Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician.
Anatoliy Volodymyrovych Skorokhod | |
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Born | September 10, 1930 |
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 |
Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.[2][3][4]
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.[5]
He was an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.[6][7]
His scientific works are on the theory of:
Skorokhod authored over 450 scientific works, including more than 40 monographs and books.
Many terms and concepts have his name, including: