Anatoliy Volodymyrovych Skorokhod ( uk, Анато́лій Володи́мирович Скорохо́д; September 10, 1930January 3, 2011) was a
Soviet
The Soviet Union,. officially the Union of Soviet Socialist Republics. (USSR),. was a transcontinental country that spanned much of Eurasia from 1922 to 1991. A flagship communist state, it was nominally a federal union of fifteen national ...
and
Ukrainian
Ukrainian may refer to:
* Something of, from, or related to Ukraine
* Something relating to Ukrainians, an East Slavic people from Eastern Europe
* Something relating to demographics of Ukraine in terms of demography and population of Ukraine
* Som ...
mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems.
Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...
.
Skorokhod is well-known for a comprehensive treatise on the theory of
stochastic processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that a ...
, co-authored with
Gikhman.
In the words of mathematician and probability theorist
Daniel W. Stroock
Daniel Wyler Stroock (born March 20, 1940) is an United States, American mathematician, a probability theory, probabilist. He is regarded and revered as one of the fundamental contributors to Malliavin calculus with Shigeo Kusuoka and the theory ...
“Gikhman and Skorokhod have done an excellent job of presenting the theory in its present state of rich imperfection.”
Career
Skorokhod worked at
Kyiv University
Kyiv University or Shevchenko University or officially the Taras Shevchenko National University of Kyiv ( uk, Київський національний університет імені Тараса Шевченка), colloquially known as KNU ...
from 1956 to 1964. He was subsequently at the Institute of Mathematics of the National Academy of Sciences of Ukraine from 1964 until 2002. Since 1993, he had been a professor at
Michigan State University
Michigan State University (Michigan State, MSU) is a public university, public Land-grant university, land-grant research university in East Lansing, Michigan. It was founded in 1855