Mykhaylo Shkolnikov

Source: Scopus
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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

228 Citations
10 h-Index
25 Article

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., Jan 1 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., 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 › 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
12 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 › peer-review
3 Scopus citations

Large Scale Behavior of Interacting Particle Systems

Investigation of Interacting Particle Systems by Stochastic Analysis Methods

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

Intertwinings of beta-Dyson Brownian motions of different dimensions