Anatoliy Volodymyrovych Skorokhod | |
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Born | September 10, 1930 Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine) |
Died | January 3, 2011 | (aged 80)
Nationality | Ukrainian |
Alma mater | Kyiv University, Moscow State University |
Known for | Skorokhod integral, Skorokhod's embedding theorem, Skorokhod's representation theorem, Skorokhod space, Skorokhod problem |
Scientific career | |
Fields | Mathematics, Stochastic differential equation, Markovian processes |
Institutions | Michigan State University |
Academic advisors | Eugene Dynkin |
Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician.
Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.[2][3][4]
GikhmanSkorokhod2004_I
was invoked but never defined (see the help page).GikhmanSkorokhod2004_II
was invoked but never defined (see the help page).GikhmanSkorokhod2007_III
was invoked but never defined (see the help page).