Anatolii Volodymyrovych Skorokhod (1930–2011)
Year:
2011Published in:
Stochastic Processes and their ApplicationsProfessor Anatolii Volodymyrovych Skorokhod was one of the most outstanding mathematicians of our time. He was a worldwide recognized authority in probability theory, the theory of stochastic processes, stochastic analysis, and mathematical statistics. His discoveries— the Skorokhod topology, the Skorokhod integral, Skorokhod’s embedding theorem, the method of common probability space—which entered into practice of the specialists in probability worldwide, have become standard instruments in the probabilist’s toolbox. The theory of random processes achieved its actual level largely due to his contributions. His mathematical work featured beautiful and original ideas, which have since become classical. His scientific and pedagogical activities had a considerable impact on the development of the mathematical culture in the second half of the 20th century.
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On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process
Publisher: Bocconi & Springer Series
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Publisher: Stochastic Processes and their Applications
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Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko
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Publisher: Stochastic Analysis and Applications
Authors: Georgiy Shevchenko, Enkelejd Hashorva, Krzysztof Bisewski
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Publisher: Modern Stochastics: Theory and Applications
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Fractional Brownian Motion In A Nutshell
Publisher: arxiv
Authors: Georgiy Shevchenko
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Publisher: Electronic Journal of Probability
Authors: Georgiy Shevchenko, Martin Bladt, Enkelejd Hashorva
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Publisher: Proceedings of the Royal Society of Edinburgh: Section A Mathematics
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Modern Stochastics And Applications
Publisher: Springer Cham
Authors: Georgiy Shevchenko, Volodymyr Korolyuk, Nikolaos Limnios, Yulia Mishura, Lyudmyla Sakhno