Anatolii Volodymyrovych Skorokhod (1930–2011)
Year:
2011Published in:
Stochastic Processes and their ApplicationsProfessor Anatolii Volodymyrovych Skorokhod was one of the most outstanding mathematicians of our time. He was a worldwide recognized authority in probability theory, the theory of stochastic processes, stochastic analysis, and mathematical statistics. His discoveries— the Skorokhod topology, the Skorokhod integral, Skorokhod’s embedding theorem, the method of common probability space—which entered into practice of the specialists in probability worldwide, have become standard instruments in the probabilist’s toolbox. The theory of random processes achieved its actual level largely due to his contributions. His mathematical work featured beautiful and original ideas, which have since become classical. His scientific and pedagogical activities had a considerable impact on the development of the mathematical culture in the second half of the 20th century.
Related by author
71 publications found
Stochastic Selection Problem For A Stratonovich Sde With Power Non‑Linearity
Publisher: Bernoulli
Authors: Georgiy Shevchenko, Ilya Pavlyukevich
Integral Representation With Respect To Fractional Brownian Motion Under A Log‑Hölder Assumption
Publisher: Modern Stochastics: Theory and Applications
Authors: Georgiy Shevchenko, Taras Shalaiko
The Rate Of Convergence For Euler Approximations Of Solutions Of Stochastic Differential Equations Driven By Fractional Brownian Motion
Publisher: Stochastics
Authors: Georgiy Shevchenko, Yulia Mishura
Asymptotic Behavior Of Mixed Power Variations And Statistical Estimation In Mixed Models
Publisher: Statistical Inference for Stochastic Processes
Authors: Georgiy Shevchenko, Yulia Mishura, Marco Dozzi
Rate Of Convergence Of Euler Approximations Of Solution To Mixed Stochastic Differential Equation Involving Brownian Motion And Fractional Brownian Motion
Publisher: Random Operators and Stochastic Equations
Authors: Georgiy Shevchenko, Yulia Mishura
Real Harmonizable Multifractional Stable Process And Its Local Properties
Publisher: Stochastic Processes and their Applications
Authors: Georgiy Shevchenko, Marco Dozzi, Yulia Mishura, Kostiantyn Ral’chenko
Boundary Non‑Crossing Probabilities Of Gaussian Processes: Sharp Bounds And Asymptotics
Publisher: Journal of Theoretical Probability
Authors: Georgiy Shevchenko, Enkelejd Hashorva, Yulia Mishura
Fractional Brownian Motion In A Nutshell
Publisher: arxiv
Authors: Georgiy Shevchenko
Approximation Schemes For Stochastic Differential Equations In Hilbert Space
Publisher: Theory of Probability & Its Applications
Authors: Georgiy Shevchenko, Yulia Mishura
Existence And Uniqueness Of Mild Solution To Stochastic Heat Equation With White And Fractional Noises
Publisher: arxiv
Authors: Georgiy Shevchenko, Kostiantyn Prontenko, Yulia Mishura