Anatoliy Skorokhod

Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.[2][3]

Anatoliy Volodymyrovych Skorokhod
BornSeptember 10, 1930
Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine)
DiedJanuary 3, 2011(2011-01-03) (aged 80)
Lansing, Michigan
NationalityUkrainian
Alma materKyiv University, Moscow State University
Known forSkorokhod integral,
Skorokhod's embedding theorem,
Skorokhod's representation theorem,
Skorokhod space,
Skorokhod problem
Scientific career
FieldsMathematics, Stochastic differential equation, Markovian processes
InstitutionsMichigan State University
Academic advisorsEugene Dynkin

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.[4]

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.,[5] 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[6]
  • 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

See also

Notes
  1. "Michigan State University News January 11, 2011, Skorkhod, Anatoli". Retrieved 5 March 2011.
  2. Ibragimov, I.A. "In memory of Anatolii Vladimirovich Skorokhod (1930–2011)". Theory Probab. Appl. 56: 116–119. doi:10.1137/S0040585X97985248.
  3. "IMS Bulletin Online, Obituary: Anatolii Skorokhod, 1930–2011". September 9, 2011. Archived from the original on 6 March 2013. Retrieved 9 March 2013.
  4. "To Anatolii Volodymyrovych Skorokhod's memory". Archived from the original on 18 April 2011. Retrieved 5 March 2011.
  5. Stroock, Daniel W. (1980). "Review: The theory of stochastic processes, by I. I. Gihman and A. V. Skorokhod" (PDF). Bull. Amer. Math. Soc. (N.S.). 2 (2): 388–390. doi:10.1090/s0273-0979-1980-14773-4.
  6. Getoor, R. K. (1967). "Review: Studies in the Theory of Random Processes by A. V. Skorokhov". Ann. Math. Statist. 38 (1): 287. doi:10.1214/aoms/1177699087.


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