Igor Vladimirovich Girsanov
E95363
Igor Vladimirovich Girsanov was a Soviet mathematician best known for his fundamental contributions to probability theory and stochastic processes.
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
NERFINISHED
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|
| hasNotableStudent |
probabilists in the Soviet Union
→
|
| influenced |
martingale theory
→
mathematical finance → theory of Brownian motion → |
| languageOfWorkOrName |
Russian
→
|
| nativeLanguage |
Russian
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|
| notableConcept |
Girsanov transformation
NERFINISHED
→
change of probability measure for stochastic processes → |
| notableFor |
Girsanov theorem
NERFINISHED
→
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
NERFINISHED
→
|
| workLocation |
Soviet Union
NERFINISHED
→
|
Referenced by (1)
| Subject (surface form when different) | Predicate |
|---|---|
|
Girsanov theorem
→
|
namedAfter |