Selected works

Front Matter....Pages i-xvi
Anatolii Volodymyrovych Skorokhod....Pages 1-16
Front Matter....Pages 17-18
Limit Theorems for Stochastic Processes....Pages 19-51
A LIMIT THEOREM FOR INDEPENDENT RANDOM VARIABLES....Pages 53-55
SOME LIMIT THEOREMS FOR ADDITIVE FUNCTIONALSOF A SEQUENCE OF SUMS OF INDEPENDENT RANDOMVARIABLES....Pages 57-69
Front Matter....Pages 71-72
ON THE EXISTENCE AND THE UNIQUENESS OFSOLUTIONS OF STOCHASTIC DIFFUSION EQUATIONS....Pages 73-81
STOCHASTIC EQUATIONS FOR DIFFUSION PROCESSESIN A BOUNDED REGION....Pages 83-95
STOCHASTIC EQUATIONS FOR DIFFUSION PROCESSESIN A BOUNDED REGION. II....Pages 97-120
ON A REPRESENTATION OF RANDOM VARIABLES....Pages 121-125
STOCHASTIC DIFFERENTIAL EQUATIONS DEPENDINGON A PARAMETER....Pages 127-134
Front Matter....Pages 135-136
ON THE DIFFERENTIABILITY OF THE MEASURESWHICH CORRESPOND TO STOCHASTIC PROCESSES. I.PROCESSES WITH INDEPENDENT INCREMENTS....Pages 137-166
On the Differentiability of Measures Corresponding to Stochastic Processes. II. Markov Processes....Pages 167-177
A NOTE ON GAUSSIAN MEASURES IN A BANACH SPACE....Pages 179-180
Front Matter....Pages 181-203
Front Matter....Pages 205-205
RANDOM OPERATORS IN A HILBERT SPACE....Pages 207-250
Front Matter....Pages 251-270
ON A GENERALIZATION OF A STOCHASTIC INTEGRAL....Pages 271-271
The evolution of the Skorokhod integral....Pages 273-291
Front Matter....Pages 293-301
ON THE REGULARITY OF MANY-PARTICLE DYNAMICALSYSTEMS PERTURBED BY WHITE NOISE....Pages 303-303
Front Matter....Pages 305-320
ON INFINITE SYSTEMS OF STOCHASTIC DIFFERENTIALEQUATIONS....Pages 321-328
ON RANDOMLY PERTURBED LINEAR OSCILLATINGMECHANICAL SYSTEMS....Pages 329-329
ON RANDOMLY PERTURBED MECHANICAL SYSTEMSWITH TWO DEGREES OF FREEDOM....Pages 331-343
....Pages 329-329