Email:

mshkolni
(at) math (dot) stanford (dot) edu

Address:

Department
of Mathematics
Building 380
Stanford University
Stanford, CA 94305
USA

I'm a fifth year
PhD student in the Department
of Mathematics at Stanford
University. My PhD advisor is Amir
Dembo. Starting January 2012, I will be a postdoctoral fellow
at MSRI.
My areas of
research are in probability theory and mathematical finance. Currently,
the
focus of my research is on interacting diffusion processes and their
applications in finance. I am also interested in the concentration of
measure phenomenon, large deviations, random matrices and rough paths
theory.

