International Conference “Mathematical Physics, Dynamical Systems, Infinite-Dimensional Analysis”, dedicated to the 100th anniversary of V.S. Vladimirov, the 100th anniversary of L.D. Kudryavtsev and the 85th anniversary of O.G. Smolyanov July 10, 2023 16:10
3.	Стохастические модели законов сохранения и баланса в системах с диссипацией Ya. I. Belopol'skaya Principle Seminar of the Department of Probability Theory, Moscow State University October 27, 2021 16:45
4.	Regular and singular systems of nonlinear forward Kolmogorov equations Ya. I. Belopolskaya Mathematical Physics, Dynamical Systems and Infinite-Dimensional Analysis – 2021 July 7, 2021 16:15
5.	Вероятностная интерпретация параболических законов сохранения и баланса Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics September 25, 2020 18:00
6.	Представления типа Фейнмана–Каца для решений систем нелинейных параболических уравнений Ya. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics February 15, 2019 18:00
7.	Stochastic processes associated with systems of nonlinear parabolic equations Ya. I. Belopol'skaya Principle Seminar of the Department of Probability Theory, Moscow State University November 28, 2018 16:45
8.	Линейные и нелинейные марковские процессы, СДУ и нелинейные уравнения Колмогорова Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics February 16, 2018 18:00
9.	Вероятностные модели законов сохранения и баланса Ya. I. Belopol'skaya Differential equations, analysis and control: theory and applications October 23, 2017 18:25
10.	Стохастическая интерпретация модельной системы уравнений магнитогидродинамики Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics April 21, 2017 18:00
11.	Вероятностная интерпретация параболических законов сохранения и баланса в системах с переключениями режимов Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics October 21, 2016 18:00
12.	Stochastic interpretation of quasilinear parabolic systems Ya. I. Belopol'skaya Principle Seminar of the Department of Probability Theory, Moscow State University May 11, 2016 16:45
13.	Вероятностная интерпретация различных классов решений задачи Коши для нелинейных параболических уравнений и систем Ya. I. Belopol'skaya Seminar of Chebyshev Laboratory on Probability Theory April 22, 2016 16:00
14.	Вероятностная интерпретация обобщенных решений задачи Коши для систем параболических уравнений с кросс-диффузией Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics April 15, 2016 18:00
15.	Вероятностная интерпретация обобщенных решений задачи Коши для параболических систем с кросс-диффузией Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics November 6, 2015 18:00
16.	Probabilistic representations of classical and generalized Cauchy problem solutions for quasilinear systems of parabolic equations Ya. I. Belopol'skaya Principle Seminar of the Department of Probability Theory, Moscow State University December 17, 2014 16:45
17.	Марковские процессы, ассоциированные с системами нелинейных параболических уравнений Ya. I. Belopol'skaya Dobrushin Mathematics Laboratory Seminar December 16, 2014 16:00
18.	Main concepts of financial mathematics in 20–21-th centuries Ya. I. Belopol'skaya Seminar on the History of Mathematics December 4, 2014 18:00
19.	Марковские процессы, моделирующие рост популяций клеток при контактном ингибировании Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics October 24, 2014 18:00
20.	Markov processes in the theory of nonlinear parabolic equations and systems Ya. I. Belopol'skaya St. Petersburg Seminar on Representation Theory and Dynamical Systems October 1, 2014 17:00
21.	Вероятностные модели хемотаксиса Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics November 15, 2013 18:00
22.	Марковские процессы, мультипликативные операторные функционалы и их связь с классическими и неклассическими решениями задачи Коши для систем нелинейных параболических уравнений Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics April 26, 2013 18:00
23.	Прямые и обратные стохастические уравнения и вязкостные решения сильно нелинейных систем параболических уравнений Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics November 30, 2012 18:00
24.	Вероятностный подход к решению задачи Коши для систем параболических уравнений Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics December 16, 2011 18:00
25.	Вероятностные подходы к решению краевых задач для нелинейных систем параболических уравнений Ya. I. Belopol'skaya Seminar on Probability Theory and Mathematical Statistics May 6, 2011 18:00
26.	Вероятностные модели финансовых рынков и расчет безарбитражных цен опционов (продолжение) Ya. I. Belopol'skaya Seminar on Stochastics December 17, 2010 15:30
27.	Вероятностные модели финансовых рынков и расчет безарбитражных цен опционов Ya. I. Belopol'skaya Seminar on Stochastics December 10, 2010 15:30
28.	Вероятностный подход к построению слабых решений системы уравнений Навье–Стокса Ya. I. Belopol'skaya Seminar of the Department of Mathematical Physics, Steklov Mathematical Institute of RAS December 13, 2007 11:00

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