Albert Shiryaev
Albert Shiryaev  

Albert Nikolaevich Shiryaev


Born 
Shchyolkovo, Moscow Oblast, Russian SFSR, USSR 
October 12, 1934
Residence  Russia 
Nationality  Russian 
Alma mater  Moscow State University 
Known for  Probability theory 
Awards  Markov Prize (1974) 
Scientific career  
Fields  Mathematician 
Institutions 
Moscow State University Steklov Institute of Mathematics University of Manchester 
Doctoral advisor  Andrey Kolmogorov 
Doctoral students 
Dmitry 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.
He graduated from Moscow State University in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov 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. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and a full member in 2011. As of 2007^{[update]} Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester.
Contributions
His scientific work concerns different aspects of probability theory, statistics and its applications. He has contributions to:
 Nonlinear theory of stationary stochastic processes
 Problems of fast detection of random effects (A.N. Kolmogorov Prize of Russian Academy of Sciences, 1994)
 Problems of optimal nonlinear filtration, stochastic differential equations (A.N. Markov Prize of USSR Academy of Sciences, 1974)
 Problems of stochastic optimization, including "Optimal stopping rules"
 Problems of general stochastic theory and martingale theory
 Problems of stochastic finance (monograph "The Essentials of Stochastic Finance", English and Russian editions)
Publications
 Change of Time and Change of Measure (2nd Edition)  World Scientific Publishing^{[1]}
References
 ^ {http://www.worldscientific.com/worldscibooks/10.1142/9609
External links
 Albert Shiryaev at the Mathematics Genealogy Project
 A.N. Shiryaev at MSU (in Russian)
 A.N. Shiryaev at RAS.
This article about a Russian mathematician is a stub. You can help Wikipedia by expanding it. 
 1934 births
 Living people
 People from Shchyolkovsky District
 Russian mathematicians
 Soviet mathematicians
 Probability theorists
 Moscow State University alumni
 Moscow State University faculty
 Academics of the University of Manchester
 Corresponding Members of the Russian Academy of Sciences
 Russian mathematician stubs