Mykhaylo Shkolnikov

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Hamilton Jacobi Bellman

Level Set Method

Asymptotic Analysis

Active Contours

Top Venues

J. Comput. Phys.

SIAM J. Financial Math.

Publications

Mykhaylo Shkolnikov, H. Mete Soner, Valentin Tissot-Daguette
Deep level-set method for Stefan problems. J. Comput. Phys. 503 (2024)
Mykhaylo Shkolnikov, H. Mete Soner, Valentin Tissot-Daguette
Deep Level-set Method for Stefan Problems. CoRR (2023)
Vadim Kaushansky, Christoph Reisinger, Mykhaylo Shkolnikov, Zhuo Qun Song
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem. CoRR (2020)
Mykhaylo Shkolnikov, Ronnie Sircar, Thaleia Zariphopoulou
Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations. SIAM J. Financial Math. 7 (1) (2016)