Iosif Gikhman

Iosif Ilyich Gikhman
BornMay 26, 1918
Uman (Cherkasy region, Ukraine)
DiedSeptember 30, 1985(1985-09-30) (aged 67)
NationalityUkrainian
Alma materKyiv State University
Scientific career
FieldsMathematical statistics, Stochastic differential equation, Markovian processes
InstitutionsDonetsk State University
Academic advisorsNikolay Bogolyubov

Iosif Ilyich Gikhman (Ukrainian: Йосип Ілліч Гіхман; May 26, 1918 – July 30, 1985)[1] was a Soviet mathematician.

Gikhman is well known for a comprehensive treatise on the theory of stochastic processes, co-authored with Skorokhod.[2][3][4] In the words of mathematician and probability theorist Daniel W. Stroock[5] "Gikhman and Skorokhod have done an excellent job of presenting the theory in its present state of rich imperfection.”

  1. ^ "Modern Stochastics: Theory and Application. IV. Dedicated to the 100-th anniversary of I. I. Gikhman" (PDF). Kiev State University Conference Materials. May 24–26, 2018. Retrieved March 5, 2021.
  2. ^ Cite error: The named reference GikhmanSkorokhod2004_I was invoked but never defined (see the help page).
  3. ^ Cite error: The named reference GikhmanSkorokhod2004_II was invoked but never defined (see the help page).
  4. ^ Cite error: The named reference GikhmanSkorokhod2007_III was invoked but never defined (see the help page).
  5. ^ 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.