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Skorokhod, Anatoliĭ Volodymyrovych

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Author ID: skorokhod.anatoli-v Recent zbMATH articles by "Skorokhod, Anatoliĭ Volodymyrovych"
Published as: Skorokhod, A. V.; Skorokhod, A.; Skorohod, A. V.; Skorokhod, Anatoli V.; Skorokhod, Anatoly V.; Skorokhod, Anatolii V.; Skorokhod, Anatolij V.; Skorokhod, Anatoli; Skorohod, Anatolii V.; Skorohod, Antolij V.; Skorokhod, Anatolij
Further Spellings: Скороход Анатолий Владимирович; Скороход Анатолій Володимирович
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Co-Authors

143 single-authored
24 Gikhman, Ĭosyp Illich
15 Korolyuk, Volodymyr Semenovych
12 Portenko, Mykola Ivanovych
11 Salehi, Habib
9 Mytropol’skyĭ, Yuriĭ Oleksiĭovych
8 Yadrenko, Mikhaĭlo Iosipovich
7 Slobodenyuk, N. P.
6 Hoppensteadt, Frank C.
6 Ibramkhalilov, I. Sh.
5 Gusak, Dmytro V.
5 Samoĭlenko, Anatoliĭ Mykhaĭlovych
5 Stepakhno, V. I.
4 Danilyuk, Ivan Il’ich
4 Ežhov, Igor Ivanovich
4 Prokhorov, Yuriĭ Vasil’evich
4 Shiryaev, Al’bert Nikolaevich
4 Turbin, Anatoly F.
3 Jacod, Jean
2 Akhmedova, G. M.
2 Dorogovtsev, Anatoliĭ Yakovych
2 Dorogovtsev, Andriĭ Anatoliĭovych
2 Dzhafarov, K. M.
2 Gatun, V. P.
2 Khas’minskiĭ, Rafail Zalmanovich
2 Kovalenko, Igor Mykolaĭovych
2 Levental, Shlomo
2 Lin’kov, Yurii N.
2 Majdanyuk, R. Ya.
2 Medvedev, Yuriĭ Ivanovich
2 Ryzhov, Yu. M.
2 Sachkov, Vladimir N.
2 Sarafyan, V. V.
2 Sergienko, Ivan Vasylyovych
2 Shatashvili, Albert D.
2 Shurenkov, V. M.
2 Zolotarëv, Vladimir Mikhaĭlovich
1 Afanaseva, Larisa G.
1 Al Farah Haisam
1 Al’ Farakh Khajsam
1 Aliyev, Soltan Ali Ogli
1 Atalla, M. A.
1 Bakhvalov, Nikolai Sergeevich
1 Bashmakova, Izabella Grigor’evna
1 Belyi, Gennadii Vladimirovich
1 Berezans’kyĭ, Yuriĭ Makarovych
1 Boĭko, R. V.
1 Bojko, R. V.
1 Borovkov, Aleksandr Alekseevich
1 Borovskikh, Yuri V.
1 Bu The Hyu
1 Buldygin, Valeriĭ Volodymyrovych
1 Butsan, G. P.
1 Chibisov, Dmitriĭ Mikhaĭlovich
1 Chorayan, O. G.
1 Dalets’kyĭ, Yuriĭ L’vovych
1 Denis’evskij, Nikolaj A.
1 Dobrushin, Roland L’vovich
1 Dorohovtsev, A. A.
1 Dynkin, Evgeniĭ Borisovich
1 Dzyubenko, K. G.
1 Efimenko, S. V.
1 Gadzhev, V. G.
1 Gamkrelidze, Revaz Valerianovich
1 Gavrilyuk, V. T.
1 Gluskin, Efim D.
1 Gnedenko, Boris Vladimirovich
1 Godunov, Sergeĭ Konstantinovich
1 Gonchar, Andreĭ Aleksandrovich
1 Gubeladze, A. K.
1 Hacet, S. V.
1 Kholevo, Aleksandr Semënovich
1 Ibragimov, Il’dar Abdullovich
1 Ibramhalilov, I.
1 Karpenko, L. D.
1 Khaniev, Tahir A.
1 Knopov, Pavel S.
1 Kondrat’yev, Yuriĭ Grygorovych
1 Kononchuk, L. P.
1 Kopytko, Bogdan I.
1 Kostyuchenko, Anatolii Gordeevich
1 Kotlyarov, E. L.
1 Kotov, V. N.
1 Kozachenko, Yuriĭ Vasyl’ovych
1 Kreĭn, Selim Grigor’evich
1 Kuk, Yu. V.
1 Kulik, Alexey M.
1 Kuznetsov, Sergei E.
1 Mandrekar, Vidyadhar S.
1 McFaden, Harold
1 Mikhalevich, Vladimir Semenovich
1 Nasirova, T. N.
1 Olevskii, Alexander Moiseevich
1 Perestyuk, Mykola Oleksiĭovych
1 Peretyat’kin, Mikhail G.
1 Petunin, Yuriĭ Ivanovich
1 Pilipenko, Andrey Yu.
1 Pisanets, S. I.
1 Prokopenko, L. N.
1 Razborov, Aleksandr Aleksandrovich
1 Remez, Evgeniĭ Yakovlevich
...and 17 more Co-Authors
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Serials

27 Theory of Probability and its Applications
24 Teoriya Veroyatnosteĭ i eë Primeneniya
16 Ukraïns’kyĭ Matematychnyĭ Zhurnal
8 Theory of Probability and Mathematical Statistics
8 Random Operators and Stochastic Equations
7 Ukrainian Mathematical Journal
7 Uspekhi Matematicheskikh Nauk [N. S.]
6 Selected Translations in Mathematical Statistics and Probability
5 Theory of Stochastic Processes
5 Grundlehren der Mathematischen Wissenschaften
4 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka
4 Dopovidi Akademiï Nauk Ukraïns’koï RSR
3 Doklady Akademii Nauk SSSR
3 Russian Mathematical Surveys
3 Soviet Mathematics. Doklady
3 Journal of Applied Mathematics and Stochastic Analysis
3 Mathematics and Its Applications. Soviet Series
3 Classics in Mathematics
2 The Annals of Applied Probability
2 Comptes Rendus de l’Académie des Sciences. Série I
2 Ergebnisse der Mathematik und ihrer Grenzgebiete
2 Translations of Mathematical Monographs
1 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A
1 Problems of Information Transmission
1 Kibernetika
1 Sibirskiĭ Matematicheskiĭ Zhurnal
1 Probability Theory and Related Fields
1 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Stochastics and Stochastics Reports
1 Journal of Dynamics and Differential Equations
1 Cybernetics and Systems Analysis
1 Georgian Mathematical Journal
1 Ulam Quarterly
1 Methods of Functional Analysis and Topology
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Proceedings of A. Razmadze Mathematical Institute
1 Vestnik Samarskogo Gosudarstvennogo Universitetea. Estestvennonauchnaya Seriya
1 Doklady Akademii Nauk SSSR. Novaya Seriya
1 Applied Mathematical Sciences
1 Itogi Nauki i Tekhniki. Seriya Sovremennye Problemy Matematiki. Fundamental’nye Napravleniya
1 Mathematische Lehrbücher und Monographien. II. Abteilung: Mathematische Monographien
1 Translations. Series 2. American Mathematical Society

Publications by Year

Citations contained in zbMATH Open

138 Publications have been cited 3,123 times in 2,767 Documents Cited by Year
Stochastic differential equations. Translated from the Russian by K. Wickwire. Zbl 0242.60003
Gihman, I. I.; Skorohod, A. V.
386
1972
Introduction to the theory of random processes. (Введение в теорию случайных процессов.) Zbl 0132.37902
Gikhman, I. I.; Skorokhod, A. V.
265
1965
Studies in the theory of random processes. Translated from the Russian. Zbl 0146.37701
Skorokhod, A. V.
212
1965
Stochastic differential equations. (Стохастические дифференциальные уравнения.) Zbl 0169.48702
Gikhman, I. I.; Skorokhod, A. V.
177
1968
The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019
Gihman, I. I.; Skorohod, A. V.
167
1974
The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. Zbl 0404.60061
Gihman, I. I.; Skorohod, A. V.
155
1979
Limit theorems for stochastic processes. Zbl 0074.33802
Skorokhod, A. V.
139
1956
The theory of stochastic processes II. Translated from the Russian by S. Kotz. Zbl 0305.60027
Gihman, I. I.; Skorohod, A. V.
111
1975
Asymptotic methods in the theory of stochastic differential equations. Transl. from the Russian by H. H. McFaden, transl. ed. by Ben Silver. Zbl 0695.60055
Skorokhod, A. V.
109
1989
Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). Zbl 0557.60041
Gikhman, I. I.; Skorokhod, A. V.
108
1982
Introduction to the theory of random processes. 2nd ed., revised. (Введение в теорию случайных процессов.) Zbl 0429.60002
Gikhman, I. I.; Skorokhod, A. V.
104
1977
Introduction à la théorie des processus aléatoires. (Introduction to the theory of random processes). Transl. from the Russian by Djilali Embarek. Zbl 0573.60003
Gikhman, I.; Skorokhod, A.
78
1980
Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501
Skorokhod, A. V.
69
1961
Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042
Gikhman, I. I.; Skorokhod, A. V.
58
1975
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
53
1975
A manual on probability theory and mathematical statistics. (Spravochnik po teorii veroyatnostej i matematicheskoj statistike). 2nd ed., rev. and compl. Zbl 0608.60001
Korolyuk, V. S.; Portenko, N. I.; Skorokhod, A. V.; Turbin, A. F.
48
1985
Asymptotic methods in the theory of stochastic differential equations. (Asimptoticheskie metody teorii stokhasticheskikh differentsial’nykh uravnenij.) Zbl 0709.60057
Skorokhod, A. V.
38
1987
Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029
Gikhman, I. I.; Skorokhod, A. V.
38
1979
Limit theorems for stochastic processes with independent increments. Zbl 0097.13001
Skorokhod, A. V.
35
1957
Random perturbation methods with applications in science and engineering. Zbl 0998.37001
Skorokhod, A. V.; Hoppensteadt, Frank C.; Salehi, Habib
34
2002
Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. Zbl 0355.62084
Skorokhod, A. V.
33
1975
Multiplicative uniformly continuous families of random stochastic operators. Zbl 0132.12504
Skorokhod, A. V.
32
1964
On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018
Levental, Shlomo; Skorohod, Anatolii V.
32
1997
Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010
Skorokhod, A. V.
29
1974
Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. Zbl 0732.60081
Skorokhod, A. V.
24
1991
Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042
Gikhman, I. I.; Skorokhod, A. V.
24
1977
Limit theorems for random walks. I, II. Zbl 0202.47403
Skorokhod, A. V.; Slobodenyuk, N. P.
22
1965
The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. Zbl 1068.60004
Gikhman, Iosif I.; Skorokhod, Anatoli V.
22
2004
Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302
Skorokhod, A. V.
21
1962
Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. Zbl 1375.60014
Skorokhod, A. V.
20
2017
On contact processes in continuum. Zbl 1096.60040
Kondratiev, Yuri; Skorokhod, Anatoli
19
2006
Branching diffusion processes. Zbl 0264.60058
Skorokhod, A. V.
17
1965
Stochastic processes with independent increments. (Sluchajnye protsessy s nezavisimymi prirashcheniyami). 2nd ed., rev. and compl. Zbl 0622.60082
Skorokhod, A. V.
16
1986
On the densities of probability measures in function spaces. Zbl 0203.17101
Gikhman, I. I.; Skorokhod, A. V.
15
1966
The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. Zbl 1068.60005
Gikhman, Iosif I.; Skorokhod, Anatoli V.
14
2004
On a representation of random variables. Zbl 0362.60004
Skorokhod, A. V.
14
1976
On absolute continuity of measures corresponding to homogeneous Gaussian fields. Zbl 0282.60026
Skorokhod, A. V.; Yadrenko, M. I.
14
1973
The theory of stochastic processes I. Transl. from the Russian by S. Kotz. Corr. printing of the 1st ed. Zbl 0531.60001
Gihman, I. I.; Skorohod, A. V.
12
1980
Asymptotic formulas for stable distribution laws. Zbl 0112.10107
Skorokhod, A. V.
12
1961
A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016
Levental, Shlomo; Skorohod, Antolij V.
12
1995
Limit theorems for Markov processes. Zbl 0090.35501
Skorokhod, A. V.
11
1958
Jumping Markov processes. Zbl 0841.60066
Jacod, J.; Skorokhod, A. V.
11
1996
Branching measure-valued processes. Zbl 0813.60076
Dynkin, E. B.; Kuznetsov, S. E.; Skorokhod, A. V.
10
1994
Jumping filtrations and martingales with finite variation. Zbl 0814.60039
Jacod, J.; Skorohod, A. V.
10
1994
Markov processes with homogeneous second component. II. Zbl 0208.44104
Ezhov, I. I.; Skorokhod, A. V.
9
1969
Markov processes with homogeneous second component. I. Zbl 0213.20003
Ezhov, I. I.; Skorokhod, A. V.
9
1969
Stochastic equations for complex systems. (Stokhasticheskie uravneniya dlya slozhnykh sistem). Zbl 0513.60053
Skorokhod, A. V.
9
1983
On admissible translations of measures in Hilbert space. Zbl 0254.28008
Skorokhod, A. V.
8
1971
Markov processes with homogeneous second component. I. Zbl 0281.60067
Ezhov, I. I.; Skorokhod, A. V.
8
1969
Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063
Gikhman, I. I.; Skorokhod, A. V.
8
1971
Asymptotic formulas for stable distribution laws. Zbl 0057.11106
Skorokhod, A. V.
8
1954
Products of independent random operators. Zbl 0547.60011
Skorokhod, A. V.
7
1983
A note on Gaussian measures in a Banach space. Zbl 0218.28008
Skorokhod, A. V.
7
1970
Basic principles and applications of probability theory. Edited by Yu. V. Prokhorov. Translated from the Russian by B. D. Seckler. Zbl 1048.60001
Skorokhod, A. V.
7
2005
Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071
Skorokhod, A. V.
7
1982
Theory of probability and mathematical statistics. Textbook. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie). 2nd ed., rev. and compl. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie.) Zbl 0673.60001
Gikhman, I. I.; Skorokhod, A. V.; Yadrenko, M. I.
6
1988
Random linear operators. Transl. from the Russian. Zbl 0542.60052
Skorokhod, A. V.
6
1984
Markov processes with homogeneous second component. II. Zbl 0196.20003
Ezhov, I. I.; Skorokhod, A. V.
6
1969
Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058
Skorokhod, A. V.
6
1982
Theorie der Zufallsprozesse. Band 2. (Teoriya sluchajnykh processov. Tom II.). Zbl 0298.60024
Gikhman, I. I.; Skorokhod, A. V.
6
1973
The theory of stochastic processes II. Transl. from the Russian by S. Kotz. Repr. of the 1st ed. 1975. Zbl 0531.60002
Gihman, I. I.; Skorohod, A. V.
5
1983
On the differentiability of measures which correspond to stochastic processes. I: Processes with independent increments. Zbl 0116.35601
Skorokhod, A. V.
5
1958
Constructive methods of specifying stochastic processes. Zbl 0138.40308
Skorokhod, A. V.
5
1965
On randomly perturbed linear oscillating mechanical systems. Zbl 0971.60064
Skorokhod, A. V.
5
2000
Dynamical systems with fast switchings. Zbl 0637.60073
Sarafyan, V. V.; Skorokhod, A. V.
4
1987
Stochastic equations for complex systems. Transl. from the Russian by L.F. Boron. Zbl 0649.60062
Skorokhod, A. V.
4
1988
Studies in the theory of random processes (stochastic differential equations and limit theorems for Markov processes). (Исследования по теории случайных процессов (стохастические дифференциальные уравнения и предельные теоремы для процессов Маркова)) (Untersuchungen über die Theorie der Zufallsprozesse (stochastische Differentialgleichungen und Grenzwertsätze für Markovsche Prozesse).) Zbl 0108.14804
Skorokhod, A. V.
4
1961
On homogeneous continuous Markov processes that are martingales. Zbl 0134.14204
Skorokhod, A. V.
4
1963
Homogeneous Markov processes without discontinuities of the second kind. Zbl 0193.46003
Skorokhod, A. V.
4
1967
Absolute continuity of infinitely divisible distributions under translations. Zbl 0203.19803
Skorokhod, A. V.
4
1965
Homogeneous branching processes with a finite number of types and continuously varying mass. Zbl 0232.60069
Ryzhov, Yu. M.; Skorokhod, A. V.
4
1971
On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032
Skorokhod, Anatoli V.
4
1996
Elements of probability theory and stochastic processes. Textbook. Transl. from the Ukrainian. (Элементы теории вероятностей и случайных процессов. Учебное пособие.) Zbl 0479.60001
Skorokhod, A. V.
4
1980
Random processes in infinite-dimensional spaces. Zbl 0723.60078
Skorokhod, A. V.
4
1990
Limit theorems for random walks. (Предельные теоремы для случайных блужданий) (Grenzwertsätze für Irrfahrten.) Zbl 0272.60051
Skorokhod, A. V.; Slobodenyuk, N. P.
4
1970
Theory of random processes. Vol. 2. (Теория случайных процессов. Вып. 2. Республиканский межведомственный сборник.) Zbl 0273.00004
4
1974
The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012
Gikhman, Iosif I.; Skorokhod, Anatoli V.
4
2007
On the limiting transition from a sequence of sums of independent random quantities to a homogeneous random process with independent increments. Zbl 0068.12302
Skorokhod, A. V.
4
1955
Über das asymptotische Verhalten gewisser Funktionale eines Prozesses der Brownschen Bewegung. Zbl 0253.60071
Skorokhod, A. V.; Slobodenyuk, N. P.
3
1966
Einige Grenzwertsätze für additive Funktionale einer Folge von Summen unabhängiger Zufallsgrößen. Zbl 0104.37101
Skorokhod, A. V.
3
1961
On the local structure of continuous Markov processes. Zbl 0203.18004
Skorokhod, A. V.
3
1966
On fast-switching dynamical systems. Zbl 0656.60066
Sarafyan, V. V.; Skorokhod, A. V.
3
1987
Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095
Skorokhod, A. V.
3
1987
Infinite systems of randomly interacting particles. Zbl 0847.60084
Skorohod, A. V.
3
1993
Linear and almost linear functions on a measurable Hilbert space. Zbl 0388.60005
Skorokhod, A. V.
3
1978
Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075
Skorokhod, A. V.; Nasirova, T. I.
3
1982
On some empiric characteristic of the multidimensional normal distribution. Zbl 0733.60049
Skorokhod, A. V.; Stepakhno, V. I.
3
1991
Linear and almost linear functionals on a measurable Hilbert space. Zbl 0421.60004
Skorokhod, A. V.
3
1979
\(\sigma\)-algebras of events on probability spaces. Similarity and factorization. Zbl 0745.60004
Skorokhod, A. V.
2
1991
Yurij L’vovich Daletskyj (to his 70th birthday). Zbl 0936.01022
Berezanskyj, Yu. M.; Korolyuk, V. S.; Krein, S. G.; Mitropolskij, Yu. A.; Samoilenko, A. M.; Skorokhod, A. V.; Skrypnik, I. V.
2
1997
On parameter estimation from indirect observations. Zbl 0898.62107
Skorokhod, A. V.; Khas’minskij, R. Z.
2
1996
A limit theorem for independent random variables. Zbl 0104.37003
Skorokhod, A. V.
2
1960
A limit theorem for homogeneous Markov chains. Zbl 0127.09601
Skorokhod, A. V.
2
1963
Grenzverteilungen für additive Funktionale einer Folge von Summen unabhängiger gleichverteilter gitterförmiger Zufallsgrößen. Zbl 0135.19202
Skorokhod, A. V.; Slobodenyuk, N. P.
2
1965
On the densities of probability measures in functional spaces. Zbl 0189.17502
Skorokhod, A. V.
2
1967
Bemerkung über Gaußsche Maße im Banachraum. Zbl 0202.33701
Skorokhod, A. V.
2
1970
The local structure of continuous Markov processes. Zbl 0203.18003
Skorokhod, A. V.
2
1966
On differentiability of measures which correspond to Markov processes. Zbl 0215.53404
Skorokhod, A. V.
2
1960
On random perturbed mechanical systems with two degrees of freedom. Zbl 0976.34050
Skorokhod, Anatoly V.
2
2001
Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes. Zbl 1027.60061
Skorokhod, Anatoli V.
2
2003
Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. Zbl 1375.60014
Skorokhod, A. V.
20
2017
The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012
Gikhman, Iosif I.; Skorokhod, Anatoli V.
4
2007
On contact processes in continuum. Zbl 1096.60040
Kondratiev, Yuri; Skorokhod, Anatoli
19
2006
Basic principles and applications of probability theory. Edited by Yu. V. Prokhorov. Translated from the Russian by B. D. Seckler. Zbl 1048.60001
Skorokhod, A. V.
7
2005
The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. Zbl 1068.60004
Gikhman, Iosif I.; Skorokhod, Anatoli V.
22
2004
The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. Zbl 1068.60005
Gikhman, Iosif I.; Skorokhod, Anatoli V.
14
2004
Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes. Zbl 1027.60061
Skorokhod, Anatoli V.
2
2003
Random perturbation methods with applications in science and engineering. Zbl 0998.37001
Skorokhod, A. V.; Hoppensteadt, Frank C.; Salehi, Habib
34
2002
Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes. Zbl 1097.60051
Skorokhod, A.
1
2002
On random perturbed mechanical systems with two degrees of freedom. Zbl 0976.34050
Skorokhod, Anatoly V.
2
2001
On randomly perturbed linear oscillating mechanical systems. Zbl 0971.60064
Skorokhod, A. V.
5
2000
Limit theorems for stochastic processes. Zbl 0969.60007
Skorokhod, Anatolii V.
1
2000
On infinite systems of stochastic differential equations. Zbl 0955.60062
Skorokhod, A.
1
1999
An approach to the martingale problem for diffusion stochastic equations in a Hilbert space. Zbl 0939.60050
Mandrekar, Vidyadhar S.; Skorokhod, Anatolij V.
1
1998
On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018
Levental, Shlomo; Skorohod, Anatolii V.
32
1997
Yurij L’vovich Daletskyj (to his 70th birthday). Zbl 0936.01022
Berezanskyj, Yu. M.; Korolyuk, V. S.; Krein, S. G.; Mitropolskij, Yu. A.; Samoilenko, A. M.; Skorokhod, A. V.; Skrypnik, I. V.
2
1997
Probability theory: collection of problems. Transl. from the Russian by O. I. Klesov and V. A. Kotov. Zbl 0880.60001
Dorogovtsev, A. Ya.; Silvestrov, D. S.; Skorokhod, A. V.; Yadrenko, M. I.
2
1997
On optimal filtering of multitarget tracking systems based on point processes observations. Zbl 0882.60039
Portenko, Nicolai; Salehi, Habib; Skorokhod, Anatoli
2
1997
Discrete time semigroup transformations with random perturbations. Zbl 0884.35180
Hoppensteadt, F.; Salehi, H.; Skorokhod, A.
2
1997
Measure-valued diffusion. Zbl 0943.60065
Skorokhod, A. V.
1
1997
Jumping Markov processes. Zbl 0841.60066
Jacod, J.; Skorokhod, A. V.
11
1996
On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032
Skorokhod, Anatoli V.
4
1996
On parameter estimation from indirect observations. Zbl 0898.62107
Skorokhod, A. V.; Khas’minskij, R. Z.
2
1996
Lectures on the theory of stochastic processes. Zbl 0883.60001
Skorokhod, A. V.
2
1996
Markov chain with small random perturbations with applications to bacterial genetics. Zbl 0869.60062
Hoppensteadt, F.; Salehi, H.; Skorokhod, A.
1
1996
An averaging principle for dynamical systems in Hilbert space with Markov random perturbations. Zbl 0856.60066
Hoppensteadt, F.; Salehi, H.; Skorokhod, A.
1
1996
On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities. Zbl 0879.60065
Hoppensteadt, F.; Salehi, H.; Skorokhod, A.
1
1996
A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016
Levental, Shlomo; Skorohod, Antolij V.
12
1995
Randomly perturbed Volterra integral equations and some applications. Zbl 0857.60059
Hoppensteadt, F.; Salehi, H.; Skorokhod, A.
1
1995
Branching measure-valued processes. Zbl 0813.60076
Dynkin, E. B.; Kuznetsov, S. E.; Skorokhod, A. V.
10
1994
Jumping filtrations and martingales with finite variation. Zbl 0814.60039
Jacod, J.; Skorohod, A. V.
10
1994
On asymptotic behavior of solutions of the wave equations perturbed by a fast Markov process. Zbl 0876.60037
Salehi, H.; Skorokhod, A. V.
1
1994
Infinite systems of randomly interacting particles. Zbl 0847.60084
Skorohod, A. V.
3
1993
Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. Zbl 0732.60081
Skorokhod, A. V.
24
1991
On some empiric characteristic of the multidimensional normal distribution. Zbl 0733.60049
Skorokhod, A. V.; Stepakhno, V. I.
3
1991
\(\sigma\)-algebras of events on probability spaces. Similarity and factorization. Zbl 0745.60004
Skorokhod, A. V.
2
1991
Random processes in infinite-dimensional spaces. Zbl 0723.60078
Skorokhod, A. V.
4
1990
A central limit theorem for Hermitian polynomials of independent Gaussian variables. Zbl 0721.60017
Skorokhod, A. V.; Stepakhno, V. I.
1
1990
Generalization of Hermite polynomials. Zbl 0727.33004
Skorokhod, A. V.; Stepakhno, V. I.
1
1990
Asymptotic methods in the theory of stochastic differential equations. Transl. from the Russian by H. H. McFaden, transl. ed. by Ben Silver. Zbl 0695.60055
Skorokhod, A. V.
109
1989
On systems of interacting reproduced particles. Zbl 0739.60102
Skorokhod, A. V.
1
1989
Markov processes and probabilistic applications in analysis. Zbl 0711.60064
Skorokhod, A. V.
1
1989
Theory of probability and mathematical statistics. Textbook. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie). 2nd ed., rev. and compl. (Teoriya veroyatnostej i matematicheskaya statistika. Uchebnoe posobie.) Zbl 0673.60001
Gikhman, I. I.; Skorokhod, A. V.; Yadrenko, M. I.
6
1988
Stochastic equations for complex systems. Transl. from the Russian by L.F. Boron. Zbl 0649.60062
Skorokhod, A. V.
4
1988
Asymptotic methods in the theory of stochastic differential equations. (Asimptoticheskie metody teorii stokhasticheskikh differentsial’nykh uravnenij.) Zbl 0709.60057
Skorokhod, A. V.
38
1987
Dynamical systems with fast switchings. Zbl 0637.60073
Sarafyan, V. V.; Skorokhod, A. V.
4
1987
On fast-switching dynamical systems. Zbl 0656.60066
Sarafyan, V. V.; Skorokhod, A. V.
3
1987
Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095
Skorokhod, A. V.
3
1987
Random processes in infinite dimensional spaces. Zbl 0668.60057
Skorokhod, A. V.
1
1987
Stochastic processes with independent increments. (Sluchajnye protsessy s nezavisimymi prirashcheniyami). 2nd ed., rev. and compl. Zbl 0622.60082
Skorokhod, A. V.
16
1986
Topologically recurrent Markov chains. Ergodic properties. Zbl 0623.60088
Skorokhod, A. V.
1
1986
The linear operator-valued stochastic equations. Zbl 0587.60052
Skorokhod, A. V.
1
1986
A manual on probability theory and mathematical statistics. (Spravochnik po teorii veroyatnostej i matematicheskoj statistike). 2nd ed., rev. and compl. Zbl 0608.60001
Korolyuk, V. S.; Portenko, N. I.; Skorokhod, A. V.; Turbin, A. F.
48
1985
Random linear operators. Transl. from the Russian. Zbl 0542.60052
Skorokhod, A. V.
6
1984
Stochastic equations for complex systems. (Stokhasticheskie uravneniya dlya slozhnykh sistem). Zbl 0513.60053
Skorokhod, A. V.
9
1983
Products of independent random operators. Zbl 0547.60011
Skorokhod, A. V.
7
1983
The theory of stochastic processes II. Transl. from the Russian by S. Kotz. Repr. of the 1st ed. 1975. Zbl 0531.60002
Gihman, I. I.; Skorohod, A. V.
5
1983
Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). Zbl 0557.60041
Gikhman, I. I.; Skorokhod, A. V.
108
1982
Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071
Skorokhod, A. V.
7
1982
Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058
Skorokhod, A. V.
6
1982
Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075
Skorokhod, A. V.; Nasirova, T. I.
3
1982
Introduction à la théorie des processus aléatoires. (Introduction to the theory of random processes). Transl. from the Russian by Djilali Embarek. Zbl 0573.60003
Gikhman, I.; Skorokhod, A.
78
1980
The theory of stochastic processes I. Transl. from the Russian by S. Kotz. Corr. printing of the 1st ed. Zbl 0531.60001
Gihman, I. I.; Skorohod, A. V.
12
1980
Elements of probability theory and stochastic processes. Textbook. Transl. from the Ukrainian. (Элементы теории вероятностей и случайных процессов. Учебное пособие.) Zbl 0479.60001
Skorokhod, A. V.
4
1980
Consistent estimates of the parameters of stochastic processes. (Sostoyatel’nye otsenki parametrov sluchajnykh protsessov). Zbl 0429.60031
Ibramkhalilov, I. Sh.; Skorokhod, A. V.
2
1980
On the asymptotic behavior of processes in an inventory control model. Zbl 0474.60082
Skorokhod, A. V.; Nasirova, T. I.
1
1980
On the measurability of stochastic processes. Zbl 0419.60030
Skorokhod, A. V.
1
1980
The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. Zbl 0404.60061
Gihman, I. I.; Skorohod, A. V.
155
1979
Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029
Gikhman, I. I.; Skorokhod, A. V.
38
1979
Linear and almost linear functionals on a measurable Hilbert space. Zbl 0421.60004
Skorokhod, A. V.
3
1979
Stochastic differential equations for quasi-diffusion processes. Zbl 0433.60062
Skorokhod, A. V.
1
1979
Linear and almost linear functions on a measurable Hilbert space. Zbl 0388.60005
Skorokhod, A. V.
3
1978
Introduction to the theory of random processes. 2nd ed., revised. (Введение в теорию случайных процессов.) Zbl 0429.60002
Gikhman, I. I.; Skorokhod, A. V.
104
1977
Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042
Gikhman, I. I.; Skorokhod, A. V.
24
1977
On a representation of random variables. Zbl 0362.60004
Skorokhod, A. V.
14
1976
On absolute continuity of Gaussian measure under nonlinear transformation. Zbl 0399.60037
Skorokhod, A. V.; Shatashvili, A. D.
2
1976
The theory of stochastic processes II. Translated from the Russian by S. Kotz. Zbl 0305.60027
Gihman, I. I.; Skorohod, A. V.
111
1975
Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042
Gikhman, I. I.; Skorokhod, A. V.
58
1975
On a generalization of a stochastic integral. Zbl 0333.60060
Skorokhod, A. V.
53
1975
Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. Zbl 0355.62084
Skorokhod, A. V.
33
1975
A remark on square integrable martingales. Zbl 0348.60066
Skorokhod, A. V.
1
1975
Theory of random processes. Vol. 3. (Теория случайных процессов. Вып. 3. Республиканский межведомственный сборник.) Zbl 0296.00013
1
1975
The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019
Gihman, I. I.; Skorohod, A. V.
167
1974
Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010
Skorokhod, A. V.
29
1974
Theory of random processes. Vol. 2. (Теория случайных процессов. Вып. 2. Республиканский межведомственный сборник.) Zbl 0273.00004
4
1974
Surface integrals and Green’s formula in Hilbert space. Zbl 0293.28008
Skorokhod, A. V.
1
1974
On absolute continuity of measures corresponding to homogeneous Gaussian fields. Zbl 0282.60026
Skorokhod, A. V.; Yadrenko, M. I.
14
1973
Theorie der Zufallsprozesse. Band 2. (Teoriya sluchajnykh processov. Tom II.). Zbl 0298.60024
Gikhman, I. I.; Skorokhod, A. V.
6
1973
Determination of the mean of a Wiener process observed on an infinite interval. Zbl 0301.62053
Ibramkhalilov, I. Sh.; Skorokhod, A. V.
1
1973
Stochastic differential equations. Translated from the Russian by K. Wickwire. Zbl 0242.60003
Gihman, I. I.; Skorohod, A. V.
386
1972
On admissible translations of measures in Hilbert space. Zbl 0254.28008
Skorokhod, A. V.
8
1971
Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063
Gikhman, I. I.; Skorokhod, A. V.
8
1971
Homogeneous branching processes with a finite number of types and continuously varying mass. Zbl 0232.60069
Ryzhov, Yu. M.; Skorokhod, A. V.
4
1971
On the asymptotic behavior of certain functionals of a Brownian motion process. Zbl 0328.60047
Skorokhod, A. V.; Slobodenyuk, N. P.
2
1971
On the limit of a certain process with semi-independent increments. Zbl 0234.60067
Dzhafarov, K. M.; Nasirova, T. I.; Skorokhod, A. V.
1
1971
Theorie der Zufallsprozesse. Band 1. (Teoriya sluchajnykh processov. Tom 1.). Zbl 0298.60023
Gikhman, I. I.; Skorokhod, A. V.
1
1971
A note on Gaussian measures in a Banach space. Zbl 0218.28008
Skorokhod, A. V.
7
1970
Limit theorems for random walks. (Предельные теоремы для случайных блужданий) (Grenzwertsätze für Irrfahrten.) Zbl 0272.60051
Skorokhod, A. V.; Slobodenyuk, N. P.
4
1970
Bemerkung über Gaußsche Maße im Banachraum. Zbl 0202.33701
Skorokhod, A. V.
2
1970
Markov processes with homogeneous second component. II. Zbl 0208.44104
Ezhov, I. I.; Skorokhod, A. V.
9
1969
...and 38 more Documents
all top 5

Cited by 2,918 Authors

24 Korolyuk, Volodymyr Semenovych
19 Shaikhet, Leonid Efimovich
19 Yasinskij, V. K.
17 Yavin, Yaakov
16 Kondrat’yev, Yuriĭ Grygorovych
16 Mishura, Yuliya Stepanivna
15 Nguyen Huu Du
14 Borodin, Andreĭ Nikolaevich
14 Kolmanovskii, Vladimir Borisovich
14 Nualart, David
13 Shao, Jinghai
12 Butsan, G. P.
12 Gliklikh, Yuriĭ Evgen’evich
12 Kulinich, Grygoriĭ L.
12 Limnios, Nikolaos
12 Smorodina, Natal’ya Vasil’evna
11 Bogachev, Vladimir Igorevich
11 Kharlamov, Boris Pavlovich
11 Yin, Gang George
10 Abundo, Mario
10 Dolinsky, Yan
10 Hobson, David Graham
10 Malinowski, Marek T.
10 Yasynsky, V. K.
10 Yin, George Gang
9 Faddeev, Mikhaĭl Mikhaĭlovich
9 Fatalov, Vadim Rolandovich
9 Hanson, Floyd B.
9 Leonenko, Nikolai N.
8 Albeverio, Sergio A.
8 Anisimov, Vladimir Vladislavovič
8 Bondarev, Borys Volodymyrovych
8 Cox, Alexander Matthew Gordon
8 Ibragimov, Il’dar Abdullovich
8 Makhno, Sergeĭ Yakovlevich
8 Ouknine, Youssef
8 Paulauskas, Vygantas Ionovič
8 Pragarauskas, Henrikas
8 Soner, Halil Mete
8 Swishchuk, Anatoliy
8 Yurchenko, I. V.
7 Borovkov, Aleksandr Alekseevich
7 Davydov, Yu. A.
7 Friedman, Avner
7 Grigelionis, Bronius I.
7 Guo, Xianping
7 Ivanov, Aleksandr Vladimirovich
7 Kannan, Devika
7 Khas’minskiĭ, Rafail Zalmanovich
7 Kushner, Harold J.
7 Malyk, Igor V.
7 Mogul’skii, Anatolii Alfredovich
7 Nguyen, Dang Hai
7 Rozenberg, Valerii L’vovich
7 Sango, Mamadou
7 Skorokhod, Anatoliĭ Volodymyrovych
7 Tuckwell, Henry C.
6 Antonyuk, Svitlana V.
6 Csörgő, Miklós
6 Cui, Zhenyu
6 Jacod, Jean
6 Karatzas, Ioannis
6 Khaniyev, Tahir
6 Khusainov, Denis Ya.
6 Kulik, Alexey M.
6 Kushnirenko, Svitlana V.
6 Kutoviy, Oleksandr V.
6 Kuznetsov, Dmitriĭ Feliksovich
6 Lukashiv, Taras O.
6 Manstavičius, Eugenijus
6 Matsak, Ivan K.
6 Menaldi, Jose-Luis
6 Mytropol’skyĭ, Yuriĭ Oleksiĭovych
6 Molchanov, Stanislav Alekseevich
6 Obloj, Jan K.
6 Phan Thành Nam
6 Protter, Philip Elliott
6 Romanov, Volodymyr A.
6 Rougerie, Nicolas
6 Rybakov, Konstantin Aleksandrovich
6 Samoilenko, Igor V.
6 Smolyanov, Oleg Georgievich
6 Surgailis, Donatas
6 Taksar, Michael I.
6 Yarovaya, Elena B.
6 Yüksel, Serdar
6 Zhu, Chao
5 Ahmed, Nasir Uddin
5 Bass, Richard F.
5 Braverman, Michael Sh.
5 Buldygin, Valeriĭ Volodymyrovych
5 Ceci, Claudia
5 Chebotarev, Alexandr M.
5 Dokuchaev, Nikolai G.
5 Evans, Steven Neil
5 Finkelshteĭn, Dmitriĭ Leonidovich
5 Galtchouk, Leonid I.
5 Gard, Thomas C.
5 Hernández-Lerma, Onésimo
5 Horváth, Lajos
...and 2,818 more Authors
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Cited in 408 Serials

179 Ukrainian Mathematical Journal
130 Stochastic Processes and their Applications
87 Cybernetics and Systems Analysis
78 Lithuanian Mathematical Journal
74 Journal of Mathematical Analysis and Applications
73 Journal of Mathematical Sciences (New York)
70 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
69 Journal of Soviet Mathematics
56 Mathematical Notes
56 Stochastic Analysis and Applications
52 Probability Theory and Related Fields
52 The Annals of Applied Probability
50 Statistics & Probability Letters
40 The Annals of Probability
39 Siberian Mathematical Journal
39 Theory of Probability and Mathematical Statistics
31 Journal of Theoretical Probability
28 Applied Mathematics and Computation
26 Journal of Differential Equations
26 Journal of Functional Analysis
25 Transactions of the American Mathematical Society
24 Journal of Applied Mathematics and Mechanics
24 Stochastics
22 Journal of Statistical Physics
22 Applied Mathematics and Optimization
22 SIAM Journal on Control and Optimization
20 Journal of Statistical Planning and Inference
19 Theory of Probability and its Applications
19 Journal of Applied Probability
18 Communications in Mathematical Physics
18 International Journal of Systems Science
18 Cybernetics
18 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
17 Theoretical and Mathematical Physics
17 Automation and Remote Control
16 Mathematical Biosciences
16 Automatica
16 Journal of Multivariate Analysis
16 Bernoulli
15 Journal of Computational and Applied Mathematics
15 Systems & Control Letters
15 Doklady Mathematics
14 Functional Analysis and its Applications
14 Insurance Mathematics & Economics
14 Acta Applicandae Mathematicae
13 Journal of Economic Dynamics & Control
13 Mathematical Finance
13 Methodology and Computing in Applied Probability
12 The Annals of Statistics
12 Journal of Economic Theory
12 Journal of Mathematical Economics
12 Journal of Optimization Theory and Applications
12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
12 Finance and Stochastics
12 Stochastics and Dynamics
11 Journal of Mathematical Biology
11 Queueing Systems
11 Modern Stochastics. Theory and Applications
10 Advances in Applied Probability
10 International Journal of Control
10 European Journal of Operational Research
10 Random Operators and Stochastic Equations
10 Infinite Dimensional Analysis, Quantum Probability and Related Topics
10 Stochastics
9 Journal of the Franklin Institute
9 Proceedings of the American Mathematical Society
9 Differential Equations
9 Proceedings of the Steklov Institute of Mathematics
8 Journal of Econometrics
8 Theoretical Population Biology
8 Mathematical and Computer Modelling
8 Potential Analysis
8 Journal of Computer and Systems Sciences International
8 Electronic Journal of Probability
8 Advances in Difference Equations
7 Computers & Mathematics with Applications
7 Computer Methods in Applied Mechanics and Engineering
7 Physica D
7 Applied Mathematics Letters
7 Communications in Statistics. Theory and Methods
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Abstract and Applied Analysis
6 Journal of Computational Physics
6 Journal of Mathematical Physics
6 Metrika
6 Physica A
6 Problems of Information Transmission
6 Advances in Mathematics
6 Annals of the Institute of Statistical Mathematics
6 Fuzzy Sets and Systems
6 Publications of the Research Institute for Mathematical Sciences, Kyoto University
6 International Journal of Theoretical and Applied Finance
6 Statistical Inference for Stochastic Processes
6 Lobachevskii Journal of Mathematics
6 Bulletin of the American Mathematical Society
6 Frontiers of Mathematics in China
6 Nonlinear Analysis. Hybrid Systems
6 Science China. Mathematics
6 Stochastic and Partial Differential Equations. Analysis and Computations
6 Carpathian Mathematical Publications
...and 308 more Serials
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Cited in 51 Fields

2,116 Probability theory and stochastic processes (60-XX)
385 Systems theory; control (93-XX)
282 Statistics (62-XX)
264 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
204 Partial differential equations (35-XX)
186 Ordinary differential equations (34-XX)
164 Numerical analysis (65-XX)
144 Biology and other natural sciences (92-XX)
116 Operations research, mathematical programming (90-XX)
95 Calculus of variations and optimal control; optimization (49-XX)
94 Operator theory (47-XX)
92 Statistical mechanics, structure of matter (82-XX)
90 Measure and integration (28-XX)
79 Functional analysis (46-XX)
66 Dynamical systems and ergodic theory (37-XX)
61 Quantum theory (81-XX)
55 Fluid mechanics (76-XX)
37 Integral equations (45-XX)
32 Global analysis, analysis on manifolds (58-XX)
23 Mechanics of particles and systems (70-XX)
19 Computer science (68-XX)
18 Real functions (26-XX)
17 Harmonic analysis on Euclidean spaces (42-XX)
17 Mechanics of deformable solids (74-XX)
14 Information and communication theory, circuits (94-XX)
13 Combinatorics (05-XX)
13 Special functions (33-XX)
13 Abstract harmonic analysis (43-XX)
12 Topological groups, Lie groups (22-XX)
10 General topology (54-XX)
9 Number theory (11-XX)
9 Difference and functional equations (39-XX)
8 History and biography (01-XX)
8 Potential theory (31-XX)
8 Approximations and expansions (41-XX)
8 Geophysics (86-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
6 Mathematical logic and foundations (03-XX)
5 Integral transforms, operational calculus (44-XX)
4 Functions of a complex variable (30-XX)
4 Sequences, series, summability (40-XX)
4 Classical thermodynamics, heat transfer (80-XX)
3 Order, lattices, ordered algebraic structures (06-XX)
3 Group theory and generalizations (20-XX)
3 Differential geometry (53-XX)
3 Optics, electromagnetic theory (78-XX)
2 General and overarching topics; collections (00-XX)
1 Commutative algebra (13-XX)
1 Nonassociative rings and algebras (17-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Convex and discrete geometry (52-XX)

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