Mykhaylo Shkolnikov

Source: Scopus
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Large Scale Behavior of Interacting Particle Systems
Shkolnikov, M.
NSF - National Science Foundation
7/1/18 → 6/30/21
Project: Research project
Probabilistic approach to singular free boundary problems and applications
Shkolnikov, M.
NSF - National Science Foundation
7/1/21 → 6/30/24
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

239 Citations
11 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
1 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
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
14 Scopus citations