Mykhaylo Shkolnikov

Position
Associate Professor
Role
Director of Graduate Studies
Office Phone
Office
202 - Sherrerd Hall
Bio/Description

Research Interests: Financial mathematics (stochastic portfolio theory, optimal investment, systemic risk), probability theory (interacting particle systems, random matrix theory, and their applications to finance, neuroscience, and physics), partial differential equations (parabolic PDEs/SPDEs, free boundary problems, probabilistic representations, renormalization)