Selected Works

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Focusing on the foundational contributions of Anatolii V. Skorokhod, this volume compiles key works that illuminate the development of stochastic processes. It serves as both a bibliographic resource and a means to appreciate Skorokhod's influential ideas, essential for understanding this rapidly evolving field. With applications across finance, quantum physics, and engineering, the book targets researchers and students eager to explore the underlying concepts of probability theory and stochastic processes.