Selected Works

Collecting together selected pioneering works of the celebrated mathematician Anatolii V. Skorokhod, this volume serves as a guide to the theory of stochastic 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 stochastic 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, stochastic processes and their applications. 

• 60-00
• extended stochastic integral
• local structure of Markov processes
• measures in infinite dimensional spaces
• random operators and stochastic semigroups
• stochastic differential equations

• Institute of Mathematics, National Academy of Sciences of Ukr, Kiev, Ukraine

  Andrey A. Dorogovtsev

• Institute of Mathematics, Ukrainian National Academy of Sciences Institute of Mathematics, Kiev, Ukraine

  Alexey Kulik

• Institute of Mathematics, National Academy of Sciences of Ukraine Inst. Mathematics, Kiev, Ukraine

  Andrey Pilipenko

• Institute of Mathematics, National Academy of Sciences of Ukraine, Kiev, Ukraine

  Mykola I. Portenko

• Department of Probability Theory, Lomonosov Moscow State University and Russian Academy of Sciences, Moscow, Russia

  Albert N. Shiryaev

• Ukrainian Academy of Sciences, Kiev, Ukraine

  Anatolii V. Skorokhod

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 Stochastic 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.

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