Mykhaylo Shkolnikov

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

Research activity per year

If you made any changes in Pure these will be visible here soon.

Fingerprint

Dive into the research topics where Mykhaylo Shkolnikov is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

6 Similar Profiles

Network

Recent external collaboration on country level. Dive into details by clicking on the dots.

1 Finished
1 Active

Large Scale Behavior of Interacting Particle Systems
Shkolnikov, M.
NSF - National Science Foundation
7/1/18 → 6/30/21
Project: Research project
Investigation of Interacting Particle Systems by Stochastic Analysis Methods
Shkolnikov, M.
NSF - National Science Foundation
7/1/15 → 6/30/18
Project: Research project

233 Citations
10 h-Index
26 Article

Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem
Avanesyan, L., Shkolnikov, M. & Sircar, R., Oct 1 2020, In: Finance and Stochastics. 24, 4, p. 981-1011 31 p.
Research output: Contribution to journal › Article › peer-review
Mean field systems on networks, with singular interaction through hitting times
Nadtochiy, S. & Shkolnikov, M., 2020, In: Annals of Probability. 48, 3, p. 1520-1556 37 p.
Research output: Contribution to journal › Article › peer-review
Dynamics of observables in rank-based models and performance of functionally generated portfolios
Almada Monter, S. A., Shkolnikov, M. & Zhang, J., 2019, In: Annals of Applied Probability. 29, 5, p. 2849-2883 35 p.
Research output: Contribution to journal › Article › peer-review
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
Gaudreau Lamarre, P. Y. & Shkolnikov, M., 2019, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 55, 3, p. 1402-1438 37 p.
Research output: Contribution to journal › Article › peer-review
2 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 journal › Article › peer-review
13 Scopus citations

Large Scale Behavior of Interacting Particle Systems

Investigation of Interacting Particle Systems by Stochastic Analysis Methods

Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem

Mean field systems on networks, with singular interaction through hitting times

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

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

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