معرفی
Vadim Shcherbakov is a Reader in the Department of Mathematics at Royal Holloway, University of London, specializing in probability theory and stochastic processes with applications in finance and complex systems.
Education:
- MSc, Faculty of Mechanics and Mathematics, Moscow State University
- PhD, Faculty of Mechanics and Mathematics, Moscow State University
His research focuses on the asymptotic behavior of interacting Markov processes, including birth-and-death systems, competition models, and graph-based growth processes. He develops mathematical frameworks for understanding long-term dynamics in stochastic systems with interactions, while also applying probabilistic methods to financial modeling, particularly in volatility analysis and interest rate derivatives. His work bridges theoretical probability with practical financial applications through rigorous asymptotic analysis.
Recent publications demonstrate a strong convergence between stochastic process theory and quantitative finance, with significant contributions to superdiffusive random walks, local volatility modeling, and interacting particle systems. Key trends include diffusion limit theorems for interacting queues, extreme behavior analysis in discontinuous volatility models, and polynomial drift effects in planar random walks.
Research Grants:
- Super-diffusive random walks (London Mathematical Society, Jan 2024)
- Near Critical Stochastic Systems workshop for M. Menshikov's 70th Birthday (London Mathematical Society, Mar 2018)
- Research in Pairs collaboration with Prof. M. Menshikov (Oct 2016)
- Asymptotic behaviour of locally interacting birth-and-death processes (Jul-Aug 2015)
