Anatoliy Volodymyrovych Skorokhod ( uk, Анато́лій Володи́мирович Скорохо́д; September 10, 1930January 3, 2011) was a

Soviet The Soviet Union,. officially the Union of Soviet Socialist Republics. (USSR),. was a transcontinental country that spanned much of Eurasia from 1922 to 1991. A flagship communist state, it was nominally a federal union of fifteen national ...

and

Ukrainian Ukrainian may refer to: * Something of, from, or related to Ukraine * Something relating to Ukrainians, an East Slavic people from Eastern Europe * Something relating to demographics of Ukraine in terms of demography and population of Ukraine * Som ...

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...

. Skorokhod is well-known for a comprehensive treatise on the theory of

stochastic processes In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that a ...

, co-authored with Gikhman. In the words of mathematician and probability theorist

Daniel W. Stroock Daniel Wyler Stroock (born March 20, 1940) is an United States, American mathematician, a probability theory, probabilist. He is regarded and revered as one of the fundamental contributors to Malliavin calculus with Shigeo Kusuoka and the theory ...

“Gikhman and Skorokhod have done an excellent job of presenting the theory in its present state of rich imperfection.”

Career

Skorokhod worked at

Kyiv University Kyiv University or Shevchenko University or officially the Taras Shevchenko National University of Kyiv ( uk, Київський національний університет імені Тараса Шевченка), colloquially known as KNU ...

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 Michigan State University (Michigan State, MSU) is a public university, public Land-grant university, land-grant research university in East Lansing, Michigan. It was founded in 1855 as the Agricultural College of the State of Michigan, the fi ...

in the US, and a member of the

American Academy of Arts and Sciences The American Academy of Arts and Sciences (abbreviation: AAA&S) is one of the oldest learned societies in the United States. It was founded in 1780 during the American Revolution by John Adams, John Hancock, James Bowdoin, Andrew Oliver, ...

. He was an

academician An academician is a full member of an artistic, literary, engineering, or scientific academy. In many countries, it is an honorific title used to denote a full member of an academy that has a strong influence on national scientific life. In syst ...

of the

National Academy of Sciences of Ukraine The National Academy of Sciences of Ukraine (NASU; uk, Національна академія наук України, ''Natsional’na akademiya nauk Ukrayiny'', abbr: NAN Ukraine) is a self-governing state-funded organization in Ukraine th ...

from 1985 to his death in 2011. His scientific works are on the theory of: *

stochastic differential equation A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock ...

s, * limit theorems of

random process In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...

es, *

distribution Distribution may refer to: Mathematics *Distribution (mathematics), generalized functions used to formulate solutions of partial differential equations *Probability distribution, the probability of a particular value or value range of a varia ...

s in infinite-dimensional spaces, * statistics of

es and

Markov process A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happen ...

es. 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 In mathematics and probability theory, Skorokhod's embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process ( Brownian motion) evaluated at a collection of stopping ...

* Skorokhod integral * Skorokhod's representation theorem * Skorokhod space *

Skorokhod problem In probability theory, the Skorokhod problem is the problem of solving a stochastic differential equation with a reflecting boundary condition. The problem is named after Anatoliy Skorokhod who first published the solution to a stochastic differe ...

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: ''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

Notes

External links

* * * * * {{DEFAULTSORT:Skorokhod, Anatoliy V. Ukrainian mathematicians Soviet mathematicians 20th-century American mathematicians 21st-century American mathematicians Ukrainian expatriates in the United States 1930 births 2011 deaths Michigan State University faculty Probability theorists Laureates of the State Prize of Ukraine in Science and Technology Mathematical statisticians

Career

Selected works

See also

Notes

External links