Projects per year
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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.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Probabilistic approach to singular free boundary problems and applications
NSF - National Science Foundation
7/1/21 → 6/30/24
Project: Research project
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Large Scale Behavior of Interacting Particle Systems
NSF - National Science Foundation
7/1/18 → 6/30/21
Project: Research project
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Investigation of Interacting Particle Systems by Stochastic Analysis Methods
NSF - National Science Foundation
7/1/15 → 6/30/18
Project: Research project
Research output
- 30 Article
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CONVERGENCE OF A TIME-STEPPING SCHEME TO THE FREE BOUNDARY IN THE SUPERCOOLED STEFAN PROBLEM
Kaushansky, V., Reisinger, C., Shkolnikov, M. & Song, Z. Q., Feb 2023, In: Annals of Applied Probability. 33, 1, p. 274-298 25 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Stefan problem with surface tension: global existence of physical solutions under radial symmetry
Nadtochiy, S. & Shkolnikov, M., Oct 2023, In: Probability Theory and Related Fields. 187, 1-2, p. 385-422 38 p.Research output: Contribution to journal › Article › peer-review
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Zero kinetic undercooling limit in the supercooled Stefan problem
Baker, G. & Shkolnikov, M., May 2022, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 58, 2, p. 861-871 11 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
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
7 Scopus citations -
INVERTING THE MARKOVIAN PROJECTION, WITH AN APPLICATION TO LOCAL STOCHASTIC VOLATILITY MODELS
Lacker, D., Shkolnikov, M. & Zhang, J., Sep 2020, In: Annals of Probability. 48, 5, p. 2189-2211 23 p.Research output: Contribution to journal › Article › peer-review
Open Access7 Scopus citations