Igor Girsanov

Igor V. Girsanov
Born(1934-09-10)10 September 1934
Turkestan, Kazakh ASSR
Died16 March 1967(1967-03-16) (aged 32)
Sayan Mountains
NationalityRussian
Alma materMoscow State University
Known forGirsanov theorem
Scientific career
FieldsMathematics

Igor Vladimirovich Girsanov (Russian: И́горь Влади́мирович Гирсанов; (10 September 1934 – 16 March 1967) was a Russian mathematician.[1] He made major contributions to probability theory and its applications.

  1. ^ Pier, Jean-Paul, ed. (2000). Development of Mathematics: 1950–2000. Basel: Birkhäuser. ISBN 3-7643-6280-4.