Selected Works

Collectingtogether selected pioneering works of the celebrated mathematician Anatolii V.Skorokhod, this volume serves as a guide to the theory of stochastic processesfrom its beginning to its current state. It offers both an excellentbibliographic resource and a unique opportunity for readers to gain a betterunderstanding of Skorokhod's original and beautiful ideas, which had a deepimpact on the development of the subject. The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. Ithas many applications in various fields, including financial mathematics,quantum physics and engineering. A clear understanding of this theory isimpossible without knowledge of the ideas which form its base, many of whichare due to Skorokhod. The book is intended for a broad audience of researchersand students with an interest in probability theory, stochastic processes andtheir applications. 

List of contents

Preface.- Anatolii Volodymyrovych Skorokhod: A brief biographical outline.- 1.Limit Theorems for Stochastic Processes.- 2.Stochastic Differential Equations.- 3.Measures in Infinite Dimensional Spaces.- 4.Local Structure of Markov Processes.- 5.Random Operators and Stochastic Semigroups.- 6.Extended Stochastic Integral.- 7.Asymptotic Behavior of Stochastic Systems.- List of publications by Anatolii V. Skorokhod.

Product details

• Authors: Anatolii V. Skorokhod
• Assisted by: Andrey A. Dorogovtsev (Editor), Alexey Kulik (Editor), Andrey Pilipenko (Editor), Mykola I. Portenko (Editor), Albert N. Shiryaev (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 31.05.2016
• EAN: 9783319285054
• ISBN: 978-3-31-928505-4
• No. of pages: 390
• Dimensions: 163 mm x 242 mm x 22 mm
• Weight: 719 g
• Illustrations: XVI, 390 p. 6 illus.
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Stochastik, C, Mathematics and Statistics, Probability Theory and Stochastic Processes, Probabilities, Stochastics, Probability Theory