Collecting together selected pioneering works of the celebrated mathematician Anatolii V.
Skorokhod, this volume serves as a guide to the theory of shastic processes from its beginning to its current state. It offers both an excellent bibliographic resource and a unique opportunity for readers to gain a better understanding of Skorokhod’s original and beautiful ideas, which had a deep impact on the development of the subject. The modern theory of shastic processes is a fast-growing branch of probability theory which is now an independent science in its own right, with its own methods and philosophy. It has many applications in various fields, including financial mathematics,
quantum physics and engineering. A clear understanding of this theory is impossible without knowledge of the ideas which form its base, many of which are due to Skorokhod. The book is intended for a broad audience of researchers and students with an interest in probability theory, shastic processes and their applications.
|Publisher:||Springer International Publishing|
|Edition description:||Softcover reprint of the original 1st ed. 2016|
|Product dimensions:||6.10(w) x 9.25(h) x (d)|
About the Author
Andrey Anatolievich Dorogovtsev, born June 24, 1962. Graduated from Kyiv Taras Shevchenko University in 1984. He earned his candidate degree in 1987, and a doctoral degree in 1991. From 1987 to 2006 worked as a scientific researcher at the Institute of Mathematics (Kyiv, Ukraine). Since 2006 he has served as head of the Department of Theory of Shastic Processes at this Institute.
Alexei Mikhailovich Kulik, born May 27, 1972.
Graduated from Kyiv Taras Shevchenko University in 1994. He earned his candidate degree in 1996, and a doctoral degree in 2005. Since 1996 works as a scientific researcher at the Institute of Mathematics (Kyiv, Ukraine).
Mykola Ivanovych Portenko, born February 23, 1942. Graduated from Kyiv Taras Shevchenko University in 1963. He earned his candidate degree in 1967, and a doctoral degree in 1978. From 1966 to 1972 he was a scientific researcher at the Institute of Applied Mathematics and Mechanics (Donetsk, Ukraine). Since 1972 he has worked at the Institute of Mathematics (Kyiv, Ukraine). He was elected a corresponding member of the Ukrainian Academy of Sciences in 1995.
Albert Nikolaevich Shiryaev, born October 12, 1934. Graduated from Moscow State University in 1957. Since that time he has been working at Steklov Mathematical Institute. He earned his candidate degree in 1961, and a doctoral degree in 1967. He has been a professor at the Department of Mechanics and Mathematics at Moscow State University since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and made a full member in 2011.
Table of Contents
Preface.- Anatolii Volodymyrovych Skorokhod: A brief biographical outline.- 1.Limit Theorems for Shastic Processes.- 2.Shastic Differential Equations.- 3.Measures in Infinite Dimensional Spaces.- 4.Local Structure of Markov Processes.- 5.Random Operators and Shastic Semigroups.- 6.Extended Shastic Integral.- 7.Asymptotic Behavior of Shastic Systems.- List of publications by Anatolii V. Skorokhod.