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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Wave Equation With A Coloured Stable Noise
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On The Distribution Of Integral Functionals Of A Homogeneous Diffusion Process
Publisher: Bocconi & Springer Series
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Fractional And Multifractional Models In Finance
Publisher: Taras Shevchenko National University of Kyiv
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Boundary Non‑Crossing Probabilities Of Gaussian Processes: Sharp Bounds And Asymptotics
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Linear Equations And Stochastic Exponents In A Hilbert Space
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko, Yulia Mishura
Convergence Of Solutions Of Mixed Stochastic Delay Differential Equations With Applications
Publisher: Applied Mathematics and Computation
Authors: Georgiy Shevchenko, Yulia Mishura, Taras Shalaiko
Approximations For A Solution To Stochastic Heat Equation With Stable Noise
Publisher: Modern Stochastics: Theory and Applications
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Approximation Of Random Variables By Functionals Of The Increments Of A Fractional Brownian Motion
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko, Taras Shalaiko
The Harmonic Mean Formula For Random Processes
Publisher: Stochastic Analysis and Applications
Authors: Georgiy Shevchenko, Enkelejd Hashorva, Krzysztof Bisewski
Limit Theorems For Additive Functionals Of Continuous Time Random Walks
Publisher: Proceedings of the Royal Society of Edinburgh: Section A Mathematics
Authors: Georgiy Shevchenko, Yuri M. Zhukov, Yulia Mishura