• Source: Anatoliy Skorokhod

      • Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011) was a Soviet and Ukrainian mathematician.
      Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.


      Career


      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.
      He was an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.
      His scientific works are on the theory of:

      stochastic differential equations,
      limit theorems of random processes,
      distributions in infinite-dimensional spaces,
      statistics of random processes and Markov processes.
      Skorokhod authored over 450 scientific works, including more than 40 monographs and books.
      Many terms and concepts have his name, specifically

      Skorokhod space (Skorokhod space)
      Skorokhod integral
      Skorokhod problem
      Skorokhod's embedding theorem
      Skorokhod's representation theorem


      Selected works


      with I. I. Gikhman: Introduction to the theory of random processes, W. B. Saunders 1969, Dover 1996
      with I. I. Gikhman: Stochastic Differential Equations, Springer Verlag 1972
      with I. I. Gikhman: Controlled stochastic processes, Springer Verlag 1979
      with I. I. Gikhman: The Theory of Stochastic Processes, 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
      Stochastic equations for complex systems, Reidel/Kluwer 1988 ISBN 90-277-2408-3
      Stochastische Differentialgleichungen, Berlin, Akademie Verlag 1971
      Integration in Hilbert Space, Springer Verlag 1974
      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


      List of Ukrainian mathematicians


      Notes




      External links


      Anatoliy Skorokhod at the Mathematics Genealogy Project
      "Skorokhod, Anatoliy Volodymyrovych Collection: Interviews conducted February 20, 1992 and in 2004". Cornell University Library. Retrieved 10 March 2011.
      "A short sketch of life and research of A.V. Skorokhod". Dept. of Mathematics, Kyiv University. Retrieved 12 July 2011.
      "Anatolii Skorokhod". Dept. of Probability, Kyiv University.
      "MacTutor Skorokhod biography". Archived from the original on 2015-11-25. Retrieved 2015-11-25.

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