Skorokhod's theorem — may refer to:* Skorokhod s embedding theorem * Skorokhod s representation theorem … Wikipedia
Skorokhod integral — In mathematics, the Skorokhod integral, often denoted delta; , is an operator of great importance in the theory of stochastic processes. It is named after the Ukrainian mathematician Anatoliy Skorokhod. Part of its importance is that it unifies… … Wikipedia
Skorokhod's representation theorem — In mathematics and statistics, Skorokhod s representation theorem is a result that shows that a weakly convergent sequence of probability measures whose limit measure is sufficiently well behaved can be represented as the distribution/law of a… … Wikipedia
Skorokhod's embedding theorem — In mathematics and probability theory, Skorokhod s embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process (Brownian motion) evaluated at a collection of… … Wikipedia
Anatoliy Skorokhod — Anatoliy Volodymyrovych Skorokhod ( Анатолій Володимирович Скороход ; born September 10 1930 in Nikopol , USSR (now Ukraine)) is a Ukrainian mathematician, and an academician of the National Academy of Sciences of Ukraine since 1985.In 1956… … Wikipedia
Anatoliy Skorokhod — Anatoliy Volodymyrovych Skorokhod (en ukrainien Анатолій Володимирович Скороход; né le 10 septembre 1930 à Nikopol, URSS (maintenant en Ukraine)), mort le 4 janvier 2011 à Lansing, Michigan (USA) est un mathématicien soviétique puis ukrainien,… … Wikipédia en Français
Càdlàg — In mathematics, a càdlàg (French continue à droite, limite à gauche ), RCLL (“right continuous with left limits”), or corlol (“continuous on (the) right, limit on (the) left”) function is a function defined on the real numbers (or a subset of… … Wikipedia
Càdlàg — En mathématiques, une fonction càdlàg (continue à droite, limite à gauche) est une fonction définie sur un ensemble E de nombres réels qui est continue à droite en tout point de E et admet une limite à gauche tout point de E. Les fonctions càdlàg … Wikipédia en Français
Malliavin calculus — The Malliavin calculus, named after Paul Malliavin, is a theory of variational stochastic calculus. In other words it provides the mechanics to compute derivatives of random variables. The original motivation for the development of the subject… … Wikipedia
Donsker's theorem — In probability theory, Donsker s theorem, named after M. D. Donsker, identifies a certain stochastic process as a limit of empirical processes. It is sometimes called the functional central limit theorem. A centered and scaled version of… … Wikipedia
