Iosif Gikhman

Gikhman graduated in 1939 from the Physics and Mathematics Faculty of Kiev University and began his scientific career in postgraduate studies under the supervision of N.N. Bogolyubov.

After the war, Gikhman worked first at the Kiev Automobile and Highway Institute, and from 1948 to 1966 he worked at the Kiev State University first as an assistant professor, then later as professor, and later as head of the Department of Probability Theory. In 1955, he defended his doctoral dissertation "Markov processes and some problems of mathematical statistics", and in 1959, he received the title of professor.

In 1965, Gikhman was elected a Corresponding Member of the National Academy of Sciences of Ukraine. Since 1966, he had been in charge of the Department of Probability Theory of the Institute of Applied Mathematics and Mechanics of the National Academy of Sciences of Ukraine in Donetsk, and directed the scientific work of the Department of Probability Theory at Donetsk State University.

His scientific works are devoted mainly to various problems of mathematical statistics and the theory of random processes. He co-authored with A.V. Skorokhod several books that were translated into English, and played an important role in the development of modern probability theory and the theory of stochastic processes.{{cite journal|last1=Portenko|first1=M. I.|title=Beginning of the Ukrainian School of Probability Theory: A historical sketch|journal= Theory of Probability and Mathematical Statistics|volume=79|year=2009|pages=1–5|doi=10.1090/S0094-9000-09-00786-8|url=https://www.ams.org/journals/tpms/2009-79-00/S0094-9000-09-00786-8/S0094-9000-09-00786-8.pdf|doi-access=free}}{{cite journal|last1=Skorokhod|first1=A. V.|last2=Yadrenko|first2=M. I.|title=I. I. Gikhman: A brief review of scientific and pedagogic activity|journal=Theory of Probability and Mathematical Statistics |volume=50|year=1995|pages=1–6}}{{cite journal|last1=Danilyuk|first1=I. I.|last2=Korolyuk|first2=V. S.|last3=Mitropolskij|first3=Yu. A.|last4=Skorokhod|first4=A. V.|last5=Yadrenko|first5=M. I.|title=Fiftieth birthday of Iosif Illich Gikhman|journal= Ukr. Math. J.|volume=20|year=1968|issue=3|pages= 316–319|doi=10.1007/BF01085946|s2cid=121036519}}{{cite journal|last1= Linkov|first1=Yurii N.|last2=Yadrenko|first2=Mikhail I.|title=To the 80th birthday of Iosif I. Gikhman|journal=Theory Stoch. Process.|volume=20|issue=4|year=1998|pages=1–16}}

• with A. V. Skorokhod: Introduction to the theory of random processes, W. B. Saunders 1969,{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=Introduction to the Theory of Random Processes|url=https://books.google.com/books?id=yJyLzG7N7r8C|year=1969|publisher=W. B. Saunders|isbn=978-0-486-69387-3}} Dover 1996
• with A. V. Skorokhod: Stochastic Differential Equations,{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=Stochastic Differential Equations|url=https://books.google.com/books?id=E08KtAEACAAJ|year=1972|publisher=Springer-Verlag}} Springer Verlag 1972
• with A. V. Skorokhod: Controlled stochastic processes,{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=Controlled stochastic processes|url=https://books.google.com/books?id=aYjTBwAAQBAJ|year=1979|publisher=Springer-Verlag|isbn=9781461262022}} Springer Verlag 1979
• with A. V. Skorokhod: The Theory of Stochastic Processes,{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=The Theory of Stochastic Processes I|url=https://books.google.com/books?id=HBDiMpORJkoC|year=2004|publisher=Springer-Verlag|isbn=9783540202844}}{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=The Theory of Stochastic Processes II|url=https://books.google.com/books?id=apr1AOlLTbgC|year=2004|publisher=Springer-Verlag|isbn=9783540202851}}{{cite book|author1=Iosif Ilyich Gikhman|author2=Anatoly Vladimirovich Skorokhod|title=The Theory of Stochastic Processes III|url=https://books.google.com/books?id=4G57CwAAQBAJ|year=2007|publisher=Springer-Verlag|isbn=9783540499411}} Springer Verlag, 3 vols., 2004–2007

• List of Ukrainian mathematicians

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• {{MathGenealogy |id=77142}}
• {{cite journal|last1=Portenko|first1=M. I.|title=A 100th ANNIVERSARY TRIBUTE TO IOSIF IL'ICH GIKHMAN|journal=Theory of Stochastic Processes|volume=23 (39)|number=1|year=2018|pages=1–5|url=http://tsp.imath.kiev.ua/files/2310/art2310_01.pdf}}

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Category:1918 births

Category:1985 deaths

Category:Soviet mathematicians

Category:Laureates of the State Prize of Ukraine in Science and Technology