Vadim Shcherbakov
Reader
Department of Mathematics
Royal Holloway, University of London
Egham, Surrey, TW20 0EX, The United Kingdom
vadim.shcherbakov@rhul.ac.uk
Research. My research concerns the theory of probability and its applications.
In particular, I am interested in

probabilistic modelling of multicomponent systems with interaction motivated by various applications
 applications of probability to finance
PhD projects:
I am interested in supervising PhD projects related to my research and
would be happy to receive applications from PhD candidates.
Funding is available on competitive basis.
Publications since 2015
(for my other publications see
mathscinet.ams.org
or
pure.royalholloway.ac.uk
)

C. da Costa, M. Menshikov, V. Shcherbakov and A. Wade (2024).
Superdiffusive planar random walks with polynomial spacetime drifts.
Stochastic Processes and Their Applications. v.176, 104420.
https://doi.org/10.1016/j.spa.2024.104420

A. Gairat and V. Shcherbakov (2024).
Extreme ATM skew in a local volatility model with discontinuity: joint density approach.
Finance and Stochastics.
https://doi.org/10.1007/s00780024005451

V. Shcherbakov (2023).
Probabilistic models motivated by cooperative sequential adsorption.
Markov Processes and Related Fields, v.29, Issue 4, pp.573604.
https://arxiv.org/abs/2312.13731
 M. Menshikov and V. Shcherbakov (2023).
Ballsinbins models with asymmetric feedback and reflection.
ALEA, Latin American Journal of Probability and Mathematical Statistics, v.20, pp.119.

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.

A. Gairat and V. Shcherbakov (2022).
Skew Brownian motion with dry friction: joint density approach.
Statistics and Probability Letters,v.187, Paper N109511.

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.

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.
 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.