E-LIB Suche - Ergebnisse für: Shkolnikov, Mykhaylo

1

Deep level-set method for Stefan problems:

Shkolnikov, Mykhaylo ; Mete Soner, H. ; Tissot-Daguette, Valentin
Journal of Computational Physics. 503 (2024) - p. 112828 , 2024

Link: https://doi.org/10.1016/..

2

Stefan problem with surface tension: global existence of ph..:

Nadtochiy, Sergey ; Shkolnikov, Mykhaylo
Probability Theory and Related Fields. , 2023

Link: https://doi.org/10.1007/..

3

Superposition and mimicking theorems for conditional McKean..:

Lacker, Daniel ; Shkolnikov, Mykhaylo ; Zhang, Jiacheng
Journal of the European Mathematical Society. 25 (2022) 8 - p. 3229-3288 , 2022

Link: https://doi.org/10.4171/..

4

Construction of a class of forward performance processes in..:

Avanesyan, Levon ; Shkolnikov, Mykhaylo ; Sircar, Ronnie
Finance and Stochastics. 24 (2020) 4 - p. 981-1011 , 2020

Link: https://doi.org/10.1007/..

5

MEAN FIELD SYSTEMS ON NETWORKS, WITH SINGULAR INTERACTION T..:

Nadtochiy, Sergey ; Shkolnikov, Mykhaylo
The Annals of Probability. 48 (2020) 3 - p. 1520-1556 , 2020

Link: https://www.jstor.org/st..

6

INVERTING THE MARKOVIAN PROJECTION, WITH AN APPLICATION TO ..:

Lacker, Daniel ; Shkolnikov, Mykhaylo ; Zhang, Jiacheng
The Annals of Probability. 48 (2020) 5 - p. 2189-2211 , 2020

Link: https://www.jstor.org/st..

7

DYNAMICS OF OBSERVABLES IN RANK-BASED MODELS AND PERFORMANC..:

Monter, Sergio A. Almada ; Shkolnikov, Mykhaylo ; Zhang, Jiacheng
The Annals of Applied Probability. 29 (2019) 5 - p. 2849-2883 , 2019

Link: https://www.jstor.org/st..

8

PARTICLE SYSTEMS WITH SINGULAR INTERACTION THROUGH HITTING ..:

Nadtochiy, Sergey ; Shkolnikov, Mykhaylo
The Annals of Applied Probability. 29 (2019) 1 - p. 89-129 , 2019

Link: https://www.jstor.org/st..

9

STOCHASTIC AIRY SEMIGROUP THROUGH TRIDIAGONAL MATRICES:

Gorin, Vadim ; Shkolnikov, Mykhaylo
The Annals of Probability. 46 (2018) 4 - p. 2287-2344 , 2018

Link: https://www.jstor.org/st..

10

SPDE LIMIT OF THE GLOBAL FLUCTUATIONS IN RANK-BASED MODELS:

Kolli, Praveen ; Shkolnikov, Mykhaylo
The Annals of Probability. 46 (2018) 2 - p. 1042-1069 , 2018

Link: https://www.jstor.org/st..

11

Interacting particle systems at the edge of multilevel Dyso..:

Gorin, Vadim ; Shkolnikov, Mykhaylo
Advances in Mathematics. 304 (2017) - p. 90-130 , 2017

Link: https://doi.org/10.1016/..

12

Asymptotic Analysis of Forward Performance Processes in Inc..:

Shkolnikov, Mykhaylo ; Sircar, Ronnie ; Zariphopoulou, Thaleia
SIAM Journal on Financial Mathematics. 7 (2016) 1 - p. 588-618 , 2016

Link: https://doi.org/10.1137/..

13

Large Deviations for Diffusions Interacting Through Their R..:

Dembo, Amir ; Shkolnikov, Mykhaylo ; Varadhan, S. R. Srinivasa.
Communications on Pure and Applied Mathematics. 69 (2016) 7 - p. 1259-1313 , 2016

Link: https://doi.org/10.1002/..

14

MULTIDIMENSIONAL STICKY BROWNIAN MOTIONS AS LIMITS OF EXCLU..:

Rácz, Miklós Z. ; Shkolnikov, Mykhaylo
The Annals of Applied Probability. 25 (2015) 3 - p. 1155-1188 , 2015

Link: http://www.jstor.org/sta..

15

Small time central limit theorems for semimartingales with ..:

Gerhold, Stefan ; Kleinert, Max ; Porkert, Piet.
Stochastics. 87 (2015) 5 - p. 723-746 , 2015

Link: https://doi.org/10.1080/..