Projects per year
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.
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Projects
Large Scale Behavior of Interacting Particle Systems
NSF - National Science Foundation
7/1/18 → 6/30/21
Project: Research project
Investigation of Interacting Particle Systems by Stochastic Analysis Methods
NSF - National Science Foundation
7/1/15 → 6/30/18
Project: Research project
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
5
Scopus
citations