Igor Vladimirovich Girsanov

E95363

Igor Vladimirovich Girsanov was a Soviet mathematician best known for his fundamental contributions to probability theory and stochastic processes.

All labels observed (1)

Label Occurrences
Igor Vladimirovich Girsanov canonical 1

How this entity was disambiguated

Statements (30)

Predicate Object
instanceOf Soviet mathematician
human
mathematician
areaOfInfluence modern probability theory
stochastic differential equations
contributedTo development of stochastic integration
rigorous foundations of stochastic processes
countryOfCitizenship Soviet Union
fieldOfWork mathematics
probability theory
stochastic processes
gender male
hasAcademicDiscipline measure-theoretic probability
theoretical probability
hasNameInLanguage Игорь Владимирович Гирсанов
hasNotableStudent probabilists in the Soviet Union
influenced martingale theory
mathematical finance
theory of Brownian motion
languageOfWorkOrName Russian
nativeLanguage Russian
notableConcept Girsanov theorem
surface form: Girsanov transformation

change of probability measure for stochastic processes
notableFor Girsanov theorem
change-of-measure techniques in probability
contributions to stochastic calculus
rigorous treatment of measure changes for diffusion processes
occupation university teacher
partOf Soviet school of probability theory
workLocation Soviet Union

How these facts were elicited

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Girsanov theorem namedAfter Igor Vladimirovich Girsanov