A. V. Skorokhod's works related to investigations of probability distributions in infinitely dimensional spaces
Copyright policy )A. V. Skorokhod's works related to investigations of probability distributions in infinitely dimensional spaces
The survey of Skorokhod's works, which are connected with probabilistic distributions and random elements in infinite-dimensional spaces is reviewed. The following topics are described: generalization of stochastic integrals; exponential integrability of the norm of a Gaussian random element in a Banach space, conditions for the continuity of random functions on a compact in the Hilbert space; conditions of absolute continuity of measures, induced by random processes; random measures and their classification.
- Taras Shevchenko National University of Kyiv Ukraine
- IE University Spain
Probability measures on topological spaces, probabilistic distributions and random elements in infinite-dimensional spaces, Multiplicative functionals and Markov processes, Stochastic integrals, Markov processes, Gaussian random element in a Banach space, absolute continuity of measures, stochastic integrals
Probability measures on topological spaces, probabilistic distributions and random elements in infinite-dimensional spaces, Multiplicative functionals and Markov processes, Stochastic integrals, Markov processes, Gaussian random element in a Banach space, absolute continuity of measures, stochastic integrals
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