Albert Shiryaev
From Wikipedia, the free encyclopedia
 Albert Nikolaevich Shiryaev |
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| Born | October 12, 1934 Schelkovo, USSR |
|---|---|
| Residence |  USSR  Russia, |
| Nationality | Russian |
| Field | Mathematician |
| Institution | Moscow State University Steklov Institute of Mathematics |
| Alma mater | Moscow State University |
| Academic advisor | Andrey Kolmogorov |
| Known for | Probability theory |
| Notable prizes | Markov Prize (1974) |
Albert Nikolayevich Shiryaev (Альберт Николаевич Ширяев, born October 12, 1934, Shchyolkovo, Moscow Oblast, Russia) is a Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.
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 (with Andrey Kolmogorov as his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". 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.
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 of Russian Academy of Sciences Prize, 1994)`
- Problems of optimal nonlinear filtration, stochastic 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 martingale theory
- Problems of stochastic finance (monography "The Essentials of Stochastic Finance", English and Russian editions)
[edit] External links
- Albert Shiryaev at the Mathematics Genealogy Project
- A.N. Shiryaev's MSU Homepage (in Russian)
- A.N. Shiryaev – Russian Academy of Sciences web page.
