Edit Profile (opens in new tab) Skorokhod, Anatoliĭ Volodymyrovych (b. 1930 d. 2011) Co-Author Distance 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 22 Contributions as Editor · 2 Further Contributions Biographic References: 12 Publications Co-Authors: 81 Co-Authors with 124 Joint Publications 2,981 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 10 Nasirova, Tamilla I. 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 Ezhov, 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 Afanas’eva, Larisa Grigor’evna 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 Ivanov, Aleksandr Vladimirovich 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 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. ...and 18 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 214 Probability theory and stochastic processes (60-XX) 25 General and overarching topics; collections (00-XX) 22 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 144 Publications have been cited 3,680 times in 3,251 Documents Cited by ▼ Year ▼ Stochastic differential equations. Translated from the Russian by K. Wickwire. Zbl 0242.60003 Gihman, I. I.; Skorohod, A. V. 436 1972 Introduction to the theory of random processes. (Введение в теорию случайных процессов.) Zbl 0132.37902 Gikhman, I. I.; Skorokhod, A. V. 269 1965 Studies in the theory of random processes. Translated from the Russian. Zbl 0146.37701 Skorokhod, A. V. 252 1965 Stochastic differential equations. (Стохастические дифференциальные уравнения.) Zbl 0169.48702 Gikhman, I. I.; Skorokhod, A. V. 206 1968 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019 Gihman, I. I.; Skorohod, A. V. 192 1974 The theory of stochastic processes. III. Transl. from the Russian by S. Kotz. Zbl 0404.60061 Gihman, I. I.; Skorohod, A. V. 164 1979 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. 152 1989 Limit theorems for stochastic processes. Zbl 0074.33802 Skorokhod, A. V. 152 1956 The theory of stochastic processes II. Translated from the Russian by S. Kotz. Zbl 0305.60027 Gihman, I. I.; Skorohod, A. V. 122 1975 Stochastic differential equations and their applications. (Stokhasticheskie differentsial’nye uravneniya i ikh prilozheniya). Zbl 0557.60041 Gikhman, I. I.; Skorokhod, A. V. 121 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. 114 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. 110 1980 Stochastic equations for diffusion processes in a bounded region. Zbl 0215.53501 Skorokhod, A. V. 107 1961 On a generalization of a stochastic integral. Zbl 0333.60060 Skorokhod, A. V. 64 1975 Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042 Gikhman, I. I.; Skorokhod, A. V. 64 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. 63 1985 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. 44 2004 Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029 Gikhman, I. I.; Skorokhod, A. V. 42 1979 Random perturbation methods with applications in science and engineering. Zbl 0998.37001 Skorokhod, A. V.; Hoppensteadt, Frank C.; Salehi, Habib 42 2002 Asymptotic methods in the theory of stochastic differential equations. (Asimptoticheskie metody teorii stokhasticheskikh differentsial’nykh uravnenij.) Zbl 0709.60057 Skorokhod, A. V. 40 1987 Limit theorems for stochastic processes with independent increments. Zbl 0097.13001 Skorokhod, A. V. 39 1957 Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010 Skorokhod, A. V. 38 1974 Branching diffusion processes. Zbl 0264.60058 Skorokhod, A. V. 37 1965 Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. Zbl 0732.60081 Skorokhod, A. V. 36 1991 Stochastic equations for diffusion processes in a bounded region. II. Zbl 0201.49302 Skorokhod, A. V. 36 1962 On the possibility of hedging options in the presence of transaction costs. Zbl 0883.90018 Levental, Shlomo; Skorohod, Anatolii V. 34 1997 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 contact processes in continuum. Zbl 1096.60040 Kondratiev, Yuri; Skorokhod, Anatoli 29 2006 Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042 Gikhman, I. I.; Skorokhod, A. V. 24 1977 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. 23 2017 Limit theorems for random walks. I, II. Zbl 0202.47403 Skorokhod, A. V.; Slobodenyuk, N. P. 21 1965 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. 18 2004 Asymptotic formulas for stable distribution laws. Zbl 0112.10107 Skorokhod, A. V. 18 1961 On a representation of random variables. Zbl 0362.60004 Skorokhod, A. V. 18 1976 Jumping Markov processes. Zbl 0841.60066 Jacod, J.; Skorokhod, A. V. 17 1996 Stochastic processes with independent increments. (Sluchajnye protsessy s nezavisimymi prirashcheniyami). 2nd ed., rev. and compl. Zbl 0622.60082 Skorokhod, A. V. 17 1986 On absolute continuity of measures corresponding to homogeneous Gaussian fields. Zbl 0282.60026 Skorokhod, A. V.; Yadrenko, M. I. 16 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. 15 1980 A necessary and sufficient condition for absence of arbitrage with tame portfolios. Zbl 0847.90016 Levental, Shlomo; Skorohod, Antolij V. 15 1995 Jumping filtrations and martingales with finite variation. Zbl 0814.60039 Jacod, J.; Skorohod, A. V. 15 1994 On the densities of probability measures in function spaces. Zbl 0203.17101 Gikhman, I. I.; Skorokhod, A. V. 15 1966 Markov processes with homogeneous second component. I. Zbl 0281.60067 Ezhov, I. I.; Skorokhod, A. V. 12 1969 Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063 Gikhman, I. I.; Skorokhod, A. V. 12 1971 Asymptotic formulas for stable distribution laws. Zbl 0057.11106 Skorokhod, A. V. 11 1954 Limit theorems for Markov processes. Zbl 0090.35501 Skorokhod, A. V. 11 1958 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. 11 1961 The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012 Gikhman, Iosif I.; Skorokhod, Anatoli V. 10 2007 Random linear operators. Transl. from the Russian. Zbl 0542.60052 Skorokhod, A. V. 10 1984 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. 10 2005 Markov processes with homogeneous second component. I. Zbl 0213.20003 Ezhov, I. I.; Skorokhod, A. V. 10 1969 Branching measure-valued processes. Zbl 0813.60076 Dynkin, E. B.; Kuznetsov, S. E.; Skorokhod, A. V. 10 1994 Stochastic equations for complex systems. (Stokhasticheskie uravneniya dlya slozhnykh sistem). Zbl 0513.60053 Skorokhod, A. V. 9 1983 Markov processes with homogeneous second component. II. Zbl 0208.44104 Ezhov, I. I.; Skorokhod, A. V. 9 1969 Limit theorems for random walks. (Предельные теоремы для случайных блужданий) (Grenzwertsätze für Irrfahrten.) Zbl 0272.60051 Skorokhod, A. V.; Slobodenyuk, N. P. 9 1970 On admissible translations of measures in Hilbert space. Zbl 0254.28008 Skorokhod, A. V. 8 1971 Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058 Skorokhod, A. V. 7 1982 Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071 Skorokhod, A. V. 7 1982 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 Consistent estimates of the parameters of stochastic processes. (Sostoyatel’nye otsenki parametrov sluchajnykh protsessov). Zbl 0429.60031 Ibramkhalilov, I. Sh.; Skorokhod, A. V. 7 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. 6 1980 On the differentiability of measures which correspond to stochastic processes. I: Processes with independent increments. Zbl 0116.35601 Skorokhod, A. V. 6 1958 Theorie der Zufallsprozesse. Band 2. (Теория случайных процессов. Том II.) Zbl 0298.60024 Gikhman, I. I.; Skorokhod, A. V. 6 1973 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 Markov processes with homogeneous second component. II. Zbl 0196.20003 Ezhov, I. I.; Skorokhod, A. V. 6 1969 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 randomly perturbed linear oscillating mechanical systems. Zbl 0971.60064 Skorokhod, A. V. 5 2000 Constructive methods of specifying stochastic processes. Zbl 0138.40308 Skorokhod, A. V. 5 1965 Homogeneous branching processes with a finite number of types and continuously varying mass. Zbl 0232.60069 Ryzhov, Yu. M.; Skorokhod, A. V. 5 1971 On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032 Skorokhod, Anatoli V. 5 1996 Dynamical systems with fast switchings. Zbl 0637.60073 Sarafyan, V. V.; Skorokhod, A. V. 4 1987 Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095 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 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 On homogeneous continuous Markov processes that are martingales. Zbl 0134.14204 Skorokhod, A. V. 4 1963 On the densities of probability measures in functional spaces. Zbl 0189.17502 Skorokhod, A. V. 4 1967 Homogeneous Markov processes without discontinuities of the second kind. Zbl 0193.46003 Skorokhod, A. V. 4 1967 Theory of random processes. Vol. 2. (Теория случайных процессов. Вып. 2. Республиканский межведомственный сборник.) Zbl 0273.00004 4 1974 Random processes in infinite-dimensional spaces. Zbl 0723.60078 Skorokhod, A. V. 4 1990 Absolute continuity of infinitely divisible distributions under translations. Zbl 0203.19803 Skorokhod, A. V. 4 1965 On fast-switching dynamical systems. Zbl 0656.60066 Sarafyan, V. V.; Skorokhod, A. V. 3 1987 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 Infinite systems of randomly interacting particles. Zbl 0847.60084 Skorohod, A. V. 3 1993 Asymptotic expansions in probability theory. Zbl 0101.35103 Gnedenko, B. V.; Korolyuk, V. S.; Skorokhod, A. V. 3 1961 Einige Grenzwertsätze für additive Funktionale einer Folge von Summen unabhängiger Zufallsgrößen. Zbl 0104.37101 Skorokhod, A. V. 3 1961 Über das asymptotische Verhalten gewisser Funktionale eines Prozesses der Brownschen Bewegung. Zbl 0253.60071 Skorokhod, A. V.; Slobodenyuk, N. P. 3 1966 Nonlinear transformations of stochastic measures in function spaces. Zbl 0295.60006 Skorokhod, A. V. 3 1966 On some empiric characteristic of the multidimensional normal distribution. Zbl 0733.60049 Skorokhod, A. V.; Stepakhno, V. I. 3 1991 Linear and almost linear functions on a measurable Hilbert space. Zbl 0388.60005 Skorokhod, A. V. 3 1978 Linear and almost linear functionals on a measurable Hilbert space. Zbl 0421.60004 Skorokhod, A. V. 3 1979 Bemerkung über Gaußsche Maße im Banachraum. Zbl 0202.33701 Skorokhod, A. V. 3 1970 On the local structure of continuous Markov processes. Zbl 0203.18004 Skorokhod, A. V. 3 1966 Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev. Zbl 1433.01025 Skorokhod, Anatolii V. 3 2016 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 On random perturbed mechanical systems with two degrees of freedom. Zbl 0976.34050 Skorokhod, Anatoly V. 2 2001 Über die Existenz und Eindeutigkeit der Lösungen von stochastischen Diffusionsgleichungen. Zbl 0104.11501 Skorokhod, A. V. 2 1961 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 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. 23 2017 Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev. Zbl 1433.01025 Skorokhod, Anatolii V. 3 2016 The theory of stochastic processes. III. Reprint of the 1st ed. (1979). Zbl 1107.60012 Gikhman, Iosif I.; Skorokhod, Anatoli V. 10 2007 Homogeneous Markov chains in compact spaces. Zbl 1199.60267 Skorokhod, Anatoly V. 1 2007 On contact processes in continuum. Zbl 1096.60040 Kondratiev, Yuri; Skorokhod, Anatoli 29 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. 10 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. 44 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. 18 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 42 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 large deviations formulas for quadratic functions of Gaussian random variables. Zbl 0972.60010 Ibramhalilov, I.; Skorokhod, Anatoly V. 1 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. 34 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. 17 1996 On the regularity of many-particle dynamical systems perturbed by white noise. Zbl 0867.60032 Skorokhod, Anatoli V. 5 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 An averaging principle for dynamical systems in Hilbert space with Markov random perturbations. Zbl 0856.60066 Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1996 Markov chain with small random perturbations with applications to bacterial genetics. Zbl 0869.60062 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. 15 1995 Randomly perturbed Volterra integral equations and some applications. Zbl 0857.60059 Hoppensteadt, F.; Salehi, H.; Skorokhod, A. 1 1995 Jumping filtrations and martingales with finite variation. Zbl 0814.60039 Jacod, J.; Skorohod, A. V. 15 1994 Branching measure-valued processes. Zbl 0813.60076 Dynkin, 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 0876.60037 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. 36 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. 152 1989 Markov processes and probabilistic applications in analysis. Zbl 0711.60064 Skorokhod, A. V. 1 1989 On systems of interacting reproduced particles. Zbl 0739.60102 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. 40 1987 Dynamical systems with fast switchings. Zbl 0637.60073 Sarafyan, V. V.; Skorokhod, A. V. 4 1987 Topologically recurrent Markov chains: Ergodic properties. Zbl 0658.60095 Skorokhod, A. V. 4 1987 On fast-switching dynamical systems. Zbl 0656.60066 Sarafyan, V. V.; 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. 17 1986 The linear operator-valued stochastic equations. Zbl 0587.60052 Skorokhod, A. V. 1 1986 Topologically recurrent Markov chains. Ergodic properties. Zbl 0623.60088 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. 63 1985 Random linear operators. Transl. from the Russian. Zbl 0542.60052 Skorokhod, A. V. 10 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. 121 1982 Operational stochastic differential equations and stochastic semigroups. Zbl 0511.60058 Skorokhod, A. V. 7 1982 Operator stochastic differential equations and stochastic semigroups. Zbl 0519.60071 Skorokhod, A. V. 7 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. 110 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. 15 1980 Consistent estimates of the parameters of stochastic processes. (Sostoyatel’nye otsenki parametrov sluchajnykh protsessov). Zbl 0429.60031 Ibramkhalilov, I. Sh.; Skorokhod, A. V. 7 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. 6 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. 164 1979 Controlled stochastic processes. Transl. by Samuel Kotz. Zbl 0411.93029 Gikhman, I. I.; Skorokhod, A. V. 42 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. 114 1977 Controlled random process. (Upravljaemye slucainye processy.). Zbl 0392.93042 Gikhman, I. I.; Skorokhod, A. V. 24 1977 On the averaging of stochastic equations of mathematical physics. Zbl 0416.60006 Skorokhod, A. V. 2 1977 On spectral expansions for generalized random operators. Zbl 0406.60054 Skorokhod, A. V. 1 1977 On a representation of random variables. Zbl 0362.60004 Skorokhod, A. V. 18 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. 122 1975 On a generalization of a stochastic integral. Zbl 0333.60060 Skorokhod, A. V. 64 1975 Theory of random processes. Vol. 3. (Teoriya sluchajnykh processov. Tom III.). Zbl 0348.60042 Gikhman, I. I.; Skorokhod, A. V. 64 1975 Remark on unbiased estimates of the parameters of Gaussian distributions in Hilbert space. Zbl 0355.62084 Skorokhod, 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 0348.60066 Skorokhod, A. V. 1 1975 The theory of stochastic processes. I. Translated from the Russian by S. Kotz. Zbl 0291.60019 Gihman, I. I.; Skorohod, A. V. 192 1974 Integration in Hilbert space. Translated from the Russian by Kenneth Wickwire. Zbl 0307.28010 Skorokhod, A. V. 38 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. 16 1973 Theorie der Zufallsprozesse. Band 2. (Теория случайных процессов. Том 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. 436 1972 Stochastische Differentialgleichungen. In deutscher Sprache herausgegeben von Dr. Helga Bunke. Zbl 0287.34063 Gikhman, I. I.; Skorokhod, A. V. 12 1971 On admissible translations of measures in Hilbert space. Zbl 0254.28008 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. 5 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 ...and 44 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,525 Authors 25 Korolyuk, Volodymyr Semenovych 22 Shaikhet, Leonid Efimovich 19 Mishura, Yuliya Stepanivna 19 Yasinskij, V. K. 17 Yavin, Yaakov 16 Kondrat’yev, Yuriĭ Grygorovych 16 Nguyen Huu Du 15 Nualart, David 14 Borodin, Andreĭ Nikolaevich 14 Kolmanovskii, Vladimir Borisovich 14 Limnios, Nikolaos 14 Shao, Jinghai 14 Smorodina, Natal’ya Vasil’evna 13 Dolinsky, Yan 13 Kharlamov, Boris Pavlovich 12 Bogachev, Vladimir Igorevich 12 Butsan, G. P. 12 Gliklikh, Yuriĭ Evgen’evich 12 Kulinich, Grygoriĭ Logvynovych 12 Yasynsky, V. K. 12 Yin, George Gang 11 Faddeev, Mikhaĭl Mikhaĭlovich 11 Kuznetsov, Dmitriĭ Feliksovich 10 Abundo, Mario 10 Hobson, David Graham 10 Malinowski, Marek T. 10 Yarovaya, Elena B. 10 Yin, Gang George 9 Fatalov, Vadim Rolandovich 9 Hanson, Floyd B. 9 Ibragimov, Il’dar Abdullovich 9 Ivanov, Aleksandr Vladimirovich 9 Lebedev, Eugene O. 9 Leonenko, Nikolai N. 9 Moklyachuk, Mykhaĭlo Pavlovych 9 Ouknine, Youssef 9 Rozenberg, Valerii L’vovich 9 Sango, Mamadou 9 Yurchenko, I. V. 8 Albeverio, Sergio A. 8 Anisimov, Vladimir Vladislavovič 8 Bondarev, Borys Volodymyrovych 8 Borovkov, Aleksandr Alekseevich 8 Cox, Alexander Matthew Gordon 8 Jentzen, Arnulf 8 Khas’minskiĭ, Rafail Zalmanovich 8 Makhno, Sergeĭ Yakovlevich 8 Mogul’skii, Anatolii Alfredovich 8 Nguyen, Dang Hai 8 Paulauskas, Vygantas Ionovič 8 Pragarauskas, Henrikas 8 Privault, Nicolas 8 Rybakov, Konstantin Aleksandrovich 8 Soner, Halil Mete 8 Swishchuk, Anatoliy 7 Arapostathis, Aristotle 7 Csörgő, Miklós 7 Davydov, Yu. A. 7 Finkelshteĭn, Dmitriĭ Leonidovich 7 Friedman, Avner 7 Grigelionis, Bronius I. 7 Guo, Xianping 7 Hutzenthaler, Martin 7 Khaniyev, Tahir 7 Kushner, Harold J. 7 Malyk, Igor V. 7 Menaldi, Jose-Luis 7 Pilipenko, Andrey Yu. 7 Pitman, Jim William 7 Portenko, Mykola Ivanovych 7 Rudenko, E. A. 7 Samoilenko, Igor V. 7 Skorokhod, Anatoliĭ Volodymyrovych 7 Tsarkov, K. A. 7 Tuckwell, Henry C. 7 Yüksel, Serdar 6 Antonyuk, Svitlana V. 6 Cui, Zhenyu 6 Galtchouk, Leonid I. 6 Jacod, Jean 6 Karatzas, Ioannis 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 Lukashiv, Taras O. 6 Ma, Chunsheng 6 Manstavičius, Eugenijus 6 Mao, Xuerong 6 Matsak, Ivan K. 6 Mytropol’skyĭ, Yuriĭ Oleksiĭovych 6 Molchanov, Stanislav Alekseevich 6 Obloj, Jan K. 6 Papanicolaou, George C. 6 Phan Thành Nam 6 Protter, Philip Elliott 6 Röckner, Michael 6 Romanov, Volodymyr A. ...and 3,425 more Authors all top 5 Cited in 452 Serials 183 Ukrainian Mathematical Journal 149 Stochastic Processes and their Applications 99 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 93 Cybernetics and Systems Analysis 81 Journal of Mathematical Sciences (New York) 80 Lithuanian Mathematical Journal 78 Journal of Mathematical Analysis and Applications 69 Journal of Soviet Mathematics 61 Probability Theory and Related Fields 59 Stochastic Analysis and Applications 59 The Annals of Applied Probability 58 Mathematical Notes 58 Statistics & Probability Letters 41 The Annals of Probability 40 Theory of Probability and Mathematical Statistics 39 Siberian Mathematical Journal 35 Journal of Theoretical Probability 28 Applied Mathematics and Computation 28 Journal of Differential Equations 28 Stochastics 27 Theory of Probability and its Applications 27 Applied Mathematics and Optimization 27 Journal of Functional Analysis 26 SIAM Journal on Control and Optimization 26 Transactions of the American Mathematical Society 26 Stochastics and Dynamics 25 Journal of Applied Mathematics and Mechanics 25 Journal of Statistical Physics 24 Stochastics 24 Journal of Multivariate Analysis 22 Communications in Mathematical Physics 22 Systems & Control Letters 21 Journal of Applied Probability 20 Automatica 20 Journal of Statistical Planning and Inference 20 Automation and Remote Control 19 Bernoulli 18 International Journal of Systems Science 18 Cybernetics 18 Annales de l’Institut Henri Poincaré. 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