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Skorokhod, Anatoliĭ Volodymyrovych (b. 1930 d. 2011)

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
External Links: MacTutor · MGP · Wikidata · Math-Net.Ru · GND · IdRef
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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
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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

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 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.
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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. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
17 Theoretical and Mathematical Physics
16 Mathematical Biosciences
16 Journal of Computational and Applied Mathematics
16 Methodology and Computing in Applied Probability
15 Insurance Mathematics & Economics
15 Acta Applicandae Mathematicae
15 Electronic Journal of Probability
15 Doklady Mathematics
15 Journal of Physics A: Mathematical and Theoretical
14 Advances in Applied Probability
14 Functional Analysis and its Applications
14 Journal of Economic Dynamics & Control
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Random Operators and Stochastic Equations
14 Finance and Stochastics
13 Journal of Economic Theory
13 Journal of Optimization Theory and Applications
13 Communications in Statistics. Theory and Methods
13 Mathematical Finance
13 Modern Stochastics. Theory and Applications
12 Journal of Mathematical Biology
12 The Annals of Statistics
12 Journal of Mathematical Economics
12 Queueing Systems
12 Journal of Computer and Systems Sciences International
12 Advances in Difference Equations
11 Journal of the Franklin Institute
11 Physica A
11 Infinite Dimensional Analysis, Quantum Probability and Related Topics
11 Differentsial’nye Uravneniya i Protsessy Upravleniya
10 International Journal of Control
10 Proceedings of the American Mathematical Society
10 Physica D
10 Applied Mathematics Letters
10 European Journal of Operational Research
10 Lobachevskii Journal of Mathematics
9 Mathematical and Computer Modelling
9 Statistical Inference for Stochastic Processes
9 Differential Equations
9 Discrete and Continuous Dynamical Systems. Series B
9 Proceedings of the Steklov Institute of Mathematics
8 Computers & Mathematics with Applications
8 Chaos, Solitons and Fractals
8 Journal of Econometrics
8 Theoretical Population Biology
8 Applied Numerical Mathematics
8 Potential Analysis
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Applicable Analysis
7 Computer Methods in Applied Mechanics and Engineering
7 Journal of Computational Physics
7 Journal of Mathematical Physics
7 Problems of Information Transmission
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Abstract and Applied Analysis
7 International Journal of Theoretical and Applied Finance
7 Nonlinear Analysis. Hybrid Systems
7 SIAM Journal on Financial Mathematics
7 Science China. Mathematics
7 Stochastic and Partial Differential Equations. Analysis and Computations
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Cited in 54 Fields

2,493 Probability theory and stochastic processes (60-XX)
442 Systems theory; control (93-XX)
344 Statistics (62-XX)
306 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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220 Ordinary differential equations (34-XX)
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173 Biology and other natural sciences (92-XX)
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113 Calculus of variations and optimal control; optimization (49-XX)
111 Statistical mechanics, structure of matter (82-XX)
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97 Measure and integration (28-XX)
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84 Functional analysis (46-XX)
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6 Integral transforms, operational calculus (44-XX)
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