Mykhaylo Shkolnikov

Finance · 2011–2020

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 42 citations into it; #6,830 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 16 citations into it
• Mathematical Physics — 13 citations into it; #5,952 of 8,562 by trust here, #7,431 by citations
• Applied Mathematics — 12 citations into it
• Statistics and Probability — 10 citations into it
• Management Science and Operations Research — 8 citations into it
• Numerical Analysis — 5 citations into it
• Statistical and Nonlinear Physics — 5 citations into it

Whom Mykhaylo Shkolnikov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Adrian Banner
2. Tomoyuki Ichiba
3. Ioannis Karatzas
4. Daniel Lacker
5. Duncan J. Watts
6. Dario Trevisan
7. Alessio Figalli
8. Robert Fernholz
9. Luigi Ambrosio
10. René A. Carmona

Who trusts Mykhaylo Shkolnikov overall

1. Ben M. Hambly

Papers from Mykhaylo Shkolnikov's perspective

Ordered by how strongly the researchers Mykhaylo Shkolnikov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Markov Processes: Characterization and Convergence
2. Atlas models of equity markets
3. Dyson's Brownian motions, intertwining and interlacing
4. Local times of ranked continuous semimartingales
5. The concentration of measure phenomenon
6. Ordinary Differential Equations
7. ONE-DIMENSIONAL BROWNIAN PARTICLE SYSTEMS WITH RANK DEPENDENT DRIFTS
8. Transport equation and Cauchy problem for BV vector fields
9. Stochastic Portfolio Theory
10. Stochastic Portfolio Theory: an Overview

Their papers

• Strong solutions of stochastic equations with rank-based coefficients (2011) — 72 citations
• Superposition and mimicking theorems for conditional McKean–Vlasov equations (2020) — 56 citations
• Particle systems with singular interaction through hitting times: Application in systemic risk modeling (2017) — 76 citations
• Systems of Brownian particles with asymmetric collisions (2012) — 56 citations
• Convergence rates for rank-based models with applications to portfolio theory (2011) — 63 citations