Anatoliy Volodymyrovych Skorokhod
|Born||September 10, 1930|
|Died||January 3, 2011 (aged 80)|
|Alma mater||Kyiv University, Moscow State University|
|Known for||Skorokhod integral,|
Skorokhod's embedding theorem,
Skorokhod's representation theorem,
|Fields||Mathematics, Stochastic differential equation, Markovian processes|
|Institutions||Michigan State University|
|Academic advisors||Eugene Dynkin|
Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman. In the words of mathematician and probability theorist Daniel W. Stroock “Gikhman and Skorokhod have done an excellent job of presenting the theory in its present state of rich imperfection.”
Skorokhod worked at Kyiv University from 1956 to 1964. He was subsequently at the Institute of Mathematics of the National Academy of Sciences of Ukraine from 1964 until 2002. Since 1993, he had been a professor at Michigan State University in the US, 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 authored over 450 scientific works, including more than 40 monographs and books.
Many terms and concepts have his name, including:
- Skorokhod's embedding theorem
- Skorokhod integral
- Skorokhod's representation theorem
- Skorokhod space
- Skorokhod problem
- 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: The 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
- "Skorkhod, Anatoli". Michigan State University News. January 11, 2011. Retrieved 5 March 2011.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2004). The Theory of Stochastic Processes I. Springer-Verlag.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2004). The Theory of Stochastic Processes II. Springer-Verlag.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (2007). The Theory of Stochastic Processes III. Springer-Verlag.
- 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.
- "To Anatolii Volodymyrovych Skorokhod's memory". Archived from the original on 18 April 2011. Retrieved 5 March 2011.
- Ibragimov, I.A. (2012). "In memory of Anatolii Vladimirovich Skorokhod (1930–2011)". Theory Probab. Appl. 56: 116–119. doi:10.1137/S0040585X97985248.
- "Obituary: Anatolii Skorokhod, 1930–2011". IMS Bulletin Online. Institute of Mathematical Statistics. September 9, 2011. Archived from the original on 6 March 2013. Retrieved 9 March 2013.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. ISBN 978-0-486-69387-3.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1972). Stochastic Differential Equations. Springer-Verlag.
- Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1979). Controlled stochastic processes. Springer-Verlag.
- 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.
- Anatoliy Skorokhod at the Mathematics Genealogy Project
- "Skorokhod, Anatoliy Volodymyrovych Collection: Interviews conducted February 20, 1992 and in 2004". Cornell University Library. Retrieved 10 March 2011.
- "A short sketch of life and research of A.V. Skorokhod". Dept. of Mathematics, Kyiv University. Retrieved 12 July 2011.
- "Anatolii Skorokhod". Dept. of Probability, Kyiv University.
- "MacTutor Skorokhod biography". Archived from the original on 2015-11-25. Retrieved 2015-11-25.