Mykhaylo Shkolnikov

Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations

Ronnie Sircar, Thaleia Zariphopoulou, Mykhaylo Shkolnikov, 2016, SIAM J. Financial Math..

Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem pdf

Christoph Reisinger, Vadim Kaushansky, Mykhaylo Shkolnikov, 2020, ArXiv.

Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem

Xiling Zhang, Sergey Nadtochiy, Mykhaylo Shkolnikov, 2021, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Inverting the Markovian projection, with an application to local stochastic volatility models

Daniel Lacker, Mykhaylo Shkolnikov, Jiacheng Zhang, 2019 .

Multidimensional sticky Brownian motions as limits of exclusion processes

Mykhaylo Shkolnikov, Mikl'os Z. R'acz, Mykhaylo Shkolnikov, 2013, 1302.2678.

Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness

Sergey Nadtochiy, Mykhaylo Shkolnikov, Francois Delarue, 2019, Probability and Mathematical Physics.