Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011) was a Soviet and Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.
In 1956–1964 he worked at Kyiv University. From 1964 until 2002, he was at the Institute of Mathematics of the National Academy of Sciences of Ukraine. At the same time, he was a professor at Kyiv University. Since 1993, he had been a professor at Michigan State University, U.S., and a member of the American Academy of Arts and Sciences.
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 is the author of more than 450 scientific works, including more than 40 monographs and books.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: 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
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