• 201 Citations
  • 9 h-Index
20092019

Research output per year

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Projects

Research Output

  • 201 Citations
  • 9 h-Index
  • 24 Article

Dynamics of observables in rank-based models and performance of functionally generated portfolios

Almada Monter, S. A., Shkolnikov, M. & Zhang, J., Jan 1 2019, In : Annals of Applied Probability. 29, 5, p. 2849-2883 35 p.

Research output: Contribution to journalArticle

  • Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

    Gaudreau Lamarre, P. Y. & Shkolnikov, M., Jan 1 2019, In : Annales de l'institut Henri Poincare (B) Probability and Statistics. 55, 3, p. 1402-1438 37 p.

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    Particle systems with singular interaction through hitting times: Application in systemic risk modeling

    Nadtochiy, S. & Shkolnikov, M., Feb 2019, In : Annals of Applied Probability. 29, 1, p. 89-129 41 p.

    Research output: Contribution to journalArticle

  • 10 Scopus citations

    Intertwinings of beta-Dyson Brownian motions of different dimensions

    Ramanan, K. & Shkolnikov, M., May 2018, In : Annales de l'institut Henri Poincare (B) Probability and Statistics. 54, 2, p. 1152-1163 12 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations

    Spde limit of the global fluctuations in rank-based models

    Kolli, P. & Shkolnikov, M., Mar 1 2018, In : Annals of Probability. 46, 2, p. 1042-1069 28 p.

    Research output: Contribution to journalArticle

  • 5 Scopus citations