Anatoliy Skorokhod

Anatoliy Volodymyrovych Skorokhod
BornSeptember 10, 1930
Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine)
DiedJanuary 3, 2011(2011-01-03) (aged 80)
Lansing, Michigan, US
NationalityUkrainian
Alma materKyiv University, Moscow State University
Known forSkorokhod integral,
Skorokhod's embedding theorem,
Skorokhod's representation theorem,
Skorokhod space,
Skorokhod problem
Scientific career
FieldsMathematics, Stochastic differential equation, Markovian processes
InstitutionsMichigan State University
Academic advisorsEugene Dynkin

Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician.

Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.[2][3][4]

  1. ^ "Skorkhod, Anatoli". Michigan State University News. January 11, 2011. Retrieved 5 March 2011.
  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).