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Anatoliy Skorokhod

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Anatoliy Volodymyrovych Skorokhod
BornSeptember 10, 1930
Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine)
DiedJanuary 3, 2011(2011-01-03) (aged 80)
Lansing, Michigan, US
NationalityUkrainian
Alma materKyiv University, Moscow State University
Known forSkorokhod integral,
Skorokhod's embedding theorem,
Skorokhod's representation theorem,
Skorokhod space,
Skorokhod problem
Scientific career
FieldsMathematics, Stochastic differential equation, Markovian processes
InstitutionsMichigan State University
Academic advisorsEugene Dynkin

Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician.

Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.[2][3][4]

Career

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Skorokhod worked at Kyiv University from 1956 to 1964. He was subsequently at the Institute of Mathematics of the National Academy of Sciences of Ukraine from 1964 until 2002. Since 1993, he had been a professor at Michigan State University in the US, and a member of the American Academy of Arts and Sciences.[5]

He was an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.[6][7]

His scientific works are on the theory of:

Skorokhod authored over 450 scientific works, including more than 40 monographs and books.

Many terms and concepts have his name, including:

Selected works

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  • with I. I. Gikhman: Introduction to the theory of random processes, W. B. Saunders 1969,[8] Dover 1996
  • with I. I. Gikhman: Stochastic Differential Equations,[9] Springer Verlag 1972
  • with I. I. Gikhman: Controlled stochastic processes,[10] Springer Verlag 1979
  • with I. I. Gikhman: The Theory of Stochastic Processes,[2][3][4] Springer Verlag, 3 vols., 2004–2007
  • Random processes with independent increments, Kluwer 1991
  • Asymptotic methods in the theory of stochastic differential equations , American Mathematical Society 1989
  • Random linear operators, Reidel 1984
  • Studies in the theory of random processes, Dover 1982[11]
  • Stochastic equations for complex systems, Reidel/Kluwer 1988 ISBN 90-277-2408-3[12]
  • Stochastische Differentialgleichungen, Berlin, Akademie Verlag 1971
  • Integration in Hilbert Space, Springer Verlag 1974[13]
  • with Yu. V. Prokhorov: Basic principles and applications of probability theory, Springer Verlag 2005
  • with Frank C. Hoppensteadt, Habib Salehi: Random perturbation methods with applications in science and engineering, Springer Verlag 2002

See also

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Notes

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  1. ^ "Skorkhod, Anatoli". Michigan State University News. January 11, 2011. Retrieved 5 March 2011.
  2. ^ a b Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2004). The Theory of Stochastic Processes I. Springer-Verlag. ISBN 9783540202844.
  3. ^ a b Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2004). The Theory of Stochastic Processes II. Springer-Verlag. ISBN 9783540202851.
  4. ^ a b Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2007). The Theory of Stochastic Processes III. Springer-Verlag. ISBN 9783540499411.
  5. ^ "To Anatolii Volodymyrovych Skorokhod's memory". Archived from the original on 18 April 2011. Retrieved 5 March 2011.
  6. ^ Ibragimov, I.A. (2012). "In memory of Anatolii Vladimirovich Skorokhod (1930–2011)". Theory Probab. Appl. 56: 116–119. doi:10.1137/S0040585X97985248.
  7. ^ "Obituary: Anatolii Skorokhod, 1930–2011". IMS Bulletin Online. Institute of Mathematical Statistics. September 9, 2011. Archived from the original on 6 March 2013. Retrieved 9 March 2013.
  8. ^ Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. ISBN 978-0-486-69387-3.
  9. ^ Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1972). Stochastic Differential Equations. Springer-Verlag.
  10. ^ Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1979). Controlled stochastic processes. Springer-Verlag. ISBN 9781461262022.
  11. ^ Getoor, R. K. (1967). "Review: Studies in the Theory of Random Processes by A. V. Skorokhov". Ann. Math. Statist. 38 (1): 287. doi:10.1214/aoms/1177699087.
  12. ^ Dawson, Donald A. (1989). "Review of Stochastic equations for complex systems by A. V. Skorohod". Bull. Amer. Math. Soc. (N.S.). 20 (2): 259–267. doi:10.1090/S0273-0979-1989-15790-X. MR 1567763.
  13. ^ Stroock, D. W. (1976). "joint review of The theory of stochastic processes, vol. I by I. I. Gihman and A. V. Skorohod; Stochastic calculus and stochastic models by E. J. McShane; Mesures cylindriques, espaces de Wiener, et fonctions aléatoires Gaussiennes by Albert Badrikian and Simone Chevet; Almost sure convergence by William F. Stout; Integration in Hilbert space by A. V. Skorohod". Bull. Amer. Math. Soc. 82: 227–232. doi:10.1090/S0002-9904-1976-13996-1. MR 1566848.
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