Research output per year
Research output per year
Personal profile
Research interests
My research is in the area of probability, stochastic processes and their applications. My current research mainly concerns the long term behaviour of Markov processes with interaction, such as interacting birth-and-death processes, competition processes and growth processes with graph-based interaction. I am also interested in applications of probability to finance.
Educational background
MSc and PhD (Faculty of Mechanics and Mathematics, Moscow State University)
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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A diffusion limit for a model of interacting spins/queues with log-linear interaction.
Puhalskii, A. & Shcherbakov, V., Jan 2025, 14 p.Research output: Working paper
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Extreme ATM skew in a local volatility model with discontinuity: joint density approach
Gairat, A. & Shcherbakov, V., Oct 2024, In: Finance and Stochastics. 28, 4, p. 1179-1202Research output: Contribution to journal › Article › peer-review
Open Access -
Superdiffusive planar random walks with polynomial space-time drifts
da Costa, C., Menshikov, M., Shcherbakov, V. & Wade, A., Oct 2024, In: Stochastic Processes and Their Applications. 176, 17 p., 104420.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Downloads (Pure) -
Balls-in-bins models with asymmetric feedback and reflection
Shcherbakov, V. & Menshikov, M., 15 Jan 2023, In: ALEA, Latin American Journal of Probability and Mathematical Statistics. 20, p. 1-19 19 p.Research output: Contribution to journal › Article › peer-review
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Probabilistic models motivated by cooperative sequential adsorption
Shcherbakov, V., 2023, In: Markov Processes and Related Fields. 29, 4, p. 573-604 31 p.Research output: Contribution to journal › Article › peer-review
Open Access
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Near Critical Stochastic Systems: A workshop in Celebration of M Menshikov’s 70th Birthday
Shcherbakov, V. (PI)
1/03/18 → 31/03/18
Project: Research
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Research in Pairs -- Collaboration with Prof. M. Menshikov
Shcherbakov, V. (PI)
3/10/16 → 7/10/16
Project: Research
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Asymptotic behaviour and stationary distributions of locally interacting birth-and-death processes
Shcherbakov, V. (PI)
27/07/15 → 15/08/15
Project: Research