Selected Works , Softcover reprint of the original 1st ed. 2016
Auteur : Skorokhod Anatolii V.
Coordonnateurs : Dorogovtsev Andrey A., Kulik Alexey, Pilipenko Andrey, Portenko Mykola I., Shiryaev Albert N.
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.
Presents a collection of pioneering research papers in probability theory
Gives an excellent overview of Skorokhod's ideas and research motivations
Illustrates important results and methods
Includes supplementary material: sn.pub/extras
Date de parution : 05-2018
Ouvrage de 390 p.
15.5x23.5 cm
Date de parution : 05-2016
Ouvrage de 390 p.
15.5x23.5 cm