Vadim Shcherbakov
Senior Lecturer in Statistics
Department of Mathematics
Royal Holloway, University of London
Egham, Surrey, TW20 0EX, The United Kingdom
Tel: +44 1784 276528
vadim.shcherbakov@rhul.ac.uk
General research interests: probability theory and stochastic processes
Current research topics:

Long term behaviour of systems of interacting birthanddeath processes
(e.g. competition processes, growth processes with graphbased interaction)
 Application of probability to finance:
pricing derivatives under local volatility model with discontinuities and related problems
 Epidemic modelling:
SIR model, probabilistic models of time series of spatial locations
PhD projects:
I am interested in supervising PhD projects related to my research
(see the list of my publications below)
and would be happy to receive applications from PhD candidates.
Funding is available on competitive basis.
Examples of PhD project:
Project 1:
"Long term behaviour of interacting birthanddeath processes."
Project 2:
"Distribution of skew Brownian motion and its functionals
with applications."
Project 3:
"Probabilistic modelling of the spread of infectious disease."
Publications (since 2015)
(for my other publications see
mathscinet.ams.org
or
pure.royalholloway.ac.uk
)
 M.Menshikov and V.Shcherbakov (2022).
Ballsinbins models with asymmetric feedback and reflection.
arXiv:2204.05724 [math.PR]

A.Gairat and V.Shcherbakov (2022).
Discrete SIR model on a homogeneous tree and its continuous limit.
Journal of Physics A: Mathematical and Theoretical, v.55 (434004).
Special issue: Fundamental Approaches towards Predictive Epidemic Modelling.
https://doi.org/10.1088/17518121/ac9655

A.Gairat and V.Shcherbakov (2022).
Skew Brownian motion with dry friction: joint density approach.
Statistics and Probability Letters,v.187, Paper N109511.
https://doi.org/10.1016/j.spl.2022.109511

S. Popov, V.Shcherbakov and S.Volkov (2022).
Linear competition processes and generalised Polya urns with removals.
Stochastic Processes and Their Applications, v.144, pp.125152.
https://doi.org/10.1016/j.spa.2021.11.001

M.Menshikov and V.Shcherbakov (2020).
Localisation in a growth model with interaction. Arbitrary graphs.
ALEA, Latin American Journal of Probability and Mathematical Statistics, v.17, pp.473489.
alea.impa.br/articles/v17/1719.pdf
 S.Janson, V.Shcherbakov and S.Volkov (2019).
Long term behaviour of a reversible system of interacting random walks.
Journal of Statistical Physics, v.175, N1, pp.7196.
 V.Shcherbakov and S.Volkov (2019).
Boundary effects in competition processes.
Journal of Applied Probability, v.56, N3, pp. 750768.
 M.Costa, M.Menshikov, V.Shcherbakov and M.Vachkovskaia (2018).
Localisation in a growth model with interaction.
Journal of Statistical Physics, v.171, N6, pp.11501175.
 M.Menshikov and V.Shcherbakov (2018).
Long term behaviour of two interacting birthanddeath processes.
Markov Processes and Related Fields, v.24, N1, pp. 85102.
arXiv:1605.09607 [math.PR]
 A.Gairat and V.Shcherbakov (2017).
Density of Skew Brownian motion and its functionals with applications in finance.
Mathematical Finance, v.27, Issue 4, pp.10691088.
 V.Shcherbakov and S.Volkov (2015).
Long term behaviour of locally interacting birthanddeath processes.
Journal of Statistical Physics, v.158, N1, pp.132157.