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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Publisher: Bernoulli
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Publisher: Київський національний університет імені Тараса Шевченка
Authors: Georgiy Shevchenko, Diana Avetisian
On The Rate Of Convergence Of Barrier Option Prices In Binomial Market To Those In Continuous Time Market
Publisher: Theory of Stochastic Processes
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Fractional And Multifractional Models In Finance
Publisher: Taras Shevchenko National University of Kyiv
Authors: Georgiy Shevchenko
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
Euler approximations of solutions of abstract equations and their applications in the theory of semigroups
Publisher: Springer
Authors: Georgiy Shevchenko, Yulia Mishura
The structure of the stopping region in a Lévy model
Publisher: American Mathematical Society
Authors: Georgiy Shevchenko, A.G. Moroz
Theory And Statistical Applications Of Stochastic Processes
Publisher: ISTE
Authors: Georgiy Shevchenko, Yulia Mishura
Euler Approximations Of Anticipating Quasilinear Stochastic Differential Equations
Publisher: Theory of Probability and Mathematical Statistics
Authors: Georgiy Shevchenko
Minimax Identity With Robust Utility Functional For A Nonconcave Utility
Publisher: Modern Stochastics: Theory and Applications
Authors: Georgiy Shevchenko, Olena Bahchedjioglou