Anatoli V. Skorokhod's Books

This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980

This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.

Book's by Anatoli V. Skorokhod

Random Perturbation Methods with Applications in Science and Engineering

Random Perturbation Methods with Applications in Science and Engineering

The Theory of Stochastic Processes I

The Theory of Stochastic Processes I

The Theory of Stochastic Processes III

The Theory of Stochastic Processes III

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