Iosif Gikhman
Iosif Ilyich Gikhman | |
|---|---|
| Born | May 26, 1918 |
| Died | September 30, 1985 (aged 67) |
| Alma mater | Kyiv State University |
| Scientific career | |
| Fields | Mathematical statistics, Stochastic differential equations, Markovian processes |
| Institutions | Donetsk State University |
| Academic advisors | Nikolay Bogolyubov |
Iosif Ilyich Gikhman (Ukrainian: Йосип Ілліч Гіхман; May 26, 1918 – July 30, 1985) was a Soviet mathematician.
Gikhman is well known for a comprehensive treatise on the theory of stochastic processes, co-authored with Skorokhod. In the words of mathematician and probability theorist Daniel W. Stroock "Gikhman and Skorokhod have done an excellent job of presenting the theory in its present state of rich imperfection.”