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was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State
University, since 1971. As of 2007 Shiryaev holds a 20% permanent professorial position at the
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in 1997 and a full member in 2011. From 1998 to 1999 he was a founding member and the first president of the
Bachelier Finance Society. He was made in 2000 Doctor Rerum Naturalium Honoris Causa of
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Problems of stochastic finance (monograph "The
Essentials of Stochastic Finance", English and Russian editions)
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673:. Advanced Series on Statistical Science & Applied Probability. Vol. 21. World Scientific. 2015.
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Shiryaev, A. N. "Absolute continuity and singularity of probability measures in functional spaces." In
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vol. 91). Deutscher Verlag der
Wissenschaften, Berlin 1988, ISBN 3-326-00195-9 (English:
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286:. In 2017 he was awarded the Chebyschev gold medal of the Russian Academy of Sciences.
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Absolute
Continuity and Singularity of Probability Measures in Functional Spaces
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651:"Золотая медаль имени П.Л. Чебышев (list of winners of the Chebyshev medal)"
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American
Mathematical Society 1976 (Russian 1969), new edition entitled
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From "Disorder" to
Nonlinear Filtering and Martingale Theory.
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Bernoulli
Society for Mathematical Statistics and Probability
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451:; 1st Russian edition 1980; 2nd Russian edition 1989, 2004
247:(ICM) in Nice. In 1978 he was a Plenary Speaker with talk
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Springer 2006, pp. 371–397 (translated by R. Cooke)
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in 1957. From that time until now he has been working in
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Statistical sequential analysis: optimal stopping rules.
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Problems of stochastic optimization, including "Optimal
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Essentials of
Stochastic Finance: Facts, Models, Theory
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Sur les equations stochastiques aux dérivées partielles
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Theory of Stochastic Processes. A course of lectures.
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294:His scientific work concerns different aspects of
258:He was elected in 1985 an honorary member of the
403:Contiguity and Statistical Invariance Principle.
302:and its applications. He has contributions to:
266:. From 1989 to 1991 he was the president of the
795:Full Members of the Russian Academy of Sciences
274:. He was elected a corresponding member of the
234:School of Mathematics, University of Manchester
312:Problems of fast detection of random effects (
815:Honoured Scientists of the Russian Federation
521:Mathematical Events of the Twentieth Century.
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239:In 1970 he was an Invited Speaker with talk
16:Soviet and Russian mathematician (born 1934)
282:and in 2002 Professor Honoris Causa of the
337:Problems of general stochastic theory and
319:Problems of optimal nonlinear filtration,
227:. He earned his candidate degree in 1961 (
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790:Academics of the University of Manchester
785:Academic staff of Moscow State University
606:Center for Electrochemical Energy Storage
472:Limit Theorems for Stochastic Processes.
245:International Congress of Mathematicians
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519:In: Bolibruch, Osipov, Sinai (eds.):
503:Statistical Experiments and Decision.
486:. World Scientific Publishing. 1999.
316:of Russian Academy of Sciences, 1994)
280:Albert Ludwigs University of Freiburg
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670:Change of Time and Change of Measure
541:Change of Time and Change of Measure
394:2 vols., Springer, 1977/1978, 1981;
760:People from Shchyolkovsky District
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321:stochastic differential equations
425:(2nd ed.). Springer. 2013.
135:Steklov Institute of Mathematics
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459:Hochschulbücher für Mathematik.
392:Statistics of random processes.
306:Nonlinear theory of stationary
199:. He is known for his work in
780:Moscow State University alumni
622:, Helsinki, pp. 209-225. 1978.
225:Steklov Mathematical Institute
191:; born October 12, 1934) is a
1:
710:Mathematics Genealogy Project
800:Members of Academia Europaea
189:Альбе́рт Никола́евич Ширя́ев
181:Albert Nikolayevich Shiryaev
655:Russian Academy of Sciences
546:World Scientific Publishing
276:Russian Academy of Sciences
42:Albert Nikolaevich Shiryaev
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445:: CS1 maint: postscript (
435:; translated by R. P. Boas
260:Royal Statistical Society
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529:10.1007/3-540-29462-7_18
513:Moscow 2003 (in Russian)
396:2nd edition 2013, vol. 1
325:USSR Academy of Sciences
262:and in 1990 a member of
139:University of Manchester
566:Problems in Probability
406:Gordon and Breach, 1985
284:University of Amsterdam
221:Moscow State University
131:Moscow State University
82:Moscow State University
765:Russian mathematicians
465:, Springer 1984, 1996)
411:Theory of Martingales.
383:Optimal Stopping Rules
357:Optimal Stopping Rules
323:(A.N. Markov Prize of
775:Probability theorists
770:Soviet mathematicians
535:Ole Barndorff-Nielsen
509:with A. V. Bulinsky:
506:World Scientific 2000
390:with Robert Liptser:
385:, Springer 1978, 2008
209:financial mathematics
101:Markov Prize (1974),
633:"Albert N. Shiryaev"
602:"Albert N. Shiryaev"
308:stochastic processes
400:with P. Greenwood:
569:. Springer. 2016.
500:with V. Spokoiny:
455:Wahrscheinlichkeit
296:probability theory
219:He graduated from
92:Probability theory
810:Russian academics
688:978-981-4678-58-2
637:Academia Europaea
470:with Jean Jacod:
409:with R. Liptser:
264:Academia Europaea
229:Andrey Kolmogorov
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169:Alexander Novikov
157:Doctoral students
151:Andrey Kolmogorov
111:Scientific career
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165:Ernesto Mordecki
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127:Institutions
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67:Russian SFSR
750:1934 births
734:Math-Net.Ru
463:Probability
422:Probability
201:probability
59:Shchyolkovo
744:Categories
585:References
339:martingale
300:statistics
205:statistics
48:1934-10-12
441:cite book
548:. 2015.
364:. 1978.
253:Helsinki
203:theory,
726:at RAS.
717:at MSU
708:at the
327:, 1974)
243:at the
185:Russian
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341:theory
215:Career
193:Soviet
117:Fields
105:(1994)
98:Awards
533:with
683:ISBN
571:ISBN
550:ISBN
488:ISBN
447:link
427:ISBN
366:ISBN
207:and
71:USSR
38:Born
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