Anatoliy Skorokhod
Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011) was a Soviet and Ukrainian mathematician.
Anatoliy Volodymyrovych Skorokhod | |
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Born | September 10, 1930 Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine) |
Died | January 3, 2011 80) Lansing, Michigan, US | (aged
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.
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