Concepedia
Statistics
Publications
19
Citations
515
H-Index
14
Active since
2009
Affiliations
Princeton University(Current)
Stanford University
Columbia University
Illinois Institute of Technology
University of California, Berkeley
Mykhaylo Shkolnikov is an author at Princeton University specializing in stochastic calculus, probability theory, and engineering.
Top concepts
Stochastic CalculusEngineeringProbabilityStatisticsStochastic ProcessesFinancePhysicsBusinessBrownian MotionStochastic Analysis
Publications per year
2009–2022
Strong solutions of stochastic equations with rank-based coefficients
Tomoyuki Ichiba, Ioannis Karatzas, Mykhaylo Shkolnikov · Probability Theory and Related Fields · 2012 · 62 citations · Full text
Strong Solutions, Stochastic Differential Equation, Stochastic Calculus +1
Large systems of diffusions interacting through their ranks
Mykhaylo Shkolnikov · Stochastic Processes and their Applications · 2012 · 58 citations
Diffusion Process, Diffusion-based Modeling, Anomalous Diffusion +1
Convergence rates for rank-based models with applications to portfolio theory
Tomoyuki Ichiba, Soumik Pal, Mykhaylo Shkolnikov · Probability Theory and Related Fields · 2012 · 51 citations · Full text
Low-rank Approximation, Portfolio Optimization, Asset Pricing +8
Multilevel Dyson Brownian motions via Jack polynomials
Vadim Gorin, Mykhaylo Shkolnikov · Probability Theory and Related Fields · 2014 · 44 citations · Full text
Integrable Probability, Jack Polynomials, Brownian Motion
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness
François Delarue, Sergey Nadtochiy, Mykhaylo Shkolnikov · Probability and Mathematical Physics · 2022 · 36 citations · Full text
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