Anatoliy Skorokhod

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Anatoliy Volodymyrovych Skorokhod (in ucraino Анато́лій Володи́мирович Скорохо́д?; Nikopol', 10 settembre 1930 – Lansing, 3 gennaio 2011[1]) è stato un matematico ucraino, accademico dell'Accademia Nazionale delle Scienze dell'Ucraina, dal 1985 alla morte nel 2011[2][3].

Biografia

Tra il 1956 e il 1964 lavorò all'Università di Kiev. Dal 1964 al 2002, oltre a essere ancora professore all'università, lavorò all'Istituto di Matematica dell'Accademia Nazionale delle Scienze dell'Ucraina. Dal 1993 divenne professore anche alla Michigan State University e membro dell'American Academy of Arts and Sciences.[4]

Si è occupato di teorie su equazioni differenziali stocastiche, processi stocastici, teoremi del limite, distribuzione di probabilità e processo di Markov.

È autore di oltre 450 opere scientifiche, tra cui più di 40 monografie.

Opere principali

  • con I. I. Gikhman: Introduction to the theory of random processes, W. B. Saunders 1969, Dover 1996
  • con I. I. Gikhman: Stochastic Differential Equations, Springer Verlag 1972
  • con I. I. Gikhman: Controlled stochastic processes, Springer Verlag 1979
  • con I. I. Gikhman: Theory of stochastic processes, Springer Verlag, 3 volumi,[5] 2004-2007
  • Random processes with independent increments, Kluwer 1991
  • Asymptotic methods in the theory of stochastic differential equations , American Mathematical Society 1989
  • Random linear operators, Reidel 1984
  • Studies in the theory of random processes, Dover 1982[6]
  • Stochastic equations for complex systems, Reidel/Kluwer 1988
  • Stochastische Differentialgleichungen, Berlin, Akademie Verlag 1971
  • Integration in Hilbert Space, Springer Verlag 1974
  • con Yuri Vasilyevich Prokhorov: Basic principles and applications of probability theory, Springer Verlag 2005
  • con Frank C. Hoppensteadt, Habib Salehi: Random perturbation methods with applications in science and engineering, Springer Verlag 2002

Note

  1. ^ Michigan State University News January 11, 2011, Skorkhod, Anatoli, su news.msu.edu. URL consultato il 5 marzo 2011.
  2. ^ I.A. Ibragimov, In memory of Anatolii Vladimirovich Skorokhod (1930–2011), in Theory Probab. Appl., vol. 56, pp. 116-119, DOI:10.1137/S0040585X97985248.
  3. ^ IMS Bulletin Online, Obituary: Anatolii Skorokhod, 1930-2011, su bulletin.imstat.org, 9 settembre 2011. URL consultato il 9 marzo 2013 (archiviato dall'url originale il 6 marzo 2013).
  4. ^ To Anatolii Volodymyrovych Skorokhod's memory, su imath.kiev.ua. URL consultato il 5 marzo 2011 (archiviato dall'url originale il 18 aprile 2011).
  5. ^ Stroock, Daniel W., Review: The theory of stochastic processes, by I. I. Gihman and A. V. Skorokhod (PDF), in Bull. Amer. Math. Soc. (N.S.), vol. 2, n. 2, 1980, pp. 388-390, DOI:10.1090/s0273-0979-1980-14773-4.
  6. ^ Getoor, R. K., Review: Studies in the Theory of Random Processes by A. V. Skorokhov, in Ann. Math. Statist., vol. 38, n. 1, 1967, p. 287, DOI:10.1214/aoms/1177699087.

Voci correlate

Collegamenti esterni

Controllo di autoritàVIAF (EN) 108133445 · ISNI (EN) 0000 0001 0930 7365 · LCCN (EN) n79021790 · GND (DE) 128936037 · BNF (FR) cb12282414q (data) · J9U (EN, HE) 987007605300405171 · NSK (HR) 000160504
  Portale Biografie

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