From vlanis@Bilkent.EDU.TR Sat Oct 14 12:46:13 2000 Date: Tue, 10 Oct 2000 10:45:42 +0300 From: Vladimir Anisimov To: Phil Pollett Subject: Book: Skorokhod's Ideas in Probability Theory Dear Phil, Would you please include the information about this book in your page Probability on WEB and distribute among people who might be interested. Thanks a lot in advance. Sincerely yours, Vladimir Anisimov ------------------------- New Book: Skorokhod's Ideas in Probability Theory This volume, a collection of research papers published in English, 336 pp., is issued in 2000 by the Institute of Mathematics of the National Academy of Sciences of Ukraine, eds: V.Korolyuk, N.Portenko, H.Syta. The volume is issued on occasion of the 70-th anniversary of A.V.Skorokhod's birthday. The scientific papers of this volume are connected with either notions introduced into Probability Theory by A.V.Skorokhod or methods proposed by him for solving various problems of this science. A considerable part of the volume concerns the first outstanding work written by A.V.Skorokhod "Limit theorems for stochastic processes" (Theory Probab. Appl., 1956, Vol.~1, No.~3), -- the work in which he proposed the method of a single probability space and introduced several topologies into the space of all functions without discontinuities of the second kind, and proved some limit theorems that were the deep generalization of the famous Donsker invariant principle. Besides scientific papers, the volume contains the main landmarks of A.V. Skorokhod's biography, the list of his monographs, textbooks and popular-science books, and illustrated by some photos. The volume may be useful for the experts in Probability Theory and its applications, and is accessible for post-graduates and magister degree students. Persons and institutions wishing to order the volume should appeal to the following e-mail address: random@imath.kiev.ua or by the ordinary mail to the address: Random Process Dept. Institute of Mathematics} Nat. Acad. Sci. Ukraine 3, Tereshchenkivska str,. 01601, Kyiv-4, Ukraine The price of the book (postage included) is US $35. The amount has to be payed by bank transfer to: 30-31-4 Credit Suise Bank Berne, Switzerland Voronoi Fund 0207-143954-90-3 Contents: Preface......................................... 11--12 Main Landmarks of Anatolii Skorokhod's Life .... 13--14 Monograghs, Textbooks, Reference Books and Popular-Science books Written by A.V.Skorokhod.. 15--19 A Few Words about the Teacher................... 20--21 Anatolii V. SKOROKHOD Limit Theorems for Stochastic Processes......... 23--52 Andrey N. KOLMOGOROV On Skorokhod Convergence........................ 53--60 Patrick BILLINGSLEY and Michel WICHURA The Origins of Skorokhod's Topology............. 61--65 Robert F. ANDERSON and Stanislav MOLCHANOV Martingale Methods in Real Analysis ............ 66--80 Vladimir V. ANISIMOV J-Convergence of Switching Processes with Rare Perturbations to Diffusion Processes with Poisson Type Jumps ........................ 81--98 Mindaugas BLOZNELIS and Vygantas PAULAUSKAS Central Limit Theorem in D[0,1] ............... 99--110 George L.\ O'BRIEN An Application of Skorokhod's M_1-topology.....111--118 Sergei A.CHOBANYAN and Habib SALEHI A Maximal Inequality for Exchangeable Systems of Random Variables............................119--125 Francois COQUET and Michel GUILLEMEAU A Remark on Skorokhod Topologies for the Skorokhod Reflexion Problem ...............126--131 Yuri L. DALETSKII and Victoria R. STEBLOVSKAYA, Measures with Smooth Finite-Dimensional Projections ...................................132--146 Andrey A. DOROGOVTSEV The Variant of the Skorokhod Theorem for Markovian Sequences ...............................................147--151 Bronius GRIGELIONIS Mixed Exponential Processes....................152--171 B.Gail IVANOFF and Ely MERZBACH A Skorokhod Topology for a Class of Set-Indexed Functions..........................172--178 Adam JAKUBOWSKI >From Convergence of Functions to Convergence of Stochastic Processes. On Skorokhod's Sequential Approach to Convergence in Distribution ..................................179--194 Vladimir KOLTCHINSKII and Richard M.DUDLEY On Spatial Quantiles ..........................195--210 Peter KOTELENEZ Smooth Solutions of Quasilinear Stochastic Partial Differential Equations of McKean-Vlasov Type ............................211--231 Nikolai V. KRYLOV Constructing the Super-Brownian Process by Using SPDE's and Skorokhod's Method............232--240 Grigori L. KULINICH and Murad ALMAZOV On Convergence of Solutions of Stochastic Diffusion Equations with Unlimited Increasing Drift Coefficient on Finite Segment ...........241--247 Hui-Hsiung KUO Anticipatory Ito's Formula and Hitsuda- Skorokhod Integral.............................248--255 Robert LIPTSER Moderate Deviation for Dynamic Model Governed by Stationary Process .........................256--270 Sergey V. LOTOTSKY and Boris L. ROSOVSKII Parameter Estimation for Stochastic Evolution Equations with Non-Commuting Operators ........271--280 Yuliya MISHURA Skorokhod Space and Skorokhod Topology in Probabilistic Considerations During 1956 -- 1999 ..................................281--297 Dmitrii S. SILVESTROV Convergence in Skorokhod Topology for Compositions of Stochastic Processes...........298--306 Veeravalli S. VARADARAJAN Remarks on Some Applications of Skorokhod Space in Quantum Mechanics.....................307--312 Andriy P. YURACHKIVSKY Functional Limit Theorems with Poisson Component for the Measure of Union of Random Sets .......313--317 Weian ZHENG Rate Estimation for Weak Convergence of Diffusion Processes.........................318--333