Iosif Ilyich Gikhman ( uk, Іосиф Ілліч Гіхман; May 26, 1918July 30, 1985) was a Soviet mathematician. Gikhman 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 appe ...

, co-authored with Skorokhod. 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

Gikhman graduated in 1939 from the Physics and Mathematics Faculty of Kiev University and began his scientific career in postgraduate studies under the supervision of

N.N. Bogolyubov Nikolay Nikolayevich Bogolyubov (russian: Никола́й Никола́евич Боголю́бов; 21 August 1909 – 13 February 1992), also transliterated as Bogoliubov and Bogolubov, was a Soviet and Russian mathematician and theoretica ...

. After the war, Gikhman worked first at the Kiev Automobile and Highway Institute, and from 1948 to 1966 he worked at the

Kiev State 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 ...

first as an assistant professor, then later as professor, and later as head of the Department of Probability Theory. In 1955, he defended his doctoral dissertation "Markov processes and some problems of mathematical statistics", and in 1959 he received the title of professor. In 1965, Gikhman was elected a Corresponding Member 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 ...

. Since 1966 he had been in charge of the Department of Probability Theory of the Institute of Applied Mathematics and Mechanics of the

in Donetsk and directed the scientific work of the Department of Probability Theory at

Donetsk State University Vasyl' Stus Donetsk National University (Vasyl' Stus DonNU) ( uk, Донецький національний університет імені Василя Стуса, ''Donets’kyi Natsional’nyi Universytet''; russian: Донецкий на ...

. His scientific works are devoted mainly to various problems of mathematical statistics and the theory of random processes. He co-authored with A.V. Skorokhod several books that were translated into English and played an important role in the development of modern probability theory and the theory of stochastic processes. Gikhman was important to the Ukrainian school of probability, and a brilliant mathematician and teacher.

Selected works

*with A. V. Skorokhod: ''Introduction to the theory of random processes'', W. B. Saunders 1969, Dover 1996 *with A. V. Skorokhod: ''Stochastic Differential Equations'', Springer Verlag 1972 *with A. V. Skorokhod: ''Controlled stochastic processes'', Springer Verlag 1979 *with A. V. Skorokhod: ''The Theory of Stochastic Processes'', Springer Verlag, 3 vols., 2004–2007

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External links

* * {{DEFAULTSORT:Gikhman, Iosif 1918 births 1985 deaths Soviet mathematicians Laureates of the State Prize of Ukraine in Science and Technology

Career

Selected works

See also

Notes

External links