Albert N. Shiryaev

Albert Nikolayevich Shiryaev (Альберт Николаевич Ширяев, born October 12, 1934) is a well-known Russian Mathematician. He is famous for his research in probability theory, statistics and financial mathematics. October 12 is the 285th day of the year in the Gregorian calendar (286th in leap years). ... 1934 was a common year starting on Monday (link will take you to calendar). ... The word probability derives from the Latin probare (to prove, or to test). ... Statistics is a type of data analysis which practice includes the planning, summarizing, and interpreting of observations of a system possibly followed by predicting or forecasting of future events based on a mathematical model of the system being observed. ... Financial mathematics is the branch of applied mathematics concerned with the financial markets. ...

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 (under A.N.Kolmogorov's supervising) and a doctoral degree in 1967 for his work "On statistical consecutive analysis". A professor of the department of mechanics and mathematics of Moscow State University, since 1971. Moscow State University campus M.V. Lomonosov Moscow State University (Russian: Московский Государственный Университет имени Ðœ.Ð’.Ломоносова, often abbreviated МГУ, MSU, MGU) is the largest and oldest university in Russia, founded in 1755. ... Steklov Institute of Mathematics or Steklov Mathematical Institute (Russian: Математический институт имени В.А.Стеклова) is a research institute specialized in Mathematics. ...

His scientific work concerns different aspects of probability theory, statistics and its applications. He has maden some fundamental contributions to: Probability theory is the mathematical study of probability. ... Statistics is a type of data analysis which practice includes the planning, summarizing, and interpreting of observations of a system possibly followed by predicting or forecasting of future events based on a mathematical model of the system being observed. ...

• Nonlinear theory of stationary stochastic processes
• Problems of fast detection of random effects (A.N.Kolmogorov of Russian Academy of Sciences Prize, 1994)`
• Problems of optimal nonlinear filtration, stochastical partial differential equations (A.N.Markov Prize of USSR Academy of Sciences, 1974)
• Problems of stochastical optimization, including "optimal stopping rules"
• Problems of general stochastic theory and martingles theory
• Problems of stochastical finance (monography "The Essentials of Stochastic Finance", English and Russian editions)

In the mathematics of probability, a stochastic process can be thought of as a random function. ...

External Links

• Shiryaev in Mathematical genealogy project