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Citation: Nadtochiy, Sergey et Shkolnikov, Mykhaylo, Mean field systems on networks, with singular interaction through hitting times, Annals of probability (Online) , 48(3), 2020, pp. 1520-1556
Citation: Shkolnikov, Mykhaylo, Competing particle systems evolving by interacting Lévy processes, Annals of applied probability , 21(5), 2011, pp. 1911-1932
Authors:
Lacker, Daniel
Zhang, Jiacheng
Shkolnikov, Mykhaylo
Citation: Lacker, Daniel et al., Inverting the Markovian projection, with an application to local stochastic volatility models, Annals of probability (Online) , 48(5), 2020, pp. 2189-2211
Citation: Gorin, Vadim et Shkolnikov, Mykhaylo, Stochastic Airy semigroup through tridiagonal matrices, Annals of probability (Online) , 46(4), 2018, pp. 2287-2344