Mykhaylo Shkolnikov
Professor
Address:
6128 Wean Hall
Department of Mathematical Sciences
一本道无码
5000 Forbes Avenue
Pittsburgh, PA 15213
412-268-2545
Education
Ph.D., Stanford University
Postdoctoral Appointments:
- Department of Statistics, UC Berkeley
- Mathematical Sciences Research Institute, Berkeley
Awards
- Early Career Prize by the Activity Group on Financial Mathematics & Engineering at the Society for Industrial and Applied Mathematics (SIAM)
- Erlang Prize by the Applied Probability Society of the Institute for Operations Research and the Management Sciences (INFORMS)
- E. Lawrence Keyes, Jr./Emerson Electric Co. Faculty Advancement Award by the School of Engineering and Applied Science, Princeton University
- Princeton Engineering Commendation List for Outstanding Teaching
Research
At the moment, I am studying interacting particle systems arising in mathematical finance, mathematical physics, and neuroscience using tools from stochastic analysis and PDE/SPDE. More broadly, my interests include a variety of topics in probability theory and PDEs: random operators, integrable probability, models of random growth, concentration of measure, large deviations, and probabilistic approaches to PDEs.
Select Publications
Almada Monter, S. A., Shkolnikov, M., Zhang, J. (2019). . Ann. Appl. Probab. 29, 2849-2883.
Avanesyan, L., Shkolnikov, M., Sircar, R. (2020). . Finance Stoch. 24, 981-1011.
Nadtochiy, S., Shkolnikov, M. (2020). . Ann. Probab. 48, 1520-1556.
Delarue, F., Nadtochiy, S., Shkolnikov, M. (2022). . Probab. Math. Phys. 3, 171-213.
Lacker, D., Shkolnikov, M., Zhang, J. (2020). . Ann. Probab. 48, 2189-2211.
Baker, G., Shkolnikov, M. (2022). . Ann. Inst. Henri Poincaré Probab. Stat. 58, 861-871.
Lacker, D., Shkolnikov, M., Zhang, J. (2023). . J. Eur. Math. Soc. 25, 3229-3288.
Kaushansky, V., Reisinger, C., Shkolnikov, M., Song, Z. Q. (2023). . Ann. Appl. Probab. 33, 274-298.
Nadtochiy, S., Shkolnikov, M., Zhang, X. (2021). . To appear in Ann. Inst. Henri Poincaré Probab. Stat.
Baker, G., Shkolnikov, M. (2022). . Submitted.
Nadtochiy, S., Shkolnikov, M. (2023). . Probab. Theory Related Fields 187, 385-422.
Mustapha, S., Shkolnikov, M. (2023). . Submitted.
Guo, Y., Nadtochiy, S., Shkolnikov, M. (2023). . Submitted.
Shkolnikov, M., Soner, H. M., Tissot-Daguette, V. (2023). . Submitted.