Selected Works

Collecting
together selected pioneering works of the celebrated mathematician Anatolii V.
Skorokhod, this volume serves as a guide to the theory of stochastic processes
from its beginning to its current state. It offers both an excellent
bibliographic resource and a unique opportunity for readers to gain a better
understanding of Skorokhod’s original and beautiful ideas, which had a deep
impact on the development of the subject. The modern theory of stochastic
processes is a fast-growing branch of probability theory which is now an
independent science in its own right, with its own methods and philosophy. It
has many applications in various fields, including financial mathematics,
quantum physics and engineering. A clear understanding of this theory is
impossible without knowledge of the ideas which form its base, many of which
are due to Skorokhod. The book is intended for a broad audience of researchers
and students with an interest in probability theory, stochastic processes and
their applications.