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

General research interests: probability theory and stochastic processes

Current research topics:

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 birth-and-death 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 or )

  1. M.Menshikov and V.Shcherbakov (2022).
    Balls-in-bins models with asymmetric feedback and reflection.
    arXiv:2204.05724 [math.PR]

  2. 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.

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

  4. 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.125-152.

  5. 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.473-489.

  6. 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.71-96.

  7. V.Shcherbakov and S.Volkov (2019).
    Boundary effects in competition processes.
    Journal of Applied Probability, v.56, N3, pp. 750-768.

  8. 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.1150-1175.

  9. M.Menshikov and V.Shcherbakov (2018).
    Long term behaviour of two interacting birth-and-death processes.
    Markov Processes and Related Fields, v.24, N1, pp. 85-102.
    arXiv:1605.09607 [math.PR]

  10. 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.1069-1088.

  11. V.Shcherbakov and S.Volkov (2015).
    Long term behaviour of locally interacting birth-and-death processes.
    Journal of Statistical Physics, v.158, N1, pp.132-157.