This book contains a systematic treatment of probability from the ground 2 Mathematical Foundations of Probability Theory A.N. Shiryaev. A. N. Shiryaev. Probability Second Edition. Translated by R. P. Boas. With 54 Illustrations. ~Springer. A. N. Shiryaev R. P. Boas (Translator) Steklov Mathematical. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Math. USSR-Sb.,
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Probability theory, mathematical statistics. Thesis “Optimal methods in quickest detection problems”. Member of Moscow Mathematical Society. Degree of Honorary researcher of Russian Federation. Head of the Editorial boards of the journal “Probability theory and Its Applications” of the Russian Academy of Sciences, member of editorial boards of the journals: Member of organizing and aa.n.shiryaev committees of internnaiton conferences Russian-Japan simposiaThe First Congress of the Bachelier Society in Tashkentconference “Kolmogorov ans contemporary mathematics””Visions in Stochastics” et al.
Citations in Web of Science: Since – Academician of the Russian Academy of Sciences. Shiryaev, Optimal stopping and free-boundary problemsLectures Math.
Shiryaev, Osnovy stokhasticheskoi finansovoi matematikiv. Rozanova, Rossiiskii universitet druzhby narodov, M. Shiryaev, Problems in probabilityProblem Books in Math. Shiryaev, Change of time and change of measureAdv. Shiryaev, On martingale methods in the boundary crossing problems for Brownian motionSovrem. Stochastic Equations Stokhasticheskaya finansovaya matematikaSbornik statei, Tr. MIAN,ed. Shiryaev, Statistics of random processes.
Shiryaev, Essentials of stochastic finance.
Persons: Shiryaev Albert Nikolaevich
Shiryaev, Limit theorems for stochastic processesv. Statistika i upravlenie sluchainymi protsessamiTr. Shiryaev, Nauka, Moscow,40— SSR, 92, 28— Shiryayev, Statistics of random processes. Shiryaev, Statistical sequential analysis.
SSR, Vilnius,— Summer School Probability Theory and Math. Varna,B”lgar. Cent”r, Sofia,— Bulgarian. California Press, Berkeley, Calif. Shiryaev, Statistical sequential analysis: Randomness in the probability theory and the Kolmogorov complexity A. Shiryaev July 27, Shiryaev July 26, Shiryaev July 25, Stochastic disorder problems A.
Leonhard Euler and Probability Theory A. Prokhorov February 12, Randomness in probability A. Changepoint detection problems on a finite interval A. A quickest detection problem with an observation cost A. On a series of papers devoted to the optimal stopping of Brownian motion with drift A.
On strong and weak solutions to the stochastic differential equations with degenerating diffusion A. Opening ceremony of the symposium “Visions in Stochastics” A. Probability and the concept of randomness A. On a.n.dhiryaev rule “Buy and Hold” in financial mathematics A.
On the optimality of the rule “Buy-and-Hold” A. Euler and probability theory A. On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation A.
Life and creative work of Andrei Nikolaevich Kolmogorov A. International conference “Kolmogorov and Contemporary Mathematics” and other commemorative events for the th anniversary of Andrei Nikolaevich Kolmogorov A. Steklova,ed.