Edit Profile (opens in new tab) Skorokhod, Anatoliĭ Volodymyrovych Compute Distance To: Compute Author ID: skorokhod.anatoli-v 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 more...less Further Spellings: Скороход Анатолий Владимирович; Скороход Анатолій Володимирович External Links: MacTutor · MGP · Wikidata · Math-Net.Ru · GND · IdRef Documents Indexed: 246 Publications since 1953, including 45 Books 21 Contributions as Editor · 2 Further Contributions Biographic References: 12 Publications Co-Authors: 80 Co-Authors with 116 Joint Publications 2,914 Co-Co-Authors all top 5 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, Mykhaĭlo Ĭosypovych 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 Nikolaevich 2 Sarafyan, V. V. 2 Sergiyenko, Ivan Vasyl’ovych 2 Shatashvili, Albert D. 2 Shurenkov, V. M. 2 Zolotarëv, Vladimir Mikhaĭlovich 1 Afanaseva, Larisa G. 1 Al’ Farakh, Khajsam 1 Aliyev, Soltan Ali Ogli 1 Atalla, M. A. 1 Bakhvalov, Nikolaĭ 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 1 Samoilenko, Igor V. ...and 16 more Co-Authors all top 5 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 all top 5 Fields 213 Probability theory and stochastic processes (60-XX) 24 General and overarching topics; collections (00-XX) 21 Statistics (62-XX) 17 History and biography (01-XX) 13 Ordinary differential equations (34-XX) 9 Measure and integration (28-XX) 9 Operator theory (47-XX) 7 Partial differential equations (35-XX) 7 Biology and other natural sciences (92-XX) 7 Systems theory; control (93-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 137 Publications have been cited 3,224 times in 2,851 Documents Cited by ▼ Year ▼ Stochastic differential equations. Translated from the Russian by K. Wickwire. Zbl 0242.60003Gihman, I. I.; Skorohod, A. V. 398 1972 Introduction to the theory of random processes. (Введение в теорию случайных процессов.) Zbl 0132.37902Gikhman, I. I.; Skorokhod, A. V. 260 1965 Studies in the theory of random processes. Translated from the Russian. Zbl 0146.37701Skorokhod, A. V. 215 1965 Stochastic differential equations. (Стохастические дифференциальные уравнения.) Zbl 0169.48702Gikhman, I. I.; Skorokhod, A. V. 182 1968 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019Gihman, I. I.; Skorohod, A. V. 173 1974 The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. Zbl 0404.60061Gihman, I. I.; Skorohod, A. V. 160 1979 Limit theorems for stochastic processes. Zbl 0074.33802Skorokhod, A. V. 136 1956 The theory of stochastic processes II. Translated from the Russian by S. Kotz. Zbl 0305.60027Gihman, I. I.; Skorohod, A. V. 119 1975 Asymptotic methods in the theory of stochastic differential equations. Transl. from the Russian by H. H. McFaden, transl. ed. by Ben Silver. Zbl 0695.60055Skorokhod, A. V. 115 1989 Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). Zbl 0557.60041Gikhman, I. I.; Skorokhod, A. V. 109 1982 Introduction to the theory of random processes. 2nd ed., revised. (Введение в теорию случайных процессов.) Zbl 0429.60002Gikhman, I. I.; Skorokhod, A. V. 105 1977 Introduction à la théorie des processus aléatoires. (Introduction to the theory of random processes). Transl. from the Russian by Djilali Embarek. Zbl 0573.60003Gikhman, I.; Skorokhod, A. 90 1980 Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501Skorokhod, A. V. 68 1961 On a generalization of a stochastic integral. Zbl 0333.60060Skorokhod, A. V. 60 1975 Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042Gikhman, I. I.; Skorokhod, A. V. 60 1975 A manual on probability theory and mathematical statistics. (Spravochnik po teorii veroyatnostej i matematicheskoj statistike). 2nd ed., rev. and compl. Zbl 0608.60001Korolyuk, V. S.; Portenko, N. I.; Skorokhod, A. V.; Turbin, A. F. 51 1985 Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029Gikhman, I. I.; Skorokhod, A. V. 40 1979 Asymptotic methods in the theory of stochastic differential equations. (Asimptoticheskie metody teorii stokhasticheskikh differentsial’nykh uravnenij.) Zbl 0709.60057Skorokhod, A. V. 39 1987 Random perturbation methods with applications in science and engineering. Zbl 0998.37001Skorokhod, A. V.; Hoppensteadt, Frank C.; Salehi, Habib 37 2002 Limit theorems for stochastic processes with independent increments. Zbl 0097.13001Skorokhod, A. V. 36 1957 Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. Zbl 0355.62084Skorokhod, A. V. 33 1975 On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018Levental, Shlomo; Skorohod, Anatolii V. 32 1997 Multiplicative uniformly continuous families of random stochastic operators. Zbl 0132.12504Skorokhod, A. V. 32 1964 Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010Skorokhod, A. V. 29 1974 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. Zbl 1068.60004Gikhman, Iosif I.; Skorokhod, Anatoli V. 28 2004 Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. Zbl 0732.60081Skorokhod, A. V. 26 1991 Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042Gikhman, I. I.; Skorokhod, A. V. 24 1977 Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302Skorokhod, A. V. 23 1962 Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. Zbl 1375.60014Skorokhod, A. V. 22 2017 On contact processes in continuum. Zbl 1096.60040Kondratiev, Yuri; Skorokhod, Anatoli 21 2006 Limit theorems for random walks. I, II. Zbl 0202.47403Skorokhod, A. V.; Slobodenyuk, N. P. 20 1965 Branching diffusion processes. Zbl 0264.60058Skorokhod, A. V. 17 1965 The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. Zbl 1068.60005Gikhman, Iosif I.; Skorokhod, Anatoli V. 16 2004 Stochastic processes with independent increments. (Sluchajnye protsessy s nezavisimymi prirashcheniyami). 2nd ed., rev. and compl. Zbl 0622.60082Skorokhod, A. V. 16 1986 On absolute continuity of measures corresponding to homogeneous Gaussian fields. Zbl 0282.60026Skorokhod, A. V.; Yadrenko, M. I. 15 1973 Jumping Markov processes. Zbl 0841.60066Jacod, J.; Skorokhod, A. V. 15 1996 On the densities of probability measures in function spaces. Zbl 0203.17101Gikhman, I. I.; Skorokhod, A. V. 15 1966 On a representation of random variables. Zbl 0362.60004Skorokhod, A. V. 14 1976 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016Levental, Shlomo; Skorohod, Antolij V. 13 1995 Jumping filtrations and martingales with finite variation. Zbl 0814.60039Jacod, J.; Skorohod, A. V. 12 1994 The theory of stochastic processes I. Transl. from the Russian by S. Kotz. Corr. printing of the 1st ed. Zbl 0531.60001Gihman, I. I.; Skorohod, A. V. 12 1980 Limit theorems for Markov processes. Zbl 0090.35501Skorokhod, A. V. 11 1958 Asymptotic formulas for stable distribution laws. Zbl 0112.10107Skorokhod, A. V. 11 1961 Markov processes with homogeneous second component. I. Zbl 0281.60067Ezhov, I. I.; Skorokhod, A. V. 11 1969 Branching measure-valued processes. Zbl 0813.60076Dynkin, E. B.; Kuznetsov, S. E.; Skorokhod, A. V. 10 1994 Stochastic equations for complex systems. (Stokhasticheskie uravneniya dlya slozhnykh sistem). Zbl 0513.60053Skorokhod, A. V. 9 1983 Asymptotic formulas for stable distribution laws. Zbl 0057.11106Skorokhod, A. V. 9 1954 Markov processes with homogeneous second component. II. Zbl 0208.44104Ezhov, I. I.; Skorokhod, A. V. 9 1969 Markov processes with homogeneous second component. I. Zbl 0213.20003Ezhov, I. I.; Skorokhod, A. V. 9 1969 Basic principles and applications of probability theory. Edited by Yu. V. Prokhorov. Translated from the Russian by B. D. Seckler. Zbl 1048.60001Skorokhod, A. V. 8 2005 Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063Gikhman, I. I.; Skorokhod, A. V. 8 1971 On admissible translations of measures in Hilbert space. Zbl 0254.28008Skorokhod, A. V. 8 1971 Products of independent random operators. Zbl 0547.60011Skorokhod, A. V. 7 1983 Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058Skorokhod, A. V. 7 1982 Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071Skorokhod, A. V. 7 1982 A note on Gaussian measures in a Banach space. Zbl 0218.28008Skorokhod, A. V. 7 1970 Limit theorems for random walks. (Предельные теоремы для случайных блужданий) (Grenzwertsätze für Irrfahrten.) Zbl 0272.60051Skorokhod, A. V.; Slobodenyuk, N. P. 7 1970 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 0673.60001Gikhman, I. I.; Skorokhod, A. V.; Yadrenko, M. I. 6 1988 Random linear operators. Transl. from the Russian. Zbl 0542.60052Skorokhod, A. V. 6 1984 Theorie der Zufallsprozesse. Band 2. (Teoriya sluchajnykh processov. Tom II.). Zbl 0298.60024Gikhman, I. I.; Skorokhod, A. V. 6 1973 Markov processes with homogeneous second component. II. Zbl 0196.20003Ezhov, I. I.; Skorokhod, A. V. 6 1969 The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012Gikhman, Iosif I.; Skorokhod, Anatoli V. 5 2007 On randomly perturbed linear oscillating mechanical systems. Zbl 0971.60064Skorokhod, A. V. 5 2000 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 0108.14804Skorokhod, A. V. 5 1961 On the differentiability of measures which correspond to stochastic processes. I: Processes with independent increments. Zbl 0116.35601Skorokhod, A. V. 5 1958 The theory of stochastic processes II. Transl. from the Russian by S. Kotz. Repr. of the 1st ed. 1975. Zbl 0531.60002Gihman, I. I.; Skorohod, A. V. 5 1983 Constructive methods of specifying stochastic processes. Zbl 0138.40308Skorokhod, A. V. 5 1965 Elements of probability theory and stochastic processes. Textbook. Transl. from the Ukrainian. (Элементы теории вероятностей и случайных процессов. Учебное пособие.) Zbl 0479.60001Skorokhod, A. V. 4 1980 On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032Skorokhod, Anatoli V. 4 1996 Dynamical systems with fast switchings. Zbl 0637.60073Sarafyan, V. V.; Skorokhod, A. V. 4 1987 Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095Skorokhod, A. V. 4 1987 On the limiting transition from a sequence of sums of independent random quantities to a homogeneous random process with independent increments. Zbl 0068.12302Skorokhod, A. V. 4 1955 Random processes in infinite-dimensional spaces. Zbl 0723.60078Skorokhod, A. V. 4 1990 Theory of random processes. Vol. 2. (Теория случайных процессов. Вып. 2. Республиканский межведомственный сборник.) Zbl 0273.00004 4 1974 Stochastic equations for complex systems. Transl. from the Russian by L.F. Boron. Zbl 0649.60062Skorokhod, A. V. 4 1988 On homogeneous continuous Markov processes that are martingales. Zbl 0134.14204Skorokhod, A. V. 4 1963 Homogeneous Markov processes without discontinuities of the second kind. Zbl 0193.46003Skorokhod, A. V. 4 1967 Absolute continuity of infinitely divisible distributions under translations. Zbl 0203.19803Skorokhod, A. V. 4 1965 Homogeneous branching processes with a finite number of types and continuously varying mass. Zbl 0232.60069Ryzhov, Yu. M.; Skorokhod, A. V. 4 1971 Linear and almost linear functionals on a measurable Hilbert space. Zbl 0421.60004Skorokhod, A. V. 3 1979 Consistent estimates of the parameters of stochastic processes. (Sostoyatel’nye otsenki parametrov sluchajnykh protsessov). Zbl 0429.60031Ibramkhalilov, I. Sh.; Skorokhod, A. V. 3 1980 Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075Skorokhod, A. V.; Nasirova, T. I. 3 1982 Einige Grenzwertsätze für additive Funktionale einer Folge von Summen unabhängiger Zufallsgrößen. Zbl 0104.37101Skorokhod, A. V. 3 1961 Linear and almost linear functions on a measurable Hilbert space. Zbl 0388.60005Skorokhod, A. V. 3 1978 On fast-switching dynamical systems. Zbl 0656.60066Sarafyan, V. V.; Skorokhod, A. V. 3 1987 Nonlinear transformations of stochastic measures in function spaces. Zbl 0295.60006Skorokhod, A. V. 3 1966 On some empiric characteristic of the multidimensional normal distribution. Zbl 0733.60049Skorokhod, A. V.; Stepakhno, V. I. 3 1991 Infinite systems of randomly interacting particles. Zbl 0847.60084Skorohod, A. V. 3 1993 On the local structure of continuous Markov processes. Zbl 0203.18004Skorokhod, A. V. 3 1966 Über das asymptotische Verhalten gewisser Funktionale eines Prozesses der Brownschen Bewegung. Zbl 0253.60071Skorokhod, A. V.; Slobodenyuk, N. P. 3 1966 On parameter estimation from indirect observations. Zbl 0898.62107Skorokhod, A. V.; Khas’minskij, R. Z. 2 1996 Yurij L’vovich Daletskyj (to his 70th birthday). Zbl 0936.01022Berezanskyj, Yu. M.; Korolyuk, V. S.; Krein, S. G.; Mitropolskij, Yu. A.; Samoilenko, A. M.; Skorokhod, A. V.; Skrypnik, I. V. 2 1997 \(\sigma\)-algebras of events on probability spaces. Similarity and factorization. Zbl 0745.60004Skorokhod, A. V. 2 1991 On random perturbed mechanical systems with two degrees of freedom. Zbl 0976.34050Skorokhod, Anatoly V. 2 2001 A limit theorem for independent random variables. Zbl 0104.37003Skorokhod, A. V. 2 1960 On absolute continuity of Gaussian measure under nonlinear transformation. Zbl 0399.60037Skorokhod, A. V.; Shatashvili, A. D. 2 1976 On the asymptotic behavior of certain functionals of a Brownian motion process. Zbl 0328.60047Skorokhod, A. V.; Slobodenyuk, N. P. 2 1971 A limit theorem for homogeneous Markov chains. Zbl 0127.09601Skorokhod, A. V. 2 1963 Probability theory: collection of problems. Transl. from the Russian by O. I. Klesov and V. A. Kotov. Zbl 0880.60001Dorogovtsev, A. Ya.; Silvestrov, D. S.; Skorokhod, A. V.; Yadrenko, M. I. 2 1997 Lectures on the theory of stochastic processes. Zbl 0883.60001Skorokhod, A. V. 2 1996 Studies in the theory of random processes. Translated from the Russian by Scripta Technica, Inc. Reprint of the 1965 edition. Zbl 1375.60014Skorokhod, A. V. 22 2017 The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012Gikhman, Iosif I.; Skorokhod, Anatoli V. 5 2007 On contact processes in continuum. Zbl 1096.60040Kondratiev, Yuri; Skorokhod, Anatoli 21 2006 Basic principles and applications of probability theory. Edited by Yu. V. Prokhorov. Translated from the Russian by B. D. Seckler. Zbl 1048.60001Skorokhod, A. V. 8 2005 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Corrected printing of the first edition. Zbl 1068.60004Gikhman, Iosif I.; Skorokhod, Anatoli V. 28 2004 The theory of stochastic processes. II: Translated from the Russian by S. Kotz. Reprint of the first edition 1973. Zbl 1068.60005Gikhman, Iosif I.; Skorokhod, Anatoli V. 16 2004 Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes. Zbl 1027.60061Skorokhod, Anatoli V. 1 2003 Random perturbation methods with applications in science and engineering. Zbl 0998.37001Skorokhod, A. V.; Hoppensteadt, Frank C.; Salehi, Habib 37 2002 Quasistable gradient and Hamiltonian systems with a pairwise interaction randomly perturbed by Wiener processes. Zbl 1097.60051Skorokhod, A. 1 2002 On random perturbed mechanical systems with two degrees of freedom. Zbl 0976.34050Skorokhod, Anatoly V. 2 2001 On randomly perturbed linear oscillating mechanical systems. Zbl 0971.60064Skorokhod, A. V. 5 2000 Limit theorems for stochastic processes. Zbl 0969.60007Skorokhod, Anatolii V. 1 2000 An approach to the martingale problem for diffusion stochastic equations in a Hilbert space. Zbl 0939.60050Mandrekar, Vidyadhar S.; Skorokhod, Anatolij V. 1 1998 On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018Levental, Shlomo; Skorohod, Anatolii V. 32 1997 Yurij L’vovich Daletskyj (to his 70th birthday). Zbl 0936.01022Berezanskyj, 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 0880.60001Dorogovtsev, 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 0882.60039Portenko, Nicolai; Salehi, Habib; Skorokhod, Anatoli 2 1997 Discrete time semigroup transformations with random perturbations. Zbl 0884.35180Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 2 1997 Measure-valued diffusion. Zbl 0943.60065Skorokhod, A. V. 1 1997 Jumping Markov processes. Zbl 0841.60066Jacod, J.; Skorokhod, A. V. 15 1996 On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032Skorokhod, Anatoli V. 4 1996 On parameter estimation from indirect observations. Zbl 0898.62107Skorokhod, A. V.; Khas’minskij, R. Z. 2 1996 Lectures on the theory of stochastic processes. Zbl 0883.60001Skorokhod, A. V. 2 1996 Markov chain with small random perturbations with applications to bacterial genetics. Zbl 0869.60062Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1996 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations. Zbl 0856.60066Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1996 On the asymptotic behavior of Markov chains with small random perturbations of transition probabilities. Zbl 0879.60065Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1996 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016Levental, Shlomo; Skorohod, Antolij V. 13 1995 Randomly perturbed Volterra integral equations and some applications. Zbl 0857.60059Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1995 Jumping filtrations and martingales with finite variation. Zbl 0814.60039Jacod, J.; Skorohod, A. V. 12 1994 Branching measure-valued processes. Zbl 0813.60076Dynkin, E. B.; Kuznetsov, S. E.; Skorokhod, A. V. 10 1994 On asymptotic behavior of solutions of the wave equations perturbed by a fast Markov process. Zbl 0876.60037Salehi, H.; Skorokhod, A. V. 1 1994 Infinite systems of randomly interacting particles. Zbl 0847.60084Skorohod, A. V. 3 1993 Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. Zbl 0732.60081Skorokhod, A. V. 26 1991 On some empiric characteristic of the multidimensional normal distribution. Zbl 0733.60049Skorokhod, A. V.; Stepakhno, V. I. 3 1991 \(\sigma\)-algebras of events on probability spaces. Similarity and factorization. Zbl 0745.60004Skorokhod, A. V. 2 1991 Random processes in infinite-dimensional spaces. Zbl 0723.60078Skorokhod, A. V. 4 1990 Generalization of Hermite polynomials. Zbl 0727.33004Skorokhod, A. V.; Stepakhno, V. I. 1 1990 A central limit theorem for Hermitian polynomials of independent Gaussian variables. Zbl 0721.60017Skorokhod, 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 0695.60055Skorokhod, A. V. 115 1989 On systems of interacting reproduced particles. Zbl 0739.60102Skorokhod, A. V. 1 1989 Markov processes and probabilistic applications in analysis. Zbl 0711.60064Skorokhod, 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 0673.60001Gikhman, I. I.; Skorokhod, A. V.; Yadrenko, M. I. 6 1988 Stochastic equations for complex systems. Transl. from the Russian by L.F. Boron. Zbl 0649.60062Skorokhod, A. V. 4 1988 Asymptotic methods in the theory of stochastic differential equations. (Asimptoticheskie metody teorii stokhasticheskikh differentsial’nykh uravnenij.) Zbl 0709.60057Skorokhod, A. V. 39 1987 Dynamical systems with fast switchings. Zbl 0637.60073Sarafyan, V. V.; Skorokhod, A. V. 4 1987 Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095Skorokhod, A. V. 4 1987 On fast-switching dynamical systems. Zbl 0656.60066Sarafyan, V. V.; Skorokhod, A. V. 3 1987 Random processes in infinite dimensional spaces. Zbl 0668.60057Skorokhod, A. V. 1 1987 Stochastic processes with independent increments. (Sluchajnye protsessy s nezavisimymi prirashcheniyami). 2nd ed., rev. and compl. Zbl 0622.60082Skorokhod, A. V. 16 1986 Topologically recurrent Markov chains. Ergodic properties. Zbl 0623.60088Skorokhod, A. V. 1 1986 The linear operator-valued stochastic equations. Zbl 0587.60052Skorokhod, 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 0608.60001Korolyuk, V. S.; Portenko, N. I.; Skorokhod, A. V.; Turbin, A. F. 51 1985 Random linear operators. Transl. from the Russian. Zbl 0542.60052Skorokhod, A. V. 6 1984 Stochastic equations for complex systems. (Stokhasticheskie uravneniya dlya slozhnykh sistem). Zbl 0513.60053Skorokhod, A. V. 9 1983 Products of independent random operators. Zbl 0547.60011Skorokhod, A. V. 7 1983 The theory of stochastic processes II. Transl. from the Russian by S. Kotz. Repr. of the 1st ed. 1975. Zbl 0531.60002Gihman, I. I.; Skorohod, A. V. 5 1983 Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). Zbl 0557.60041Gikhman, I. I.; Skorokhod, A. V. 109 1982 Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058Skorokhod, A. V. 7 1982 Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071Skorokhod, A. V. 7 1982 Limit theorems for some classes of random processes related to semi- Markov random walks. Zbl 0504.60075Skorokhod, 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 0573.60003Gikhman, I.; Skorokhod, A. 90 1980 The theory of stochastic processes I. Transl. from the Russian by S. Kotz. Corr. printing of the 1st ed. Zbl 0531.60001Gihman, 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 0479.60001Skorokhod, A. V. 4 1980 Consistent estimates of the parameters of stochastic processes. (Sostoyatel’nye otsenki parametrov sluchajnykh protsessov). Zbl 0429.60031Ibramkhalilov, I. Sh.; Skorokhod, A. V. 3 1980 On the asymptotic behavior of processes in an inventory control model. Zbl 0474.60082Skorokhod, A. V.; Nasirova, T. I. 1 1980 On the measurability of stochastic processes. Zbl 0419.60030Skorokhod, A. V. 1 1980 The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. Zbl 0404.60061Gihman, I. I.; Skorohod, A. V. 160 1979 Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029Gikhman, I. I.; Skorokhod, A. V. 40 1979 Linear and almost linear functionals on a measurable Hilbert space. Zbl 0421.60004Skorokhod, A. V. 3 1979 Stochastic differential equations for quasi-diffusion processes. Zbl 0433.60062Skorokhod, A. V. 1 1979 Linear and almost linear functions on a measurable Hilbert space. Zbl 0388.60005Skorokhod, A. V. 3 1978 Introduction to the theory of random processes. 2nd ed., revised. (Введение в теорию случайных процессов.) Zbl 0429.60002Gikhman, I. I.; Skorokhod, A. V. 105 1977 Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042Gikhman, I. I.; Skorokhod, A. V. 24 1977 On a representation of random variables. Zbl 0362.60004Skorokhod, A. V. 14 1976 On absolute continuity of Gaussian measure under nonlinear transformation. Zbl 0399.60037Skorokhod, A. V.; Shatashvili, A. D. 2 1976 The theory of stochastic processes II. Translated from the Russian by S. Kotz. Zbl 0305.60027Gihman, I. I.; Skorohod, A. V. 119 1975 On a generalization of a stochastic integral. Zbl 0333.60060Skorokhod, A. V. 60 1975 Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042Gikhman, I. I.; Skorokhod, A. V. 60 1975 Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. Zbl 0355.62084Skorokhod, A. V. 33 1975 Theory of random processes. Vol. 3. (Теория случайных процессов. Вып. 3. Республиканский межведомственный сборник.) Zbl 0296.00013 1 1975 A remark on square integrable martingales. Zbl 0348.60066Skorokhod, A. V. 1 1975 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019Gihman, I. I.; Skorohod, A. V. 173 1974 Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010Skorokhod, 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 0293.28008Skorokhod, A. V. 1 1974 On absolute continuity of measures corresponding to homogeneous Gaussian fields. Zbl 0282.60026Skorokhod, A. V.; Yadrenko, M. I. 15 1973 Theorie der Zufallsprozesse. Band 2. (Teoriya sluchajnykh processov. Tom II.). Zbl 0298.60024Gikhman, I. I.; Skorokhod, A. V. 6 1973 Determination of the mean of a Wiener process observed on an infinite interval. Zbl 0301.62053Ibramkhalilov, I. Sh.; Skorokhod, A. V. 1 1973 Stochastic differential equations. Translated from the Russian by K. Wickwire. Zbl 0242.60003Gihman, I. I.; Skorohod, A. V. 398 1972 Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063Gikhman, I. I.; Skorokhod, A. V. 8 1971 On admissible translations of measures in Hilbert space. Zbl 0254.28008Skorokhod, A. V. 8 1971 Homogeneous branching processes with a finite number of types and continuously varying mass. Zbl 0232.60069Ryzhov, Yu. M.; Skorokhod, A. V. 4 1971 On the asymptotic behavior of certain functionals of a Brownian motion process. Zbl 0328.60047Skorokhod, A. V.; Slobodenyuk, N. P. 2 1971 Theorie der Zufallsprozesse. Band 1. (Teoriya sluchajnykh processov. Tom 1.). Zbl 0298.60023Gikhman, I. I.; Skorokhod, A. V. 1 1971 On the limit of a certain process with semi-independent increments. Zbl 0234.60067Dzhafarov, K. M.; Nasirova, T. I.; Skorokhod, A. V. 1 1971 A note on Gaussian measures in a Banach space. Zbl 0218.28008Skorokhod, A. V. 7 1970 Limit theorems for random walks. (Предельные теоремы для случайных блужданий) (Grenzwertsätze für Irrfahrten.) Zbl 0272.60051Skorokhod, A. V.; Slobodenyuk, N. P. 7 1970 Bemerkung über Gaußsche Maße im Banachraum. Zbl 0202.33701Skorokhod, A. V. 2 1970 Markov processes with homogeneous second component. I. Zbl 0281.60067Ezhov, I. I.; Skorokhod, A. V. 11 1969 Markov processes with homogeneous second component. II. Zbl 0208.44104Ezhov, I. I.; Skorokhod, A. V. 9 1969 ...and 37 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,035 Authors 24 Korolyuk, Volodymyr Semenovych 19 Shaikhet, Leonid Efimovich 17 Mishura, Yuliya Stepanivna 17 Yasinskij, V. K. 17 Yavin, Yaakov 16 Kondrat’yev, Yuriĭ Grygorovych 15 Nguyen Huu Du 15 Nualart, David 14 Borodin, Andreĭ Nikolaevich 14 Kolmanovskii, Vladimir Borisovich 13 Shao, Jinghai 13 Smorodina, Natal’ya Vasil’evna 12 Bogachev, Vladimir Igorevich 12 Butsan, G. P. 12 Gliklikh, Yuriĭ Evgen’evich 12 Kharlamov, Boris Pavlovich 12 Kulinich, Grygoriĭ Logvynovych 12 Limnios, Nikolaos 11 Yasynsky, V. K. 11 Yin, Gang George 10 Abundo, Mario 10 Dolinsky, Yan 10 Faddeev, Mikhaĭl Mikhaĭlovich 10 Hobson, David Graham 10 Malinowski, Marek T. 10 Yin, George Gang 9 Fatalov, Vadim Rolandovich 9 Hanson, Floyd B. 9 Leonenko, Nikolai N. 9 Sango, Mamadou 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 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 Skorokhod, Anatoliĭ Volodymyrovych 7 Tuckwell, Henry C. 7 Yarovaya, Elena B. 7 Yüksel, Serdar 6 Antonyuk, Svitlana V. 6 Csörgő, Miklós 6 Cui, Zhenyu 6 Galtchouk, Leonid I. 6 Jacod, Jean 6 Karatzas, Ioannis 6 Khaniyev, Tahir 6 Khusainov, Denis Ya. 6 Kotelenez, Peter M. 6 Kruglov, Victor M. 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 Moklyachuk, Mykhaĭlo Pavlovych 6 Molchanov, Stanislav Alekseevich 6 Obloj, Jan K. 6 Papanicolaou, George C. 6 Phan Thành Nam 6 Portenko, Mykola Ivanovych 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 Tsarkov, K. A. 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. ...and 2,935 more Authors all top 5 Cited in 417 Serials 180 Ukrainian Mathematical Journal 132 Stochastic Processes and their Applications 90 Cybernetics and Systems Analysis 78 Lithuanian Mathematical Journal 76 Journal of Mathematical Analysis and Applications 75 Journal of Mathematical Sciences (New York) 69 Journal of Soviet Mathematics 68 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 57 Stochastic Analysis and Applications 56 Mathematical Notes 53 The Annals of Applied Probability 51 Statistics & Probability Letters 50 Probability Theory and Related Fields 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 23 Applied Mathematics and Optimization 22 Journal of Statistical Physics 22 SIAM Journal on Control and Optimization 20 Journal of Applied Probability 20 Journal of Statistical Planning and Inference 20 Stochastics 19 Theory of Probability and its Applications 18 Communications in Mathematical Physics 18 International Journal of Systems Science 18 Cybernetics 18 Annales de l’Institut Henri Poincaré. 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