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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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
- 28 Article
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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
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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
4 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
3 Scopus citations -
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
7 Scopus citations -
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