Andrey A. Dorogovtsev – författare

This book discusses the systems of interacting particles evolving in the random media. The focus is on the study of both the finite subsystems motion and the flow, describing motion of all particles in the space. The integral characteristics of the system and mass distribution are also covered and results are illustrated with examples from turbulence theory, synchronization and DNA evolution.

Collectingtogether selected pioneering works of the celebrated mathematician Anatolii V.Skorokhod, this volume serves as a guide to the theory of stochastic processesfrom its beginning to its current state. It offers both an excellentbibliographic resource and a unique opportunity for readers to gain a betterunderstanding of Skorokhod’s original and beautiful ideas, which had a deepimpact on the development of the subject. The modern theory of stochasticprocesses is a fast-growing branch of probability theory which is now anindependent science in its own right, with its own methods and philosophy. Ithas many applications in various fields, including financial mathematics,quantum physics and engineering. A clear understanding of this theory isimpossible without knowledge of the ideas which form its base, many of whichare due to Skorokhod. The book is intended for a broad audience of researchersand students with an interest in probability theory, stochastic processes andtheir applications.