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Albert Shiryaev information


Albert Shiryaev
Born
Albert Nikolaevich Shiryaev

(1934-10-12) October 12, 1934 (age 89)
Shchyolkovo, Moscow Oblast, Russian SFSR, USSR
Alma materMoscow State University
Known forProbability theory
AwardsMarkov Prize (1974), Kolmogorov Prize (1994)
Scientific career
FieldsMathematician
InstitutionsMoscow State University
Steklov Institute of Mathematics
University of Manchester
Doctoral advisorAndrey Kolmogorov
Doctoral studentsDmitry Kramkov
Ernesto Mordecki
Alexander Novikov

Albert Nikolayevich Shiryaev (Russian: Альбе́рт Никола́евич Ширя́ев; born October 12, 1934) is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.

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Albert Shiryaev

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Albert Nikolayevich Shiryaev (Russian: Альбе́рт Никола́евич Ширя́ев; born October 12, 1934) is a Soviet and Russian mathematician. He is known for his...

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Shiryaev

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Shiryaev or Shiryayev (Russian: Ширяев) is a Russian male surname, its feminine counterpart is Shiryaeva. It may refer to Albert Shiryaev (born 1934)...

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Dmitry Kramkov

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from Steklov Institute of Mathematics in 1992, under supervision of Albert Shiryaev. In 1996 he was awarded an EMS Prize for his work in filtered statistical...

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List of mathematical probabilists

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(1961–2008) Romano Scozzafava (born 1935) Scott Sheffield (born 1973) Albert Shiryaev (born 1934) Yakov Sinai (born 1935) Ray Solomonoff (1926–2009) Frank...

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Andrey Kolmogorov

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Andrei Monin Sergey Nikolsky Alexander Obukhov Yuri Prokhorov Yakov Sinai Albert Shiryaev Anatoli Vitushkin Vladimir Uspensky Akiva Yaglom Vladimir Vovk...

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Robert Liptser

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Shiryayev, Albert Nikolaevich. Theory of martingales. Vol. 49. Springer Science & Business Media, 2012. Liptser, Robert S., and Shiryaev, Albert N. Statistics...

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October 12

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American architect, designed the Getty Center and City Tower 1934 – Albert Shiryaev, Russian mathematician and academic 1934 – Oğuz Atay, Turkish engineer...

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Kolmogorov Prize

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every three years. The following scientists have won the award: 1994 — Albert Shiryaev 1997 — Nikolay Nekhoroshev 2000 — Sergey Nikolsky 2003 — Anatoli Vitushkin...

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Raphael Douady

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that introduced the notion of "rating surface". In collaboration with Albert Shiryaev and Marc Yor he co-authored a theory of Brownian motions downfalls...

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Bernoulli Society for Mathematical Statistics and Probability

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Révész 1983 Elizabeth Scott 1985 Chris Heyde 1987 Willem van Zwet 1989 Albert Shiryaev 1991 Peter J. Bickel 1993 Ole Barndorff-Nielsen 1995 Jozef Teugels...

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Stop motion

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decades ahead of its time. Part of Shiryaev's animation work is featured in Viktor Bocharov's documentary Alexander Shiryaev: A Belated Premiere (2003). Polish-Russian...

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Disorder problem

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). Cambridge: Cambridge University Press. ISBN 978-0-521-62104-5. Shiryaev, Albert N. (2007). Optimal Stopping Rules. Springer. ISBN 978-3-540-74010-0...

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Ernesto Mordecki

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from the Steklov Mathematical Institute, under the supervision of Albert Shiryaev. His research interests include optimal stopping of stochastic processes...

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Agaricomycetes

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Ortiz-Santana, Clark Ovrebo, Nikolett Rácz, Robert Riley, Anton Savchenko, Anton Shiryaev, Karl Soop, Viacheslav Spirin, Csilla Szebenyi, Michal Tomšovský, Rodham...

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Jean Jacod

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the Université Paris-VI. His advisor was Jacques Neveu. Jacod, Jean; Shiryaev, Albert N. (1987). Limit theorems for stochastic processes. doi:10.1007/978-3-662-05265-5...

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Optimal stopping

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story in the July issue of Pour la Science (2009).) Peskir, Goran; Shiryaev, Albert (2006). Optimal Stopping and Free-Boundary Problems. Lectures in Mathematics...

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Stopping time

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3rd printing) ed.). Berlin: Springer-Verlag. ISBN 978-3-540-00313-7. Shiryaev, Albert N. (2007). Optimal Stopping Rules. Springer. ISBN 978-3-540-74010-0...

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2023 in music

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and singer-songwriter 2 Michel Pilz, 78, German jazz clarinetist Evgeniy Shiryaev, 80, Russian classical composer Yuri Temirkanov, 84, Russian classical...

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Stochastic logarithm

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L ( Z ) ] {\displaystyle U+[U,{\mathcal {L}}(Z)]} . Jacod, Jean; Shiryaev, Albert Nikolaevich (2003). Limit theorems for stochastic processes (2nd ed...

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