Selected Works - Softcover

Skorokhod, Anatolii V.

 
9783319803678: Selected Works
Softcover
ISBN 10: 3319803670 ISBN 13: 9783319803678
Verlag: Springer, 2018

Inhaltsangabe

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. 


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Über die Autorin bzw. den Autor

Andrey Anatolievich Dorogovtsev, born June 24, 1962. Graduated from Kyiv Taras Shevchenko University in 1984. He earned his candidate degree in 1987, and a doctoral degree in 1991. From 1987 to 2006 worked as a scientific researcher at the Institute of Mathematics (Kyiv, Ukraine). Since 2006 he has served as head of the Department of Theory of Stochastic Processes at this Institute.
Alexei Mikhailovich Kulik, born May 27, 1972. Graduated from Kyiv Taras Shevchenko University in 1994. He earned his candidate degree in 1996, and a doctoral degree in 2005. Since 1996 works as a scientific researcher at the Institute of Mathematics (Kyiv, Ukraine).  

Mykola Ivanovych Portenko, born February 23, 1942. Graduated from Kyiv Taras Shevchenko University in 1963. He earned his candidate degree in 1967, and a doctoral degree in 1978. From 1966 to 1972 he was a scientific researcher at the Institute of Applied Mathematics and Mechanics (Donetsk, Ukraine). Since 1972 he has worked at the Institute of Mathematics (Kyiv, Ukraine). He was elected a corresponding member of the Ukrainian Academy of Sciences in 1995.
Albert Nikolaevich Shiryaev, born October 12, 1934. Graduated from Moscow State University in 1957. Since that time he has been working at Steklov Mathematical Institute. He earned his candidate degree in 1961, and a doctoral degree in 1967. He has been a professor at the Department of Mechanics and Mathematics at Moscow State University since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and made a full member in 2011.

Von der hinteren Coverseite

Collectingtogether selected pioneering works of the celebrated mathematician Anatolii V.Skorokhod, this volume serves as a guide to the theory of stochastic processesfrom its beginning to its current state. It offers both an excellentbibliographic resource and a unique opportunity for readers to gain a betterunderstanding of Skorokhod s original and beautiful ideas, which had a deepimpact on the development of the subject. The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. Ithas many applications in various fields, including financial mathematics,quantum physics and engineering. A clear understanding of this theory isimpossible without knowledge of the ideas which form its base, many of whichare due to Skorokhod. The book is intended for a broad audience of researchersand students with an interest in probability theory, stochastic processes andtheir applications. 


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Verlag
Springer
Erscheinungsdatum
2018
Sprache
Englisch
ISBN 10 
3319803670
ISBN 13 
9783319803678
Einband
Tapa blanda
Anzahl der Seiten
408
Herausgeber
Dorogovtsev Andrey A., Kulik Alexey, Pilipenko Andrey, Portenko Mykola I., Shiryaev Albert N.
Kontakt zum Hersteller
Nicht verfügbar
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