Mykhaylo Shkolnikov

Available identifiers

zbMath Open shkolnikov.mykhayloMaRDI QIDQ246808

List of research outcomes

Publication	Date of Publication	Type
Deep level-set method for Stefan problems	2024-04-17	Paper
Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem	2024-04-12	Paper
Stefan problem with surface tension: global existence of physical solutions under radial symmetry	2023-09-08	Paper
Superposition and mimicking theorems for conditional McKean-Vlasov equations	2023-07-20	Paper
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem	2023-06-05	Paper
Stefan problem with surface tension: uniqueness of physical solutions under radial symmetry	2023-06-05	Paper
Well-posedness of the supercooled Stefan problem with oscillatory initial conditions	2023-02-25	Paper
Zero kinetic undercooling limit in the supercooled Stefan problem	2022-07-15	Paper
Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness	2022-05-16	Paper
A singular two-phase Stefan problem and particles interacting through their hitting times	2022-03-11	Paper
Inverting the Markovian projection, with an application to local stochastic volatility models	2020-11-24	Paper
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem	2020-11-11	Paper
Mean field systems on networks, with singular interaction through hitting times	2020-07-31	Paper
Dynamics of observables in rank-based models and performance of functionally generated portfolios	2020-01-22	Paper
Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions	2019-11-20	Paper
Particle systems with singular interaction through hitting times: application in systemic risk modeling	2019-03-20	Paper
Stochastic Airy semigroup through tridiagonal matrices	2018-08-16	Paper
Intertwinings of beta-Dyson Brownian motions of different dimensions	2018-06-29	Paper
SPDE limit of the global fluctuations in rank-based models	2018-04-24	Paper
Interacting particle systems at the edge of multilevel Dyson Brownian motions	2016-10-21	Paper
Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations	2016-09-28	Paper
Large Deviations for Diffusions Interacting Through Their Ranks	2016-06-16	Paper
Small time central limit theorems for semimartingales with applications	2016-04-27	Paper
Systems of Brownian particles with asymmetric collisions	2016-03-04	Paper
Multilevel Dyson Brownian motions via Jack polynomials	2015-11-18	Paper
Multidimensional sticky Brownian motions as limits of exclusion processes	2015-05-29	Paper
A construction of infinite Brownian particle systems	2015-04-23	Paper
Limits of multilevel TASEP and similar processes	2015-03-09	Paper
Concentration of measure for Brownian particle systems interacting through their ranks	2014-08-06	Paper
Some universal estimates for reversible Markov chains	2014-01-17	Paper
Fluctuations of martingales and winning probabilities of game contestants	2014-01-17	Paper
Time-reversal of reflected Brownian motions in the orthant	2013-07-16	Paper
Convergence rates for rank-based models with applications to portfolio theory	2013-06-19	Paper
Strong solutions of stochastic equations with rank-based coefficients	2013-06-19	Paper
Intertwining diffusions and wave equations	2013-06-04	Paper
Large deviations for interacting Bessel-like processes and applications to systemic risk	2013-03-12	Paper
Large volatility-stabilized markets	2012-11-15	Paper
On the one-sided tanaka equation with drift	2012-06-22	Paper
Large systems of diffusions interacting through their ranks	2012-06-01	Paper
On a non-linear transformation between Brownian martingales	2012-05-14	Paper
Competing particle systems evolving by interacting Lévy processes	2012-01-04	Paper
Competing particle systems evolving by I.I.D. Increments	2009-11-20	Paper
Metastability in the generalized Hopfield model with finitely many patterns	2009-03-17	Paper

Research outcomes over time

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