Skorokhod, A. V. (Anatoliĭ Vladimirovich) 19302011Overview
Publication Timeline
Most widely held works by
A. V Skorokhod
Introduction to the theory of random processes
by I. I Gikhman
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Book
)
17 editions published between 1965 and 1996 in English and held by 606 WorldCat member libraries worldwide
Random perturbation methods with applications in science and engineering
by A. V Skorokhod
(
)
16 editions published between 2002 and 2013 in English and held by 601 WorldCat member libraries worldwide As systems evolve, they are subjected to random operating environments. In addition, random errors occur in measurements of their outputs and in their design and fabrication where tolerances are not precisely met. This book develops methods for describing random dynamical systems, and it illustrates how the methods can be used in a variety of applications. The first half of the book concentrates on finding approximations to random processes using the methodologies of probability theory. The second half of the book derives approximations to solutions of various problems in mechanics, electronic circuits, population biology, and genetics. In each example, the underlying physical or biological phenomenon is described in terms of nonrandom models taken from the literature, and the impact of random noise on the solutions is investigated. The mathematical problems in these applicitons involve random pertubations of gradient systems, Hamiltonian systems, toroidal flows, Markov chains, difference equations, filters, and nonlinear renewal equations. The models are analyzed using the approximation methods described here and are visualized using MATLABbased computer simulations. This book will appeal to those researchers and graduate students in science and engineering who require tools to investigate stochastic systems
Basic principles and applications of probability theory
by A. V Skorokhod
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15 editions published between 2004 and 2005 in English and held by 579 WorldCat member libraries worldwide "The book is an introduction to modern probability theory written by one of the famous experts in this area. Readers will learn the basic concepts of probability and its applications, preparing them for more advanced and specialized works."Résumé de l'éditeur
The theory of stochastic processes
by I. I Gikhman
(
Book
)
30 editions published between 1973 and 2004 in 3 languages and held by 535 WorldCat member libraries worldwide
Studies in the theory of random processes
by A. V Skorokhod
(
Book
)
14 editions published between 1965 and 1982 in English and held by 478 WorldCat member libraries worldwide This text is devoted to the development of certain probabilistic methods in the specific field of stochastic differential equations and limit theorems for Markov processes. Specialists, researchers, and students in the field of probability will find it a source of important theorems as well as a remarkable amount of advanced material in compact form. The treatment begins by introducing the basic facts of the theory of random processes and constructing the auxiliary apparatus of stochastic integrals. All proofs are presented in full. Succeeding chapters explore the theory of stochastic differential equations, permitting the construction of a broad class of Markov processes on the basis of simple processes. The final chapters are devoted to various limit theorems connected with the convergence of a sequence of Markov chains to a Markov process with continuous time. Topics include the probability method of estimating how fast the sequence converges in the limit theorems and the precision of the limit theorems
Stochastic differential equations
by I. I Gikhman
(
Book
)
9 editions published in 1972 in 3 languages and held by 417 WorldCat member libraries worldwide
Integration in Hilbert space
by A. V Skorokhod
(
Book
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11 editions published in 1974 in 3 languages and held by 413 WorldCat member libraries worldwide
Controlled stochastic processes
by I. I Gikhman
(
Book
)
13 editions published in 1979 in English and held by 326 WorldCat member libraries worldwide
Random linear operators
by A. V Skorokhod
(
Book
)
9 editions published between 1983 and 2001 in English and Undetermined and held by 302 WorldCat member libraries worldwide
Asymptotic methods in the theory of stochastic differential equations
by A. V Skorokhod
(
Book
)
8 editions published between 1989 and 2009 in English and held by 300 WorldCat member libraries worldwide
Random processes with independent increments
by A. V Skorokhod
(
Book
)
9 editions published between 1966 and 1991 in English and held by 199 WorldCat member libraries worldwide
Stochastic equations for complex systems
by A. V Skorokhod
(
Book
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5 editions published in 1988 in English and held by 198 WorldCat member libraries worldwide
The theory of Stochastic processes
by I. I Gikhman
(
Book
)
22 editions published between 1975 and 2007 in English and held by 129 WorldCat member libraries worldwide
The theory of stochastic processes
by I. I Gikhman
(
Book
)
18 editions published between 1974 and 2004 in English and held by 126 WorldCat member libraries worldwide From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of richt imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980 "To call this work encyclopedic would not give an accurate picture of its contant and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this everexpanding field."K.L. Chung in American Scientist, 1977 "The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977 TOC:Bacis Notions of Probability Theory. Random Sequences. Random Functions. Linear Theory of Random Processes. Probability Measures on Functional Spaces. Limit Theorems for Random Processes. Absolute Continuity of Measures Associated with Random Processes. Measurable Functions on Hilbert Spaces. Historical and Bibliographical Remarks. Bibliography. Corrections to the First Printings of Volumes I and II. Subject Index.
Stochastische Differentialgleichungen
by I. I Gikhman
(
Book
)
7 editions published in 1971 in German and Undetermined and held by 120 WorldCat member libraries worldwide
Lectures on the theory of stochastic processes
by A. V Skorokhod
(
Book
)
3 editions published in 1996 in English and held by 118 WorldCat member libraries worldwide
The theory of stochastic processes
by I. I Gikhman
(
Book
)
16 editions published between 1975 and 2004 in English and held by 92 WorldCat member libraries worldwide
Introduction à la théorie des processus aléatoires
by I. I Gikhman
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Book
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7 editions published between 1980 and 1986 in French and Italian and held by 72 WorldCat member libraries worldwide
Sluchaĭnye prot︠s︡essy s nezavisimymi prirashchenii︠a︡mi
by A. V Skorokhod
(
Book
)
4 editions published between 1964 and 1986 in Russian and held by 59 WorldCat member libraries worldwide
Vvedenie v teorii︠u︡ sluchaĭnykh prot︠s︡essov
by I. I Gikhman
(
Book
)
5 editions published between 1965 and 1977 in Russian and Undetermined and held by 53 WorldCat member libraries worldwide more
fewer
Audience Level
Related Identities
Associated Subjects
Asymptotic expansions Control theory Differentiable dynamical systems Distribution (Probability theory) Hilbert space Integrals Integrals, Generalized Linear operators Markov processes Mathematical physics Mathematics Measure theory Mechanics, Applied Perturbation (Mathematics) Probabilities Random operators Skorokhod, A. V.(Anatoliĭ Vladimirovich), Statistics Stochastic differential equations Stochastic processes

Alternative Names
Skorochod, A. V. 19302011
Skorochod, A. W.
Skorochod, A. W., 1930
Skorochod, A. W. 19302011
Skorochod, Anatoliǐ Vladimirovich 19302011
Skorochod, Anatolij Vladimirovič
Skorochod, Anatolij Vladimirovič, 19302011
Skorochod, Anatolij Vladimirovič. [t]
Skorohod, A. V.
Skorohod, A.V., 1930
Skorohod, A. V. 19302011
Skorohod, Anatolii Vladimirovich
Skorohod, Anatoliǐ Vladimirovich 19302011
Skorohod, Anatolij V. 19302011
Skorohod, Anatolij Vladimirovich
Skorokhod, A.
Skorokhod, A. V.
Skorokhod, A.V., 1930
Skorokhod, A. V. 19302011
Skorokhod, A. V. (Anatoliĭ Vladimirovich), 19302011
Skorokhod, A. W. 19302011
Skorokhod, Anatole V
Skorokhod, Anatole V., 19302011
Skorokhod, Anatoli V.
Skorokhod, Anatoli V. 19302011
Skorokhod, Anatoli Vladimirovitch
Skorokhod Anatoli Vladimirovitch 1930....
Skorokhod, Anatolii V. 19302011
Skorokhod, Anatoliĭ Vladimirovich
Skorokhod, Anatoliĭ Vladimirovich, 1930
Skorokhod, Anatoliĭ Vladimirovich, 19302011
Skorokhod, Anatoliy Volodymyrovych, 19302011
Скороход, А. В. (Анатолий Владимирович), 19302011
Скороход, Анатолий Владимирович.
Скороход, Анатолий Владимирович, 1930....
Скороход, Анатолий Владимирович, 19302011
Скороход, Анатолій Володимирович, 19302011
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