Anatoliy Skorokhod
Anatoliy Volodymyrovych Skorokhod | |
|---|---|
| Born | September 10, 1930 Nikopol, USSR (now Dnipropetrovsk Oblast, Ukraine) |
| Died | January 3, 2011 (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 |
Anatoliy Volodymyrovych Skorokhod (Ukrainian: Анато́лій Володи́мирович Скорохо́д; September 10, 1930 – January 3, 2011) was a Soviet and Ukrainian mathematician.
Skorokhod is well-known for his comprehensive treatise on the theory of stochastic processes which he co-authored with Gikhman.