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: Taras Shevchenko National University of Kyiv
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On Reselling Of European Option
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Authors: Georgiy Shevchenko, Yulia Mishura, A. Kukush
Fractional And Multifractional Models In Finance
Publisher: Taras Shevchenko National University of Kyiv
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Integral Representation With Respect To Fractional Brownian Motion Under A Log‑Hölder Assumption
Publisher: Modern Stochastics: Theory and Applications
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