Anatoliy Skorokhod

Updated on Oct 13, 2024

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Residence Michigan, U.S. Role Mathematician Name Anatoliy Skorokhod		Academic advisors Eugene Dynkin Nationality Ukrainian Fields Mathematics

Institutions Michigan State University Alma mater Kyiv University, Moscow State University Known for Stochastic differential equation, Markovian processes Died January 3, 2011, Lansing, Michigan, United States Education Taras Shevchenko National University of Kyiv Books The Theory of Stochasti, Studies in the theory of rando, Random processes with inde, Integration in Hilbert space, Asymptotic Methods in the Theor

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.

Anatoliy Skorokhod photosgenicomp13bbdd8a465344483dcff5318fs

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.

Selected works

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

References

Anatoliy Skorokhod Wikipedia

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