Mykhaylo Shkolnikov

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Soumik PalUniversity of Washington SeattlePreverjeni e-poštni naslov na uw.edu
Sergey NadtochiyIllinois Institute of TechnologyPreverjeni e-poštni naslov na iit.edu
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityPreverjeni e-poštni naslov na columbia.edu
Vadim GorinUC BerkeleyPreverjeni e-poštni naslov na berkeley.edu
ofer zeitouniWeizmann Institute and New York UniversityPreverjeni e-poštni naslov na weizmann.ac.il
Daniel LackerColumbia UniversityPreverjeni e-poštni naslov na columbia.edu
Levon AvanesyanPh.D. in Operations Research and Financial Engineering, Princeton UniversityPreverjeni e-poštni naslov na alumni.princeton.edu
Simone FarinelliCore Dynamics GmbHPreverjeni e-poštni naslov na coredynamics.ch
Miklos Z. RaczNorthwestern UniversityPreverjeni e-poštni naslov na northwestern.edu
Albert ShiryaevSenior researcher, Steklov mathematical institutePreverjeni e-poštni naslov na mi.ras.ru
Praveen KolliStaff Machine Learning Engineer @ DoorDashPreverjeni e-poštni naslov na columbia.edu
Stefan GerholdProfessor, TU WienPreverjeni e-poštni naslov na fam.tuwien.ac.at
Kavita RamananBrown UniversityPreverjeni e-poštni naslov na brown.edu
Sergio Angel Almada MonterStatistics and Operations Research, UNC Chapel HillPreverjeni e-poštni naslov na email.unc.edu
David AldousEmeritus Professor of Statistics, U.C. BerkeleyPreverjeni e-poštni naslov na stat.berkeley.edu

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Mykhaylo Shkolnikov

Princeton University

Preverjeni e-poštni naslov na princeton.edu - Domača stran

Probability Theory Mathematical Finance Mathematical Physics Partial Differential Equations


Naslov Razvrsti po navedbah Razvrsti po letniku Razvrsti po naslovu	Navedeno Navedeno	Leto
Particle systems with singular interaction through hitting times: application in systemic risk modeling S Nadtochiy, M Shkolnikov Annals of Applied Probability 29 (1), 89-129, 2019	86	2019
Strong solutions of stochastic equations with rank-based coefficients T Ichiba, I Karatzas, M Shkolnikov Probability Theory and Related Fields 156 (1), 229-248, 2013	82	2013
Large systems of diffusions interacting through their ranks M Shkolnikov Stochastic Processes and their Applications 122 (4), 1730-1747, 2012	75	2012
Convergence rates for rank-based models with applications to portfolio theory T Ichiba, S Pal, M Shkolnikov Probability Theory and Related Fields 156 (1), 415-448, 2013	60	2013
Mean field systems on networks, with singular interaction through hitting times S Nadtochiy, M Shkolnikov Annals of Probability 48 (3), 1520-1556, 2020	57	2020
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness F Delarue, S Nadtochiy, M Shkolnikov Probability and Mathematical Physics 3 (1), 171-213, 2022	50	2022
Systems of Brownian particles with asymmetric collisions I Karatzas, S Pal, M Shkolnikov Annales de l’Institut Henri Poincaré 52 (1), 323-354, 2016	50*	2016
Multilevel Dyson Brownian motions via jack polynomials V Gorin, M Shkolnikov Probability Theory and Related Fields 163 (3), 413-463, 2015	50	2015
Competing particle systems evolving by interacting Lévy processes M Shkolnikov Annals of Applied Probability 21 (5), 1911-1932, 2011	50	2011
Large deviations for diffusions interacting through their ranks A Dembo, M Shkolnikov, SRS Varadhan, O Zeitouni Communications on Pure and Applied Mathematics 69 (7), 1259-1313, 2016	48*	2016
Superposition and mimicking theorems for conditional McKean–Vlasov equations D Lacker, M Shkolnikov, J Zhang Journal of the European Mathematical Society 25 (8), 3229-3288, 2022	44	2022
Stochastic Airy semigroup through tridiagonal matrices V Gorin, M Shkolnikov Annals of Probability 46 (4), 2287-2344, 2018	42	2018
Inverting the Markovian projection, with an application to local stochastic volatility models D Lacker, M Shkolnikov, J Zhang Annals of Probability 48 (5), 2189-2211, 2020	36	2020
Concentration of measure for Brownian particle systems interacting through their ranks S Pal, M Shkolnikov Annals of Applied Probability 24 (4), 1482-1508, 2014	35*	2014
Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations M Shkolnikov, R Sircar, T Zariphopoulou SIAM Journal on Financial Mathematics 7 (1), 588-618, 2016	34	2016
Intertwining diffusions and wave equations S Pal, M Shkolnikov arXiv preprint arXiv:1306.0857, 2013	32	2013
Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem L Avanesyan, M Shkolnikov, R Sircar Finance and Stochastics, 2018	25*	2018
Multidimensional sticky Brownian motions as limits of exclusion processes MZ Rácz, M Shkolnikov Annals of Applied Probability 25 (3), 1155-1188, 2015	25	2015
Limits of multilevel TASEP and similar processes V Gorin, M Shkolnikov Annales de l'IHP Probabilités et statistiques 51 (1), 18-27, 2015	23	2015
SPDE limit of the global fluctuations in rank-based models P Kolli, M Shkolnikov The Annals of Probability 46 (2), 1042-1069, 2018	22	2018

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