Anatoliy Volodymyrovych Skorokhod | |
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Born | September 10, 1930 Nikopol', USSR (now Dnipropetrovsk Oblast, Ukraine) |
Died | January 3, 2011 Lansing, Michigan |
Residence | Michigan, U.S. |
Nationality | Ukrainian |
Fields | mathematics |
Institutions | Michigan State University |
Alma mater | Kyiv University |
Academic advisors | Eugene Dynkin |
Known for | Stochastic differential equation, Markovian processes |
Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011)[1] was a Soviet and Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine from 1985 to his death in 2011.
In 1956–1964 he worked at Kyiv University. From 1964 until 2002, he was at the Institute of Mathematics of the National Academy of Sciences of Ukraine. At the same time, he was a professor at Kyiv University. Since 1993, he had been a professor at Michigan State University, U.S., and a member of the American Academy of Arts and Sciences.[2]
His scientific works are on the theory of stochastic differential equations, limit theorems of random processes, distributions in infinite-dimensional spaces, statistics of random processes and Markov processes.
Skorokhod is the author of more than 450 scientific works, including more than 40 monographs and books.