A. V. Skorokhod's works related to investigations of probability distributions in infinitely dimensional spaces (Q2638639)

The survey of Skorokhod's works, which are connected with probabilistic distributions and random elements in infinite-dimensional spaces is reviewed. The following topics are described: generalization of stochastic integrals; exponential integrability of the norm of a Gaussian random element in a Banach space, conditions for the continuity of random functions on a compact in the Hilbert space; conditions of absolute continuity of measures, induced by random processes; random measures and their classification.