Anatoliy Skorokhod
Ukrainian American mathematician / From Wikipedia, the free encyclopedia
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Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician.
Quick Facts Born, Died ...
Anatoliy Volodymyrovych Skorokhod | |
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Born | September 10, 1930 |
Died | January 3, 2011(2011-01-03) (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 |
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Skorokhod is well-known for a comprehensive treatise on the theory of stochastic processes, co-authored with Gikhman.[2][3][4]