| Particle systems with singular interaction through hitting times: application in systemic risk modeling S Nadtochiy, M Shkolnikov Annals of Applied Probability 29 (1), 89-129, 2019 | 88 | 2019 |
| Strong solutions of stochastic equations with rank-based coefficients T Ichiba, I Karatzas, M Shkolnikov Probability Theory and Related Fields 156 (1), 229-248, 2013 | 85 | 2013 |
| Large systems of diffusions interacting through their ranks M Shkolnikov Stochastic Processes and their Applications 122 (4), 1730-1747, 2012 | 79 | 2012 |
| Convergence rates for rank-based models with applications to portfolio theory T Ichiba, S Pal, M Shkolnikov Probability Theory and Related Fields 156 (1), 415-448, 2013 | 63 | 2013 |
| Mean field systems on networks, with singular interaction through hitting times S Nadtochiy, M Shkolnikov Annals of Probability 48 (3), 1520-1556, 2020 | 61 | 2020 |
| Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness F Delarue, S Nadtochiy, M Shkolnikov Probability and Mathematical Physics 3 (1), 171-213, 2022 | 53 | 2022 |
| Multilevel Dyson Brownian motions via jack polynomials V Gorin, M Shkolnikov Probability Theory and Related Fields 163 (3), 413-463, 2015 | 53 | 2015 |
| Systems of Brownian particles with asymmetric collisions I Karatzas, S Pal, M Shkolnikov Annales de l’Institut Henri Poincaré 52 (1), 323-354, 2016 | 51* | 2016 |
| Competing particle systems evolving by interacting Lévy processes M Shkolnikov Annals of Applied Probability 21 (5), 1911-1932, 2011 | 51 | 2011 |
| Large deviations for diffusions interacting through their ranks A Dembo, M Shkolnikov, SRS Varadhan, O Zeitouni Communications on Pure and Applied Mathematics 69 (7), 1259-1313, 2016 | 50* | 2016 |
| Superposition and mimicking theorems for conditional McKean–Vlasov equations D Lacker, M Shkolnikov, J Zhang Journal of the European Mathematical Society 25 (8), 3229-3288, 2022 | 47 | 2022 |
| Stochastic Airy semigroup through tridiagonal matrices V Gorin, M Shkolnikov Annals of Probability 46 (4), 2287-2344, 2018 | 41 | 2018 |
| Inverting the Markovian projection, with an application to local stochastic volatility models D Lacker, M Shkolnikov, J Zhang Annals of Probability 48 (5), 2189-2211, 2020 | 39 | 2020 |
| Concentration of measure for Brownian particle systems interacting through their ranks S Pal, M Shkolnikov Annals of Applied Probability 24 (4), 1482-1508, 2014 | 37* | 2014 |
| Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations M Shkolnikov, R Sircar, T Zariphopoulou SIAM Journal on Financial Mathematics 7 (1), 588-618, 2016 | 36 | 2016 |
| Intertwining diffusions and wave equations S Pal, M Shkolnikov arXiv preprint arXiv:1306.0857, 2013 | 32 | 2013 |
| Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem L Avanesyan, M Shkolnikov, R Sircar Finance and Stochastics, 2018 | 26* | 2018 |
| Multidimensional sticky Brownian motions as limits of exclusion processes MZ Rácz, M Shkolnikov Annals of Applied Probability 25 (3), 1155-1188, 2015 | 26 | 2015 |
| SPDE limit of the global fluctuations in rank-based models P Kolli, M Shkolnikov The Annals of Probability 46 (2), 1042-1069, 2018 | 25 | 2018 |
| Limits of multilevel TASEP and similar processes V Gorin, M Shkolnikov Annales de l'IHP Probabilités et statistiques 51 (1), 18-27, 2015 | 23 | 2015 |
Soumik PalUniversity of Washington SeattleE-mail confirmado em uw.edu