Albert N Shiryaev


Ontology type: schema:Person     


Person Info

NAME

Albert N

SURNAME

Shiryaev

Publications in SciGraph latest 50 shown

  • 2017-05-26 Kolmogorov’s equations for jump Markov processes with unbounded jump rates in ANNALS OF OPERATIONS RESEARCH
  • 2016 Probability-1 in NONE
  • 2014-12 On the existence of solutions of unbounded optimal stopping problems in PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS
  • 2014-12 Sharp maximal inequalities for stochastic processes in PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS
  • 2014-12 Two-sided disorder problem for a Brownian motion in a Bayesian setting in PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS
  • 2011 Optimal Stopping Rules in INTERNATIONAL ENCYCLOPEDIA OF STATISTICAL SCIENCE
  • 2009 On the Linear and Nonlinear Generalized Bayesian Disorder Problem (Discrete Time Case) in OPTIMALITY AND RISK - MODERN TRENDS IN MATHEMATICAL FINANCE
  • 2008-04 On the duality principle in option pricing: semimartingale setting in FINANCE AND STOCHASTICS
  • 2008 Generalized Bayesian Nonlinear Quickest Detection Problems: On Markov Family of Sufficient Statistics in MATHEMATICAL CONTROL THEORY AND FINANCE
  • 2005 On Stochastic Integrals up to Infinity and Predictable Criteria for Integrability in SÉMINAIRE DE PROBABILITÉS XXXVIII
  • 2003 Limit Theorems for Stochastic Processes in NONE
  • 2003 On the Defense Work of A. N. Kolmogorov during World War II in MATHEMATICS AND WAR
  • 2002-10 The cumulant process and Esscher's change of measure in FINANCE AND STOCHASTICS
  • 2002 A Barrier Version of the Russian Option in ADVANCES IN FINANCE AND STOCHASTICS
  • 2002 Quickest Detection Problems in the Technical Analysis of the Financial Data in MATHEMATICAL FINANCE — BACHELIER CONGRESS 2000
  • 2002 Solving the Poisson Disorder Problem in ADVANCES IN FINANCE AND STOCHASTICS
  • 2001 Statistics of Random Processes, II. Applications in NONE
  • 2001 Statistics of Random Processes, I. General Theory in NONE
  • 1998-05 Local martingales and the fundamental asset pricing theorems in the discrete-time case in FINANCE AND STOCHASTICS
  • 1998 Stochastic Calculus on Filtered Probability Spaces in PROBABILITY THEORY III
  • 1998 Martingales and Limit Theorems for Stochastic Processes in PROBABILITY THEORY III
  • 1987 Limit Theorems for Stochastic Processes in NONE
  • 1986-01 On the variation distance for probability measures defined on a filtered space in PROBABILITY THEORY AND RELATED FIELDS
  • 1982-09 On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales in PROBABILITY THEORY AND RELATED FIELDS
  • Affiliations

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