Iossif Ilyich Gichman

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Iossif Ilyich Gichman , Russian Иосиф Ильич Гихман , Ukrainian Йосип Ілліч Гіхман Jossyp Illitsch Hichman , English transcription Josif Ilyich Gikhman, (* 26. May 1918 in Uman , † the 30th July 1985 in Donetsk ) was a Soviet-Ukrainian mathematician who with him Probability theory and stochastic processes.

Life

Gichman studied at the University of Kiev with the degree in 1939 and received his doctorate in 1942 under Nikolai Nikolajewitsch Bogoljubow in Tashkent (On the influence of a stochastic process on a dynamic system (Russian)). The dissertation was about a strict derivation of Markov processes (with associated probability distributions that satisfy the Fokker-Planck equation ) in dynamic systems with noise. The result had Nikolay Mitrofanovich Krylov and Bogolyubov had been used in their investigations. In her and subsequent work he also introduced stochastic differential equations. Around the same time, Itō Kiyoshi (with his concept of stochastic integration) did this in Japan . In 1955 Gichman completed his habilitation (Russian doctorate). He taught at the University of Kiev, where he collaborated with his colleague Anatoly Skorochod and wrote several monographs and textbooks.

He is considered to be one of the founders of the theory of stochastic differential equations and dealt with mathematical statistics, limit theorems, multidimensional martingales and stochastic control.

literature

  • M. Portenko, Beginning of the Ukrainian School of Probability, Theor. Prob. and Math. Statistics, 79, 2009, pp. 1-5

Fonts

  • with Skorochod: Introduction to the theory of random processes, WB Saunders 1969, Dover 1996
  • with Skorochod: Stochastic Differential Equations, Springer Verlag 1972
  • with Skorochod: Controlled stochastic processes, Springer Verlag 1979
  • with Skorochod: Theory of stochastic processes, Springer Verlag, 3 volumes, Grundlehren der Mathematischen Wissenschaften , 2004–2007

Web links

Individual evidence

  1. ↑ Iossif Iljitsch Gichman in Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
  2. ↑ Blurb to his book with Skorochod The Theory of Stochastic Processes , Springer
personal data
SURNAME Gichman, Iossif Ilyich
ALTERNATIVE NAMES Гихман, Иосиф Ильич (Russian); Гіхман, Йосип Ілліч (Ukrainian); Gikhman, Josif Ilyich
BRIEF DESCRIPTION Soviet-Ukrainian mathematician
DATE OF BIRTH May 26, 1918
PLACE OF BIRTH Uman
DATE OF DEATH July 30, 1985
Place of death Donetsk