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Shiryaev Albert Nikolaevich

Statistics Math-Net.Ru
Total publications: 245
Scientific articles: 193
Cited articles: 171
Citations in Math-Net.Ru: 611
Citations in Web of Science: 606
Citations in Scopus: 364
Citations in MathSciNet: 3639
Presentations: 33

Number of views:
This page:9859
Abstract pages:30706
Full texts:6649
References:1147
Member of the Russian Academy of Sciences
Professor
Doctor of physico-mathematical sciences (1967)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 12.10.1934
E-mail:
   
Main publications:
  1. A. N. Shiryaev, “On optimum methods in quickest detection problems”, Theor. Probab. Appl., 8 (1963), 22–46  mathnet  crossref  mathscinet  zmath
  2. A. N. Shiryaev, “Stochastic Equations of Nonlinear Filtering of Markovian Jump Processes”, Problems Inform. Transmission, 2:3 (1966), 1–18  mathnet  mathscinet  zmath
  3. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Matem. sb., 107(149):3(11) (1978), 364–415  mathnet  mathscinet  zmath; Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Math. USSR-Sb., 35:5 (1979), 631–680  crossref  mathscinet  zmath  isi
  4. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288, Springer-Verlag, Berlin, 1987, ISBN: 3-540-17882-1 , xviii+601 pp.  crossref  mathscinet  zmath
  5. G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006, ISBN: 978-3-7643-2419-3 , xxii+500 pp.  mathscinet  zmath

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Full list of publications:
1. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fakty. Modeli, MTsNMO, M., 2016, ISBN: 978-5-4439-0395-8 , 440 pp.
2. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 2, Teoriya, MTsNMO, M., 2016, ISBN: 978-5-4439-0395-8 , 460 pp.
3. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160  mathnet  crossref  crossref  elib
4. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013”, Quant. Finance, 15:9 (2015), 1449–1469  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 1)  elib (cited: 1)  scopus
5. R. C. Dalang, A. N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25:3 (2015), 1475–1512  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
6. O. E. Barndorff-Nielsen, A. N. Shiryaev, Change of time and change of measure, Advanced Series on Statistical Science and Applied Probability, 21, 2nd ed., World Scientific, Hackensack, NJ, 2015, ISBN: 978-981-4678-58-2 , 344 pp.  crossref  mathscinet  zmath
7. Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 625–627  mathnet  crossref  elib
8. A. N. Shiryaev, “Reshenie odnoi optimizatsionnoi zadachi skoreishego obnaruzheniya pri nalichii tseny za nablyudeniya”, Beskonechnomernyi analiz, stokhastika, matematicheskoe modelirovanie: novye zadachi i metody. Problemy matematicheskogo i estestvennonauchnogo obrazovaniya, Sbornik statei Mezhdunarodnoi konferentsii (Moskva, 15–18 dekabrya 2014 g.), eds. A. I. Kirillov, S. A. Rozanova, Rossiiskii universitet druzhby narodov, M., 2015, 77–85  elib
9. E. A. Feinberg, M. Mandava, A. N. Shiryaev, “On solutions of Kolmogorov's equations for nonhomogeneous jump Markov processes”, Math. Anal. Appl., 411:1 (2014), 261–270  crossref  mathscinet (cited: 2)  isi (cited: 3)  scopus (cited: 3)
10. A. Shiryaev, E. Burnaev, M. Markov, A. Panchekha, “Portfolio choice and cross-sectional skewness of hedge funds returns”, Quant. Finance, 2014 (to appear)
11. A. N. Shiryaev, M. V. Zhitlukhin, W. T. Ziemba, “When to sell Apple and the NASDAQ? Trading bubbles with a Stochastic Disorder Model”, Journal of Portfolio Management, 40:2 (2014), 54–63  crossref  isi (cited: 1)  scopus (cited: 1)
12. A. Novikov, A. N. Shiryaev, “Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci”, Sequential Anal., 33:2 (2014), 182–185  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
13. M. V. Zhitlukhin, A. N. Shiryaev, “On the existence of solutions of unbounded optimal stopping problems”, Proc. Steklov Inst. Math., 287:1 (2014), 299–307  mathnet  crossref  crossref  isi  elib  elib  scopus
14. A. A. Muravlev, A. N. Shiryaev, “Two-sided disorder problem for a Brownian motion in a Bayesian setting”, Proc. Steklov Inst. Math., 287:1 (2014), 202–224  mathnet  crossref  crossref  isi  elib  elib  scopus
15. Ya. A. Lyulko, A. N. Shiryaev, “Sharp maximal inequalities for stochastic processes”, Proc. Steklov Inst. Math., 287:1 (2014), 155–173  mathnet  crossref  crossref  isi  elib  elib  scopus
16. A. N. Shiryaev, I. G. Erlikh, P. A. Yaskov, Veroyatnost v teoremakh i zadachakh (s dokazatelstvami i resheniyami), v. 1, MTsNMO, M., 2013, ISBN: 978-5-4439-0228-9 , 648 pp.
17. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion”, Russian Math. Surveys, 68:2 (2013), 389–391  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
18. M. V. Zhitlukhin, A. N. Shiryaev, “Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment”, TVP, 58:1 (2013), 193–200  mathnet  crossref  zmath  elib; M. V. Zhitlukhin, A. N. Shiryaev, “Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment”, Theory Probab. Appl., 58:1 (2014), 164–171  crossref  zmath  isi  elib  scopus
19. A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261  crossref  mathscinet  zmath  isi  elib  scopus
20. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296  crossref  zmath  isi (cited: 4)  elib (cited: 2)  scopus (cited: 4)
21. P. V. Gapeev, A. N. Shiryaev, “Bayesian quickest detection problems for some diffusion processes”, Adv. in Appl. Probab., 45:1 (2013), 164–185  crossref  mathscinet (cited: 1)  zmath  isi (cited: 1)  scopus (cited: 1)
22. A. N. Shiryaev, Problems in probability, Problem Books in Math., Springer, New York, 2012, ISBN: 978-1-4614-3687-4 , xii+427 pp.  crossref  mathscinet  zmath
23. M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, TVP, 57:3 (2012), 453–470  mathnet (cited: 3)  crossref  elib (cited: 1); M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, Theory Probab. Appl., 57:3 (2013), 497–511  crossref  isi (cited: 2)  elib (cited: 2)  scopus (cited: 3)
24. R. Dalang, A. N. Shiryaev, A quickest detection problem with an observation cost, Preprint, EPFL, Lausanne, 2012 , 39 pp.
25. R. V. Ivanov, A. N. Shiryaev, “On duality principle for hedging strategies in diffusion models”, TVP, 56:3 (2011), 417–448  mathnet (cited: 1)  crossref  mathscinet  elib; R. V. Ivanov, A. N. Shiryaev, “On duality principle for hedging strategies in diffusion models”, Theory Probab. Appl., 56:3 (2012), 376–402  crossref  mathscinet  isi  elib  scopus
26. M. V. Zhitlukhin, A. N. Shiryaev, “A Bayesian sequential testing problem of three hypotheses for Brownian motion”, Statistics and Risk Modeling, 28:3 (2011), 227–249  crossref  mathscinet (cited: 1)  zmath
27. P. V. Gapeev, A. N. Shiryaev, “On the sequential testing problem for some diffusion processes”, Stochastics, 83:4-6 (2011), 519–535  mathscinet (cited: 2)  zmath  isi (cited: 7)  elib (cited: 6)  scopus (cited: 7)
28. I. Karatzas, A. N. Shiryaev, M. Shkolnikov, “On the one-sided Tanaka equation with drift”, Electronic Communications in Probability, 16 (2011), 664–677  crossref  mathscinet (cited: 4)  zmath  isi (cited: 5)  scopus (cited: 5)
29. A. N. Shiryaev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 621  mathnet  crossref  elib
30. A. N. Shiryaev, “Author's response”, Sequential Anal., 29:4 (2010), 434–443  crossref  mathscinet  zmath  elib  scopus
31. A. N. Shiryaev, “Quickest detection problems: fifty years later”, Sequential Anal., 29:4 (2010), 345–385  crossref  mathscinet (cited: 1)  zmath  elib (cited: 14)  scopus (cited: 15)
32. O. E. Barndorff-Nielsen, A. Shiryaev, Change of time and change of measure, Adv. Ser. Stat. Sci. Appl. Probab., 13, World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2010, ISBN: 978-981-4324-47-2; 981-4324-47-7 , xvi+305 pp.  crossref  mathscinet (cited: 6)  zmath
33. A. N. Shiryaev, E. Eberlein, A. Papapantoleon, “Essher transform and the duality principle for multidimensional semimartingales”, Ann. Appl. Probab., 19:5 (2009), 1944–1971 , arXiv: 0809.0301  crossref  mathscinet (cited: 10)  zmath  adsnasa  isi (cited: 9)  elib (cited: 11)  scopus (cited: 13)
34. A. N. Shiryaev, P. Y. Zryumov, “On the linear and nonlinear generalized Bayesian disorder problem (discrete time case)”, Optimality and risk—modern trends in mathematical finance, Springer, Berlin, 2009, 227–235  crossref  mathscinet (cited: 1)  zmath
35. A. N. Shiryaev, “Generalized Bayesian nonlinear quickest detection problems: on Markov family of sufficient statistics”, Mathematical control theory and finance, Springer, Berlin, 2008, 377–386  crossref  mathscinet (cited: 1)  isi (cited: 2)  scopus (cited: 3)
36. A. Shiryaev, Z. Xu, X. Y. Zhou, “Thou shalt buy and hold”, Quant. Finance, 8:8 (2008), 765–776  crossref  mathscinet (cited: 18)  zmath  isi (cited: 29)  elib (cited: 36)  scopus (cited: 38)
37. J. du Toit, G. Peskir, A. N. Shiryaev, “Predicting the last zero of Brownian motion with drift”, Stochastics, 80:2-3 (2008), 229–245  mathscinet (cited: 7)  zmath  isi (cited: 8)  elib (cited: 7)  scopus (cited: 7)
38. E. Eberlein, A. Papapantoleon, A. N. Shiryaev, “On the duality principle in option pricing: semimartingale setting”, Finance Stoch., 12:2 (2008), 265–292  crossref  mathscinet (cited: 13)  zmath  isi (cited: 19)  elib (cited: 19)  scopus (cited: 20)
39. A. N. Shiryaev, Optimal stopping rules, Stochastic Modelling and Applied Probability, 8, Springer-Verlag, Berlin, 2008, ISBN: 978-3-540-74010-0 , xii+217 pp.  mathscinet (cited: 26)
40. A. N. Shiryaev, A. A. Novikov, “On a stochastic version of the trading rule “buy and hold””, Statist. Decisions, 26:4 (2008), 289–302  crossref  mathscinet (cited: 4)  zmath
41. A. N. Shiryaev, “On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion”, TVP, 53:4 (2008), 751–768  mathnet (cited: 8)  crossref  mathscinet (cited: 5)  zmath  elib (cited: 2); A. N. Shiryaev, “On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion”, Theory Probab. Appl., 53:4 (2009), 663–678  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 5)  scopus (cited: 5)
42. E. V. Burnaev, E. A. Fainberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, TVP, 53:3 (2008), 557–575  mathnet  crossref  mathscinet  zmath  elib (cited: 2); E. V. Burnaev, E. A. Feinberg, A. N. Shiryaev, “On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion”, Theory Probab. Appl., 53:3 (2009), 519–536  crossref  mathscinet  zmath  isi (cited: 1)  elib  scopus (cited: 1)
43. A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, TVP, 53:3 (2008), 417–436  mathnet (cited: 9)  crossref  mathscinet (cited: 4)  zmath  elib; A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401  crossref  mathscinet  zmath  isi (cited: 9)  elib (cited: 9)  scopus (cited: 10)
44. A. Novikov, A. Shiryaev, “On solution of the optimal stopping problem for processes with independent increments”, Stochastics, 79:3-4 (2007), 393–406  mathscinet (cited: 15)  zmath  elib (cited: 17)  scopus (cited: 17)
45. A. N. Shiryaev, On martingale methods in the boundary crossing problems for Brownian motion, Sovrem. Probl. Mat., 8, Steklov Math. Inst., RAS, Moscow, 2007 , 80 pp.  mathnet  mathnet  crossref  crossref  zmath
46. E. A. Feinberg, A. N. Shiryaev, “Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings”, Statist. Decisions, 24:4 (2006), 445–470  crossref  mathscinet (cited: 11)  zmath
47. G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006, ISBN: 978-3-7643-2419-3 , xxii+500 pp.  mathscinet (cited: 185)  zmath
48. A. N. Shiryaev, “From “disorder” to nonlinear filtering and martingale theory”, Mathematical events of the twentieth century, Springer, Berlin, 2006, 371–397  crossref  mathscinet (cited: 3)  zmath
49. A. N. Shiryaev, “Proof of the Poincaré–Chernoff inequality and logarithmic Sobolev's inequality by the methods of stochastic calculus for Brownian motion”, Russian Math. Surveys, 61:3 (2006), 571–573  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 3)  elib (cited: 2)  elib (cited: 2)  elib (cited: 2)  scopus (cited: 1)
50. S. Graversen, A. N. Shiryaev, M. Ior, “On the problem of stochastic integral representations of functionals of the Browning motion. II”, TVP, 51:1 (2006), 64–77  mathnet (cited: 2)  crossref  mathscinet (cited: 1)  zmath  elib; S. Graversen, A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Browning motion. II”, Theory Probab. Appl., 51:1 (2007), 65–77  crossref  mathscinet  zmath  isi (cited: 3)  elib (cited: 2)  scopus (cited: 2)
51. A. Cherny, A. Shiryaev, “On stochastic integrals up to infinity and predictable criteria for integrability”, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, Springer, Berlin, 2005, 165–185  mathscinet (cited: 9)  zmath  isi (cited: 6)
52. A. N. Shiryaev, “A remark on the quickest detection problems”, Statist. Decisions, 22:1 (2004), 79–82  crossref  mathscinet (cited: 8)  zmath
53. A. A. Novikov, A. N. Shiryaev, “On an effective solution of the optimal stopping problem for random walks”, TVP, 49:2 (2004), 373–382  mathnet (cited: 12)  crossref  mathscinet (cited: 12)  zmath; A. A. Novikov, A. N. Shiryaev, “On an effective solution of the optimal stopping problem for random walks”, Theory Probab. Appl., 49:2 (2005), 344–354  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 12)  scopus (cited: 9)
54. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288, Second edition, Springer-Verlag, Berlin, 2003, ISBN: 3-540-43932-3 , xx+661 pp.  crossref  mathscinet (cited: 577)  zmath
55. A. N. Shiryaev, M. Ior, “On the problem of stochastic integral representations of functionals of the Brownian motion. I”, TVP, 48:2 (2003), 375–385  mathnet (cited: 5)  crossref  mathscinet (cited: 4)  zmath; A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Brownian motion. I”, Theory Probab. Appl., 48:2 (2004), 304–313  crossref  mathscinet  zmath  isi  elib (cited: 7)  scopus (cited: 7)
56. A. N. Shiryaev, “Quickest detection problems in the technical analysis of the financial data”, Mathematical finance—Bachelier Congress (Paris, 2000), Springer Finance, Springer, Berlin, 2002, 487–521  crossref  mathscinet (cited: 25)  zmath
57. J. Kallsen, A. N. Shiryaev, “The cumulant process and Esscher's change of measure”, Finance Stoch., 6:4 (2002), 397–428  crossref  mathscinet (cited: 45)  zmath  isi (cited: 63)  elib (cited: 19)
58. G. Peskir, A. N. Shiryaev, “Solving the Poisson disorder problem”, Advances in finance and stochastics, Springer, Berlin, 2002, 295–312  crossref  mathscinet (cited: 30)  zmath
59. L. A. Shepp, A. N. Shiryaev, A. Sulem, “A barrier version of the Russian option”, Advances in finance and stochastics, Springer, Berlin, 2002, 271–284  crossref  mathscinet (cited: 1)  zmath
60. A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Proc. Steklov Inst. Math., 237 (2002), 6–49  mathnet  mathscinet  zmath
61. A. S. Cherny, A. N. Shiryaev, M. Yor, TVP, 47:3 (2002), 498–517  mathnet (cited: 7)  crossref  mathscinet (cited: 6)  zmath; Theory Probab. Appl., 47:3 (2003), 377–394  crossref  mathscinet  zmath  isi (cited: 2)  scopus (cited: 5)
62. Proc. Steklov Inst. Math., 237 (2002), 281–292  mathnet  mathscinet  zmath
63. R. S. Liptser, A. N. Shiryaev, Statistics of random processes. II. Applications, Stochastic Modelling and Applied Probability, Applications of Mathematics (New York), 6, Second, revised and expanded edition, Springer-Verlag, Berlin, 2001, ISBN: 3-540-63928-4 , xvi+402 pp.  mathscinet (cited: 214)  zmath
64. R. S. Liptser, A. N. Shiryaev, Statistics of random processes. I. General theory, Stochastic Modelling and Applied Probability, Applications of Mathematics (New York), 5, Second, revised and expanded edition, Springer-Verlag, Berlin, 2001, ISBN: 3-540-63929-2 , xvi+427 pp.  mathscinet (cited: 214)  zmath
65. L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price “freeze””, Russian Math. Surveys, 56:1 (2001), 179–181  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  scopus
66. J. Kallsen, A. N. Shiryaev, TVP, 46:3 (2001), 579–585  mathnet (cited: 19)  crossref  mathscinet (cited: 12)  zmath; Theory Probab. Appl., 46:3 (2002), 522–528  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 15)
67. G. Peskir, A. N. Shiryaev, TVP, 46:1 (2001), 181–183  mathnet (cited: 5)  crossref  mathscinet (cited: 4)  zmath; Theory Probab. Appl., 46:1 (2002), 167–170  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 2)
68. G. Peshkir, A. N. Shiryaev, “Maximal inequalities for reflected Brownian motion with drift”, Teor. \u Imovīr. Mat. Stat., 2000, no. 63, 125–131  mathscinet (cited: 1)  zmath; G. Peshkir, A. N. Shiryaev, “Maximal inequalities for reflected Brownian motion with drift”, Theory Probab. Math. Statist., 2001, no. 63, 137–143 (2002)  mathscinet
69. G. Peskir, A. N. Shiryaev, “Sequential testing problems for Poisson processes”, Ann. Statist., 28:3 (2000), 837–859  crossref  mathscinet (cited: 28)  zmath  isi (cited: 39)  elib (cited: 45)  scopus (cited: 47)
70. A. N. Shiryaev, V. G. Spokoiny, Statistical experiments and decisions, Asymptotic theory, Advanced Series on Statistical Science & Applied Probability, 8, World Scientific Publishing Co. Inc., River Edge, NJ, 2000, ISBN: 981-02-4101-1 , xvi+281 pp.  mathscinet (cited: 11)  zmath
71. S. E. Graversen, A. N. Shiryaev, “An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift”, Bernoulli, 6:4 (2000), 615–620  crossref  mathscinet (cited: 17)  zmath  isi (cited: 24)  elib (cited: 24)  scopus (cited: 22)
72. S. E. Graversen, G. Peskir, A. N. Shiryaev, TVP, 45:1 (2000), 125–136  mathnet (cited: 35)  crossref  mathscinet (cited: 28)  zmath; Theory Probab. Appl., 45:1 (2001), 41–50  crossref  mathscinet  zmath  isi (cited: 7)  scopus (cited: 26)
73. A. N. Shiryaev, Essentials of stochastic finance. Facts, models, theory, Advanced Series on Statistical Science & Applied Probability, 3, World Scientific Publishing Co. Inc., River Edge, NJ, 1999, ISBN: 981-02-3605-0 , xvi+834 pp.  mathscinet (cited: 161)  zmath
74. A. S. Chernyi, A. N. Shiryaev, “Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem”, TVP, 44:2 (1999), 466–472  mathnet (cited: 8)  crossref  mathscinet (cited: 6)  zmath; A. S. Cherny, A. N. Shiryaev, “Some distributional properties of a Brownian motion with a drift and an extension of P. Lévy's theorem”, Theory Probab. Appl., 44:2 (2000), 412–418  crossref  mathscinet  zmath  isi (cited: 1)  elib (cited: 2)
75. R. Duadi, M. Ior, A. N. Shiryaev, “On probability characteristics of “downfalls” in a standard Brownian motion”, TVP, 44:1 (1999), 3–13  mathnet (cited: 20)  crossref  mathscinet (cited: 7)  zmath; R. Douady, M. Yor, A. N. Shiryaev, “On probability characteristics of “downfalls” in a standard Brownian motion”, Theory Probab. Appl., 44:1 (2000), 29–38  crossref  mathscinet  zmath  isi (cited: 5)
76. A. N. Shiryaev, “On the history of the foundation of the Russian Academy of Sciences and about the first articles on probability theory in Russian publications”, TVP, 44:2 (1999), 241–248  mathnet  crossref  mathscinet  zmath; A. N. Shiryaev, “On the history of the foundation of the Russian Academy of Sciences and about the first articles on probability theory in Russian publications”, Theory Probab. Appl., 44:2 (2000), 225–230  crossref  mathscinet  zmath  isi
77. J. Jacod, A. N. Shiryaev, “Local martingales and the fundamental asset pricing theorems in the discrete-time case”, Finance Stoch., 2:3 (1998), 259–273  crossref  mathscinet (cited: 34)  zmath  elib (cited: 35)
78. D. O. Kramkov, A. N. Shiryaev, “Sufficient conditions of the uniform integrability of exponential martingales”, European Congress of Mathematics (Budapest, 1996), Vol. I, Progr. Math., 168, Birkhäuser, Basel, 1998, 289–295  crossref  mathscinet (cited: 3)  zmath
79. S. V. Anulova, A. Yu. Veretennikov, N. V. Krylov, R. Sh. Liptser, A. N. Shiryaev, “Stochastic calculus”, Probability theory, III, Encyclopaedia Math. Sci., 45, Springer, Berlin, 1998, 1–253  mathscinet (cited: 1)
80. A. N. Shiryaev, V. G. Spokoiny, “On sequential estimation of an autoregressive parameter”, Stochastics Stochastics Rep., 60:3-4 (1997), 219–240  crossref  mathscinet (cited: 6)  zmath
81. G. Peskir, A. N. Shiryaev, TVP, 42:3 (1997), 591–602  mathnet (cited: 7)  crossref  mathscinet (cited: 4)  zmath; Theory Probab. Appl., 42:3 (1998), 444–453  crossref  mathscinet  zmath  isi (cited: 3)
82. L. A. Shepp, A. N. Shiryaev, “A dual Russian option for selling short”, Probability theory and mathematical statistics (St. Petersburg, 1993), Gordon and Breach, Amsterdam, 1996, 209–218  mathscinet (cited: 2)  zmath
83. H. Bühlmann, F. Delbaen, P. Embrechts, A. N. Shiryaev, “No-arbitrage, change of measure and conditional Esscher transforms”, Mathematics of finance, Part I, CWI Quarterly, 9:4 (1996), 291–317  mathscinet (cited: 35)  zmath
84. A. N. Shiryaev, “Probability theory and B. V. Gnedenko”, Fundam. Prikl. Mat., 2:4 (1996), 955  mathnet  mathscinet  zmath
85. A. N. Shiryaev, “Minimax optimality of the method of cumulative sums (cusum) in the case of continuous time”, Russian Math. Surveys, 51:4 (1996), 750–751  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 24)  scopus (cited: 28)
86. H. Föllmer, Ph. Protter, A. N. Shiryayev, “Quadratic covariation and an extension of Itô's formula”, Bernoulli, 1:1-2 (1995), 149–169  crossref  mathscinet (cited: 48)  zmath
87. G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Russian Math. Surveys, 50:5 (1995), 849–904  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 17)
88. M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 94)
89. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 2, Probability Theory and Mathematical Statistics, 48, Nauka, Fizmatlit, Moscow, 1994, ISBN: 5-02-015153-X , 368 pp.  mathscinet
90. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 1, Probability Theory and Mathematical Statistics, 47, Nauka, Fizmatlit, Moscow, 1994, ISBN: 5-02-015152-1 , 544 pp.  mathscinet
91. D. O. Kramkov, A. N. Shiryaev, “On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market”, Theory Probab. Appl., 39:1 (1994), 153–162  mathnet  crossref  mathscinet  zmath  isi
92. L. A. Shepp, A. N. Shiryaev, “A new look at pricing of the “Russian Option””, Theory Probab. Appl., 39:1 (1994), 103–119  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
93. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. II. Continuous time”, Theory Probab. Appl., 39:1 (1994), 61–102  mathnet  crossref  mathscinet  zmath  isi
94. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. I. Discrete time”, Theory Probab. Appl., 39:1 (1994), 14–60  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
95. A. N. Shiryaev, “On some basic concepts and some basic stochastic models used in finance”, Theory Probab. Appl., 39:1 (1994), 1–13  mathnet  crossref  mathscinet  zmath  isi
96. L. E. Dubins, L. A. Shepp, A. N. Shiryaev, “Optimal stopping rules and maximal inequalities for Bessel processes”, Theory Probab. Appl., 38:2 (1993), 226–261  mathnet  crossref  mathscinet  zmath  isi (cited: 36)
97. L. Shepp, A. N. Shiryaev, “The Russian option: reduced regret”, Ann. Appl. Probab., 3:3 (1993), 631–640  crossref  mathscinet (cited: 52)  zmath
98. A. A. Novikov, A. N. Shiryaev, “Foreword”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 3  mathnet  zmath
99. V. G. Spokoinyi, A. N. Shiryaev, “On the concept of $\lambda$-convergence of statistical experiments”, Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, TVP, M., 1993, 282–286  mathnet  mathscinet  zmath; V. G. Spokoiny, A. N. Shiryaev, “On the concept of $\lambda$-convergence of statistical experiments”, Proc. Steklov Inst. Math., 202 (1994), 225–228  mathscinet  zmath
100. P. E. Greenwood, A. N. Shiryaev, “Asymptotic minimaxity of a sequential estimator for a first order autoregressive model”, Stochastics Stochastics Rep., 38:1 (1992), 49–65  crossref  mathscinet (cited: 5)  zmath
101. S. M. Pergamenschikov, A. N. Shiryaev, “Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients”, TVP, 37:3 (1992), 482–501  mathnet (cited: 2)  mathscinet (cited: 1)  zmath; S. M. Pergamenshchikov, A. N. Shiryaev, “Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients”, Theory Probab. Appl., 37:3 (1993), 449–470  crossref  mathscinet  zmath
102. S. M. Pergamentshikov, A. N. Shiryaev, “On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model”, Ann. Acad. Sci. Fenn. Ser. A I Math., 17:1 (1992), 111–116  mathscinet  zmath
103. A. N. Shiryaev, “Development of the ideas and methods of Chebyshev in limit theorems of probability theory”, Moscow Univ. Math. Bull., 46:5 (1991), 20–29  mathscinet  zmath  isi
104. R. Sh. Liptser, A. N. Shiryaev, “Large deviation for martingales with independent and homogeneous increments”, Probability theory and mathematical statistics (Vilnius, 1989), Vol. II, “Mokslas”, Vilnius, 1990, 124–133  mathscinet
105. P. E. Greenwood, A. N. Shiryaev, “Uniform weak convergence of semimartingales with applications to the estimation of a parameter in an autoregression model of the first order”, Statistics and control of random processes (Preila, 1987), ed. A. N. Shiryaev, Nauka, Moscow, 1989, 40–48  mathscinet
106. A. N. Shiryaev, “Fundamental principles of martingale methods in functional limit theorems”, Probability theory and mathematical statistics, Trudy Tbiliss. Mat. Inst. Razmadze Akad. Nauk Gruzin. SSR, 92, 1989, 28–45  mathscinet  zmath
107. R. Sh. Liptser, A. N. Shiryayev, Theory of martingales, Mathematics and its Applications (Soviet Series), 49, Kluwer Academic Publishers Group, Dordrecht, 1989, ISBN: 0-7923-0395-4 , xiv+792 pp.  crossref  mathscinet (cited: 204)  zmath
108. S. V. Anulova, A. Yu. Veretennikov, N. V. Krylov, R. Sh. Liptser, A. N. Shiryaev, “Stochastic calculus”, Probability theory – 3, Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45, VINITI, Moscow, 1989, 5–253 , 260 pp.  mathnet  mathnet  mathscinet  zmath
109. Ya. G. Synai, A. N. Shiryayev, “Fiftieth Annyversary of the Foundation by A. N. Kolmogorov of the Department of Probability Theory at the Faculty of Mechanics and Mathematics at the MSU”, Theory Probab. Appl., 34:1 (1989), 164–165  mathnet  crossref  mathscinet  isi
110. A. N. Shiryayev, “Andrei Nikolaevich Kolmogorov (25.IV.1903–20.X.1987): In Memoriam”, Theory Probab. Appl., 34:1 (1989), 1–99  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
111. A. N. Shiryayev, “Some words in memory of Professor G. Maruyama”, Probability theory and mathematical statistics (Kyoto, 1986), Lecture Notes in Math., 1299, Springer, Berlin, 1988, 7–10  crossref  mathscinet  isi
112. A. N. Kolmogorov, Yu. V. Prokhorov, A. N. Shiryaev, “Probabilistic-statistical methods of detecting spontaneously occurring effects”, Teoriya veroyatnostei, teoriya funktsii, mekhanika, Sbornik obzornykh statei 5. K 50-letiyu Instituta, Tr. MIAN SSSR, 182, Nauka, M., 1988, 4–23  mathnet (cited: 4)  zmath; A. N. Kolmogorov, Yu. V. Prokhorov, A. N. Shiryaev, “Probabilistic-statistical methods of detecting spontaneously occurring effects”, Proc. Steklov Inst. Math., 182 (1990), 1–21  zmath
113. A. N. Shiryaev, “On the scientific heritage of A. N. Kolmogorov”, Russian Math. Surveys, 43:6 (1988), 211–212  mathnet  crossref  mathscinet  zmath  adsnasa  isi
114. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288, Springer-Verlag, Berlin, 1987, ISBN: 3-540-17882-1 , xviii+601 pp.  crossref  mathscinet (cited: 646)  zmath
115. R. Sh. Liptser, A. N. Shiryaev, Martingale theory, Probability Theory and Mathematical Statistics, Nauka, Moscow, 1986 , 512 pp.  mathscinet  zmath
116. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the variation distance for probability measures defined on a filtered space”, Probab. Theory Relat. Fields, 71:1 (1986), 19–35  crossref  mathscinet (cited: 5)  zmath  isi (cited: 16)  elib (cited: 4)  scopus (cited: 9)
117. P. E. Greenwood, A. N. Shiryayev, Contiguity and the statistical invariance principle, Stochastics Monographs, 1, Gordon & Breach Science Publishers, New York, 1985, ISBN: 2-88124-013-5 , viii+236 pp.  mathscinet (cited: 4)  zmath
118. R. Sh. Liptser, A. N. Shiryaev, “On contiguity of probability measures corresponding to semimartingales”, Anal. Math., 11:2 (1985), 93–124  crossref  mathscinet  zmath  elib  scopus (cited: 2)
119. J. Mémin, A. N. Shiryayev, “Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants”, Z. Wahrsch. Verw. Gebiete, 70:1 (1985), 67–89  crossref  mathscinet (cited: 1)  isi (cited: 16)  scopus (cited: 8)
120. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Estimates of proximity in variation of probability measures”, Sov. Math. Dokl., 30 (1984), 351–354  mathnet  mathscinet  zmath
121. R. Liptser, A. Shiryayev, “On the problem of “predictable” criteria of contiguity”, Probability theory and mathematical statistics (Tbilisi, 1982), Lecture Notes in Math., 1021, Springer, Berlin, 1983, 386–418  crossref  mathscinet (cited: 1)  isi (cited: 7)
122. R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Matem. sb., 121(163):2(6) (1983), 176–200  mathnet (cited: 2)  mathscinet  zmath; R. Sh. Liptser, A. N. Shiryaev, “Weak convergence of a sequence of semimartingales to a process of diffusion type”, Math. USSR-Sb., 49:1 (1984), 171–195  crossref  mathscinet  zmath
123. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Weak and strong convergence of distributions of counting processes”, TVP, 28:2 (1983), 288–319  mathnet  mathscinet (cited: 3)  zmath; Yu. M. Kabanov, R. Š. Lipcer, A. N. Širyaev, “Weak and strong convergence of distributions of counting processes”, Theory Probab. Appl., 28:2 (1984), 303–336  crossref  mathscinet  zmath  isi (cited: 1)
124. R. Sh. Liptser, A. N. Shiryaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, TVP, 28:1 (1983), 3–31  mathnet (cited: 1)  mathscinet (cited: 1)  zmath; R. Š. Lipcer, A. N. Širyaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, Theory Probab. Appl., 28:1 (1984), 1–34  crossref  mathscinet  zmath  isi
125. R. Sh. Liptser, A. N. Shiryaev, “On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales”, Z. Wahrsch. Verw. Gebiete, 59:3 (1982), 311–318  crossref  mathscinet (cited: 2)  zmath  isi (cited: 9)  scopus (cited: 14)
126. R. Sh. Liptser, F. Pukel'sheim, A. N. Shiryaev, “Necessary and sufficient conditions for contiguity and entire asymptotic separation of probability measures”, Russian Math. Surveys, 37:6 (1982), 107–136  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 5)
127. R. Sh. Liptser, A. N. Shiryaev, “O skorosti skhodimosti v tsentralnoi predelnoi teoreme dlya semimartingalov”, TVP, 27:1 (1982), 3–14  mathnet (cited: 6)  mathscinet (cited: 2)  zmath
128. A. N. Shiryayev, “Martingales: recent developments, results and applications”, Internat. Statist. Rev., 49:3 (1981), 199–233  crossref  mathscinet  isi (cited: 35)
129. R. Sz. Lipcer, A. N. Sziriajew, Statistics of random processes, Nonlinear filtration and related questions, Państwowe Wydawnictwo Naukowe (PWN), Warsaw, 1981, ISBN: 83-01-00509-2 , 680 pp. (Polish)  mathscinet  zmath
130. R. Sh. Liptser, A. N. Shiryaev, “On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments”, Matem. sb., 116(158):3(11) (1981), 331–358  mathnet (cited: 6)  mathscinet  zmath; R. Sh. Liptser, A. N. Shiryaev, “On weak convergence of semimartingales to stochastically continuous processes with independent and conditionally independent increments”, Math. USSR-Sb., 44:3 (1983), 299–323  crossref  mathscinet  zmath
131. R. Š. Lipcer, A. N. Širyaev, “Necessary and sufficient conditions for the functional central limit theorem for semimartingales”, Theory Probab. Appl., 26:1 (1981), 130–135  mathnet  crossref  mathscinet  zmath  isi (cited: 5)
132. H. J. Engelbert, A. N. Shiryaev, “On absolute continuity and singularity of probability measures”, Mathematical statistics, Banach Center Publ., 6, PWN, Warsaw, 1980, 121–132  mathscinet (cited: 1)
133. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryayev, “On absolute continuity of probability measures for Markov-Itô processes”, Stochastic differential systems, Proc. IFIP-WG 7/1 Working Conf. (Vilnius, 1978), Lecture Notes in Control and Information Sci., 25, Springer, Berlin, 1980, 114–128  crossref  mathscinet (cited: 1)
134. A. N. Shiryaev, “Absolute continuity and singularity of probability measures in functional spaces”, Proceedings of the International Congress of Mathematicians (Helsinki, 1978), Acad. Sci. Fennica, Helsinki, 1980, 209–225  mathscinet (cited: 2)
135. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Some limit theorems for simple point processes (a martingale approach)”, Stochastics, 3:3 (1980), 203–216  crossref  mathscinet (cited: 1)  zmath
136. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the representation of integral-valued random measures and local martingales by means of random measures with deterministic compensators”, Matem. sb., 111(153):2 (1980), 293–307  mathnet (cited: 1)  mathscinet  zmath; Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the representation of integral-valued random measures and local martingales by means of random measures with deterministic compensators”, Math. USSR-Sb., 39:2 (1981), 267–280  crossref  mathscinet  zmath  isi
137. R. Sh. Liptser, A. N. Shiryaev, “A functional central limit theorem for semimartingales”, TVP, 25:4 (1980), 683–703  mathnet (cited: 11)  mathscinet (cited: 5)  zmath; R. Š. Lipčer, A. N. Širyaev, “A functional central limit theorem for semimartingales”, Theory Probab. Appl., 25:4 (1981), 667–688  crossref  mathscinet  zmath  isi (cited: 58)
138. J. Mémin, A. N. Shiryayev, “Un critère prévisible pour l'uniforme intégrabilité des semimartingales exponentielles”, Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), Lecture Notes in Math., 721, Springer, Berlin, 1979, 147–161 (French)  crossref  mathscinet (cited: 2)
139. H. J. Engelbert, A. N. Shiryaev, “On the sets of convergence of generalized submartingales”, Stochastics, 2:3 (1979), 155–166  crossref  mathscinet  zmath
140. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. II”, Matem. sb., 108(150):1 (1979), 32–61  mathnet (cited: 21)  mathscinet (cited: 8)  zmath; Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. II”, Math. USSR-Sb., 36:1 (1980), 31–58  crossref  mathscinet  zmath  isi (cited: 3)
141. Yu. Kabanov, R. Liptser, A. Shiryaev, “Necessary and sufficient conditions for absolute continuity of measures corresponding to point (counting) processes”, Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976), Wiley, New York, 1978, 111–126  mathscinet
142. R. S. Liptser, A. N. Shiryayev, Statistics of random processes. II: Applications, Applications of Mathematics, 6, Springer-Verlag, New York, 1978, ISBN: 0-387-90236-8 , x+339 pp.  mathscinet (cited: 50)  zmath
143. A. N. Shiryayev, Optimal stopping rules, Applications of Mathematics, 8, Springer-Verlag, New York, 1978, ISBN: 0-387-90256-2 , x+217 pp.  mathscinet (cited: 171)
144. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Matem. sb., 107(149):3(11) (1978), 364–415  mathnet (cited: 47)  mathscinet (cited: 8)  zmath; Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Math. USSR-Sb., 35:5 (1979), 631–680  crossref  mathscinet  zmath  isi (cited: 5)
145. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, ““Predictable” criteria for absolute continuity and singularity of probability measures (the continuous time case)”, Sov. Math. Dokl., 18 (1977), 1515–1518 (1978)  mathscinet  zmath
146. Liptser R. S., A. N. Shiryayev, Statistics of random processes. I: General theory, Applications of Mathematics, 5, Springer-Verlag, New York, 1977, ISBN: 0-387-90226-0 , x+394 pp.  mathscinet (cited: 186)  zmath
147. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the question of absolute continuity and singularity of probability measures”, Math. USSR-Sb., 33:2 (1977), 203–221  mathnet  crossref  mathscinet  zmath  isi
148. Yu. M. Kabanov, R. Š. Lipcer, A. N. Širyaev, “Criteria of absolute continuity of measures corresponding to multivariate point processes”, Proceedings of the Third Japan–USSR Symposium on Probability Theory (Tashkent, 1975), Lecture Notes in Math., 550, Springer, Berlin, 1976, 232–252  crossref  mathscinet (cited: 2)
149. A. N. Shiryaev, Statistical sequential analysis. Optimal stopping rules, Second edition, revised, Nauka, Moscow, 1976 , 272 pp.  mathscinet  zmath
150. Ju. M. Kabanov, R. Š. Lipcer, A. N. Širjaev, “Martingale methods in the theory of point processes”, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II, Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 269–354  mathscinet
151. A. N. Širjaev, “Reduction of data with preservation of information, and innovation processes”, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II, Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 235–267  mathscinet
152. A. N. Širjaev, “Optimal filtering of random processes”, Probabilistic and statistical methods, Internat. Summer School Probability Theory and Math. Statist. (Varna, 1974), B"lgar. Akad. Nauk. Inst. Mat. i Meh. s Izčisl. Cent"r, Sofia, 1974, 126–199 (Bulgarian)  mathscinet
153. R. S. Lipcer, A. N. Sirjaev, Statistics of random processes (nonlinear filtering and related problems), Probability Theory and Mathematical Statistics, 15, Nauka, Moscow, 1974 , 696 pp.  mathscinet
154. A. N. Širjaev, “Statistics of diffusion processes”, Progress in statistics, European Meeting of Statisticians (Budapest, 1972), Vol. II, Colloq. Math. Soc. János Bolyai, 9, North-Holland, Amsterdam, 1974, 737–751  mathscinet
155. A. N. Shiryayev, “Statistics of diffusion type processes”, Proceedings of the Second Japan–USSR Symposium on Probability Theory (Kyoto, 1972), Lecture Notes in Math., 330, Springer, Berlin, 1973, 397–411  crossref  mathscinet
156. A. N. Širjaev, Statistical sequential analysis, Optimal stopping rules, Translations of Mathematical Monographs, 38, American Mathematical Society, Providence, R.I., 1973 , iv+174 pp.  mathscinet (cited: 14)
157. B. L. Rozovskii, A. N. Shiryaev, “On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering”, TVP, 17:2 (1972), 228–237  mathnet  mathscinet (cited: 1)  zmath; B. L. Rozovskii, A. N. Shiryaev, “On infinite order systems of stochastic differential equations arising in the theory of optimal non-linear filtering”, Theory Probab. Appl., 17:2 (1973), 218–226  crossref  mathscinet  zmath
158. R. Sh. Lipster, A. N. Shiryayev, “Statistics of conditionally Gaussian random sequences”, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. II: Probability theory, Univ. California Press, Berkeley, Calif., 1972, 389–422  mathscinet
159. R. Sh. Liptser, A. N. Shiryaev, “On the absolute continuity of measures corresponding to processes of diffusion type relative to a Wiener measure”, Math. USSR-Izv., 6:4 (1972), 839–882  mathnet  crossref  mathscinet  zmath
160. A. N. Shiryayev, “Sur les équations stochastiques aux dérivées partielles”, Actes du Congrès International des Mathématiciens (Nice, 1970), Gauthier-Villars, Paris, 1971, 537–544 (French)  mathscinet
161. I. L. Legostaeva, A. N. Širyaev, “Minimax weights in a trend detection problem for a stochastic process”, Theory Probab. Appl., 16:2 (1971), 344–349  mathnet  crossref  mathscinet  zmath
162. A. N. Shiryaev, Statistical sequential analysis: Optimal stopping rules, Nauka, Moscow, 1969 , 231 pp.  mathscinet
163. A. N. Shiryaev, “Optimal stopping rules for Markov processes with continuous time (With discussion)”, Bull. Inst. Internat. Statist., 43, book 1 (1969), 395–408  mathscinet  zmath
164. R. Sh. Liptser, A. N. Shiryaev, “On the density of probability measures of diffusion-type processes”, Math. USSR-Izv., 3:5 (1969), 1055–1066  mathnet  crossref  mathscinet  zmath
165. R. Sh. Liptser, A. N. Shiryaev, “Interpolation and filtering of a jump-like component of a Markov process”, Math. USSR-Izv., 3:4 (1969), 853–865  mathnet  crossref  mathscinet  zmath
166. R. Sh. Liptser, A. N. Shiryaev, “Nonlinear filtration of diffusion Markov processes”, Proc. Steklov Inst. Math., 104 (1968), 163–218  mathnet  mathscinet  zmath
167. A. N. Shiryaev, “Investigations by statistical sequential analysis”, Math. Notes, 3:6 (1968), 473–482  mathnet  crossref  mathscinet  zmath  scopus
168. B. I. Grigelionis, A. N. Shiryaev, “Controllable Markov Processes and Stefan's Problem”, Problems Inform. Transmission, 4:1 (1968), 47–57  mathnet  mathscinet  zmath
169. R. Sh. Liptser, A. N. Shiryaev, “Nonlinear interpolation of components of diffusion Markov processes”, Theory Probab. Appl., 13:4 (1968), 564–583  mathnet  crossref  mathscinet  zmath
170. R. Sh. Liptser, A. N. Shiryaev, “Extrapolation of multidimensional Markov processes from incomplete data”, Theory Probab. Appl., 13:1 (1968), 15–38  mathnet  crossref  mathscinet  zmath
171. A. N. Shiryaev, “Two problems of sequential analysis”, Cybernetics, 3:2 (1967), 63–69 (1969)  crossref  mathscinet  zmath  scopus (cited: 13)
172. A. N. Širjaev, “Some new results in the theory of controlled random processes”, Trans. Fourth Prague Conf. on Information Theory, Statistical Decision Functions, Random Processes (Prague, 1965), Academia, Prague, 1967, 131–203  mathscinet
173. A. N. Shiryaev, “Stochastic Equations of Nonlinear Filtering of Markovian Jump Processes”, Problems Inform. Transmission, 2:3 (1966), 1–18  mathnet  mathscinet  zmath
174. B. I. Grigelionis, A. N. Shiryaev, “On Stefan's problem and optimal stopping rules for Markov processes”, Theory Probab. Appl., 11:4 (1966), 541–558  mathnet  crossref  mathscinet  zmath
175. A. N. Širjaev, “Sequential analysis and controlled random processes (discrete time)”, Kibernetika (Kiev), 1965:3 (1965), 1–24  mathscinet
176. B. I. Grigelionis, A. N. Shiryaev, “Some criterions of “truncatedness” of the optimal stopping moment in sequential analysis”, Theory Probab. Appl., 10:4 (1965), 541–552  mathnet  crossref  mathscinet  zmath
177. A. N. Shiryaev, “Some explicit formulae in a problem on “disorder””, Theory Probab. Appl., 10:2 (1965), 348–354  mathnet  crossref  mathscinet  zmath
178. R. Š. Lipcer, A. N. Širyaev, “On a Bayes Problem of Sequential Search in Diffusion Approximation”, Theory Probab. Appl., 10:1 (1965), 178–186  mathnet  crossref  mathscinet  zmath
179. A. N. Širjaev, “On the theory of decision functions and control by an observation process with incomplete data”, Trans. Third Prague Conf. Information Theory, Statist. Decision Functions, Random Processes (Liblice, 1962), Publ. House Czech. Acad. Sci., Prague, 1964, 657–681  mathscinet  zmath
180. A. N. Shiryaev, “Detection of randomly appearing targets in a multi-channel system”, A collection of papers on the theory of probability, Trudy Mat. Inst. Steklov., 71, Nauka, Moscow, 1964, 113–117  mathnet  mathscinet
181. O. V. Viskov, A. N. Shiryaev, “On controls which reduce to optimal stationary regimes”, A collection of papers on the theory of probability, Trudy Mat. Inst. Steklov., 71, Nauka, Moscow, 1964, 35–45  mathnet  mathscinet  zmath
182. V. I. Arkin, V. A. Kolemaev, A. N. Shiryaev, “On the determination of optimal controls”, A collection of papers on the theory of probability, Trudy Mat. Inst. Steklov., 71, Nauka, Moscow, 1964, 21–25  mathnet  mathscinet  zmath
183. A. N. Širyaev, “On Markov Sufficient Statistics in Nonadditive Bayes Problems of Sequential Analysis”, Theory Probab. Appl., 9:4 (1964), 604–618  mathnet  crossref  mathscinet  zmath
184. R. L. Dobrušin, M. S. Pinsker, A. N. Širjaev, “An application of the concept of entropy to signal-detection problems with background noise”, Litovsk. Mat. Sb., 3:1 (1963), 107–122  mathscinet
185. A. N. Shiryaev, “On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments”, Theory Probab. Appl., 8:4 (1963), 436–439  mathnet  crossref  mathscinet  zmath
186. A. N. Shiryaev, “On the Detection of Disorder in a Manufacturing Process. II”, Theory Probab. Appl., 8:4 (1963), 402–413  mathnet  crossref  mathscinet
187. A. N. Shiryaev, “On optimum methods in quickest detection problems”, Theor. Probab. Appl., 8 (1963), 22–46  mathnet  crossref  mathscinet  zmath
188. A. N. Shiryaev, “On Discovering Disorder in a Manufacturing Process. I”, Theory Probab. Appl., 8:3 (1963), 247–265  mathnet  crossref  mathscinet
189. A. N. Shiryaev, “The problem of the most rapid detection of a disturbance in a stationary process”, Sov. Math. Dokl., 2 (1961), 795–799  mathscinet  zmath
190. A. N. Shiryaev, “Obnaruzhenie spontanno voznikayuschikh effektov”, Dokl. AN SSSR, 138 (1961), 799–801  mathscinet (cited: 3)
191. V. P. Leonov, A. N. Sirjaev, “Some problems in the spectral theory of higher-order moments. II”, Theor. Probab. Appl., 5 (1960), 417–421 (1962)  mathnet  crossref  mathscinet  zmath
192. A. N. Shiryaev, “Some problems in the spectral theory of higher-order moments. I”, Theor. Probab. Appl., 5:3 (1960), 265–284 (1962)  mathnet  crossref  mathscinet  zmath
193. V. P. Leonov, A. N. Sirjaev, “On a method of semi-invariants”, Theor. Probab. Appl., 4:1 (1959), 319–329  mathnet  crossref  mathscinet (cited: 26)  mathscinet (cited: 26)  zmath
194. M. Zhanblan-Pike, A. N. Shiryaev, “In memoriam of Marc Yor”, TVP, 59:1 (2014), 205–206  mathnet  crossref  elib; M. Jeanblanc-Picqué, A. N. Shiryaev, “In memoriam of Marc Yor”, Theory Probab. Appl., 59:1 (2015), 180  crossref  isi  scopus
195. Yu. V. Prokhorov, A. N. Shiryaev, A. D. Manita, “On the 100th Birthday of B. V. Gnedenko”, TVP, 58:1 (2013), 3–6  mathnet  crossref  zmath; Yu. V. Prokhorov, A. N. Shiryaev, A. D. Manita, “On the 100th Birthday of B. V. Gnedenko”, Theory Probab. Appl., 58:1 (2014), 1–3  crossref  zmath  isi
196. I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “To A. V. Skorokhod's memory”, TVP, 56:1 (2011), 140–144  mathnet  crossref  mathscinet  zmath  elib; I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “To A. V. Skorokhod's memory”, Theory Probab. Appl., 56:1 (2012), 116–119  crossref  mathscinet  zmath  isi
197. A. N. Shiryaev, M. A. Urusov, “Summer School in Stochastic Finance 2010”, TVP, 55:4 (2010), 825  mathnet  crossref
198. A. N. Shiryaev, V. V. Mazalov, “International Conference “Stochastical Optimal Stopping””, Teor. Veroyatnost. i Primenen., 55:4 (2010), 823–824  mathnet  crossref
199. A. N. Shiryaev, V. V. Ulyanov, “Russian-Japan symposium on stochastic analysis of the advanced statistical models”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 602  mathnet  crossref  elib
200. Yu. V. Prokhorov, A. N. Shiryaev, “Seventy-Five Years Since Publication of the Monograph by A. N. Kolmogorov”, TVP, 53:2 (2008), 209–212  mathnet  crossref  zmath  elib; Yu. V. Prokhorov, A. N. Shiryaev, “Seventy-Five Years Since Publication of the Monograph by A. N. Kolmogorov”, Theory Probab. Appl., 53:2 (2009), 191–193  crossref  zmath  isi
201. A. N. Shiryaev, V. V. Mazalov, “Russian-Scandinavian symposium “Probability Theory and Applied Probability””, TVP, 52:1 (2007), 204–205  mathnet  crossref  crossref  mathscinet (cited: 2)  zmath  elib; A. N. Shiryaev, V. V. Mazalov, “Russian-Scandinavian symposium “Probability Theory and Applied Probability””, Theory Probab. Appl., 52:1 (2008), 178–179  crossref  isi (cited: 2)
202. L. G. Afanaseva, E. V. Bulinskaya, O. V. Viskov, I. E. Ibragimov, R. I. Ivanovskaya, V. Yu. Korolev, V. M. Kruglov, Yu. V. Prokhorov, B. A. Sevastyanov, V. V. Senatov, M. V. Khatuntseva, Yu. S. Khokhlov, D. M. Chibisov, A. N. Shiryaev, “On the 75th birthday of V. M. Zolotarev”, TVP, 51:4 (2006), 773–775  mathnet  crossref  mathscinet  zmath; L. G. Afanas'eva, E. V. Bulinskaya, O. V. Viskov, I. È. Ibragimov, R. I. Ivanovskaya, V. Yu. Korolev, V. M. Kruglov, Yu. V. Prokhorov, B. A. Sevast'yanov, V. V. Senatov, M. V. Khatuntseva, Yu. S. Khokhlov, D. M. Chibisov, A. N. Shiryaev, “On the 75th birthday of V. M. Zolotarev”, Theory Probab. Appl., 51:4 (2007), 680–682  crossref  mathscinet  zmath  isi
203. N. N. Vakhaniya, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevastyanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogulskii, S. G. Foss, “To the 75th birthday of A. A. Borovkov”, TVP, 51:2 (2006), 257–259  mathnet  crossref  mathscinet  zmath; N. N. Vakhania, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogul'skii, S. G. Foss, “To the 75th birthday of A. A. Borovkov”, Theory Probab. Appl., 51:2 (2007), 225–226  crossref  mathscinet  zmath  isi
204. V. S. Korolyuk, Yu. I. Medvedev, Yu. V. Prokhorov, V. N. Sachkov, I. V. Sergienko, A. N. Shiryayev, A. V. Skorokhod, “About scientific research of Igor Nikolayevich Kovalenko”, Random Oper. Stochastic Equations, 13:2 (2005), 147–152  crossref  mathscinet  zmath  scopus
205. A. N. Shiryaev, M. A. Urusov, A. S. Chernyi, A. V. Selivanov, S. V. Dilman, I. N. Medvedev, A. S. Mischenko, A. P. Shashkin, “Information on the Fourth “Student Kolmogorov olympiad on the theory of probability””, TVP, 50:2 (2005), 411–413  mathnet  crossref; A. N. Shiryaev, M. A. Urusov, A. S. Cherny, A. V. Selivanov, S. V. Dil'man, I. N. Medvedev, A. S. Mishchenko, A. P. Shashkin, “Information on the Fourth “Student Kolmogorov olympiad on the theory of probability””, Theory Probab. Appl., 50:2 (2006), 348–350  crossref  isi
206. A. N. Shiryaev, “Preface”, Funct. Anal. Appl., 37:4 (2003), 243  mathnet  crossref  mathscinet  zmath  elib
207. A. N. Shiryaev, “On the defense work of A. N. Kolmogorov during World War II”, Mathematics and war (Karlskrona, 2002), Birkhäuser, Basel, 2003, 103–107  crossref  mathscinet
208. A. N. Shiryaev, “A life in search of the truth (on the centenary of the birth of Andreĭ Nikolaevich Kolmogorov)”, Priroda, 2003, no. 4, 36–53  mathscinet
209. D. V. Anosov, I. G. Bashmakova, A. N. Bogolyubov, L. D. Kudryavtsev, A. N. Parshin, S. S. Petrova, K. A. Rybnikov, V. M. Tikhomirov, A. N. Shiryaev, “Sergei Sergeevich Demidov (on his 60th birthday)”, Russian Math. Surveys, 58:6 (2003), 1241–1244  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
210. A. A. Borovkov, V. A. Vatutin, V. M. Zolotarev, A. M. Zubkov, I. A. Ibragimov, R. I. Ivanovskaya, V. F. Kolchin, V. P. Maslov, Yu. V. Prokhorov, M. V. Khatuntseva, V. I. Khokhlov, A. S. Kholevo, D. M. Chibisov, A. N. Shiryaev, “On the 80th Birthday of B. A. Sevastyanov”, TVP, 48:4 (2003), 785  mathnet (cited: 1)  crossref  mathscinet (cited: 1); A. A. Borovkov, V. A. Vatutin, V. M. Zolotarev, A. M. Zubkov, I. A. Ibragimov, R. I. Ivanovskaya, V. F. Kolchin, V. P. Maslov, Yu. V. Prokhorov, M. V. Khatuntseva, V. I. Khokhlov, A. S. Holevo, D. M. Chibisov, A. N. Shiryaev, “On the 80th Birthday of B. A. Sevastyanov”, Theory Probab. Appl., 48:4 (2004), 697–702  crossref  mathscinet  isi
211. A. A. Borovkov, M. A. Lifshits, Ya. Yu. Nikitin, Yu. V. Prokhorov, V. N. Sudakov, A. N. Shiryaev, “Il'dar Abdullovich Ibragimov (on his 70th birthday)”, Russian Math. Surveys, 57:5 (2002), 1039–1043  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
212. A. N. Shiryaev, “Preface”, Proc. Steklov Inst. Math., 237 (2002), 1–5  mathnet
213. Stokhasticheskaya finansovaya matematika, Sbornik statei, Tr. MIAN, 237, ed. A. N. Shiryaev, E. F. Mischenko, Nauka, M., 2002 , 319 pp.  mathnet  zmath
214. S. A. Aivazyan, L. G. Afanas'eva, V. M. Buchstaber, Yu. N. Blagoveshchenskii, B. M. Gurevich, Yu. V. Prokhorov, Ya. G. Sinai, V. M. Tikhomirov, A. N. Shiryaev, “Lev Dmitrievich Meshalkin (obituary)”, Russian Math. Surveys, 56:3 (2001), 563–568  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
215. A. N. Shiryaev, “Andreĭ Nikolaevich Kolmogorov (April 25, 1903 to October 20, 1987). A biographical sketch of his life and creative paths”, Kolmogorov in perspective, Hist. Math., 20, Amer. Math. Soc., Providence, RI, 2000, 1–87  mathscinet
216. A. N. Shiryaev, “Book review: Bertoin G. “Levy Processes”; Sato K.-I. “Levy Processes and Infinitely Divisible Distributions””, TVP, 45:4 (2000), 819–821  mathnet  crossref; A. N. Shiryaev, “Book review: Bertoin G. “Levy Processes”; Sato K.-I. “Levy Processes and Infinitely Divisible Distributions””, Theory Probab. Appl., 45:5 (2001), 725–730
217. A. N. Shiryaev, Probability, Graduate Texts in Mathematics, 95, Second edition, Springer-Verlag, New York, 1996, ISBN: 0-387-94549-0 , xvi+623 pp.  crossref  mathscinet (cited: 378)
218. V. A. Vatutin, V. M. Zolotarev, R. I. Ivanovskaya, I. A. Ibragimov, Yu. V. Prokhorov, V. M. Sazonov, B. A. Sevastyanov, A. D. Solovev, D. M. Chibisov, A. N. Shiryaev, “Boris Vladimirovich Gnedenko (1.I.1912-27.XII.1995)”, TVP, 41:2 (1996), 393–395  mathnet  crossref; V. A. Vatutin, V. M. Zolotarev, R. I. Ivanovskaya, I. A. Ibragimov, Yu. V. Prokhorov, V. M. Sazonov, B. A. Sevast'yanov, A. D. Solov'ev, D. M. Chibisov, A. N. Shiryaev, “Boris Vladimirovich Gnedenko (1.I.1912-27.XII.1995)”, Theory Probab. Appl., 41:2 (1997), 326–327  crossref  isi
219. B. M. Gurevich, I. A. Ibragimov, R. A. Minlos, I. A. Ovseevich, V. I. Oseledets, M. S. Pinsker, V. V. Prelov, Yu. V. Prokhorov, Ya. G. Sinai, A. S. Kholevo, A. N. Shiryaev, “Roland Lvovich Dobrushin (20.VII.1929–12.XI.1995)”, TVP, 41:1 (1996), 164–169  mathnet  crossref  mathscinet (cited: 1); B. M. Gurevich, I. A. Ibragimov, R. A. Minlos, I. A. Ovseevich, V. I. Oseledets, M. S. Pinsker, V. V. Prelov, Yu. V. Prokhorov, Ya. G. Sinai, A. S. Holevo, A. N. Shiryaev, “Roland L'vovich Dobrushin (20 July 1919 – 12 November 1995)”, Theory Probab. Appl., 41:1 (1997), 132–136  crossref  mathscinet  isi
220. A. N. Shiryaev, “Andreĭ Nikolaevich Kolmogorov (April 25, 1903–October 20, 1987). A biographical sketch of his life and creative path”, Reminiscences about Kolmogorov, Nauka, Fizmatlit, Moscow, 1993, 9–143  mathscinet
221. N. S. Bakhvalov, A. A. Borovkov, R. L. Dobrushin, A. V. Zabrodin, V. M. Zolotarev, I. A. Ibragimov, Yu. V. Prokhorov, B. A. Sevast'yanov, Ya. G. Sinai, A. V. Skorokhod, V. A. Statulyavichus, R. Z. Khas'minskii, A. S. Kholevo, D. M. Chibisov, A. N. Shiryaev, “Memorial: Nikolai Nikolaevitch Chentsov”, Theory Probab. Appl., 38:3 (1993), 506–515  mathnet  crossref  mathscinet  zmath  isi
222. V. I. Arnol'd, N. S. Bakhvalov, K. V. Brushlinskii, I. M. Gel'fand, R. L. Dobrushin, A. V. Zabrodin, I. A. Ibragimov, S. P. Kurdyumov, S. P. Novikov, D. E. Okhotsimskii, Yu. V. Prokhorov, Yu. B. Radvogin, Ya. G. Sinai, R. Z. Khas'minskii, A. S. Holevo, A. N. Shiryaev, T. M. Eneev, “Nikolai Nikolaevich Chentsov (obituary)”, Russian Math. Surveys, 48:2 (1993), 161–166  mathnet  crossref  mathscinet  adsnasa  isi
223. Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, ed. A. A. Novikov, A. N. Shiryaev, E. F. Mischenko, TVP, M., 1993 , 304 pp.  mathnet  zmath
224. A. N. Shiryaev, “In Celebration of the 80th Birthday of Boris Vladimirovitch Gnedenko (An Interview)”, TVP, 37:4 (1992), 724–746  mathnet (cited: 1)  mathscinet (cited: 1); A. N. Shiryaev, “In Celebration of the 80th Birthday of Boris Vladimirovitch Gnedenko (An Interview)”, Theory Probab. Appl., 37:4 (1993), 674–691  crossref  mathscinet
225. A. N. Shiryaev, P. Embrekhts, “Information Bulletin # 3 on the Soviet Committee of the Bernoulli Society”, TVP, 37:1 (1992), 227–236  mathnet; A. N. Shiryaev, P. Embrechts, “Information Bulletin № 3 on the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 194–205  crossref
226. A. N. Shiryaev, “2nd World Congress of the Bernoulli Society”, TVP, 37:1 (1992), 3–4  mathnet; A. N. Shiryaev, “2nd World Congress of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 1–2  crossref
227. A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, CWI Quarterly, 4:3 (1991), 189–193  mathscinet  zmath
228. A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, Statist. Sci., 6:3 (1991), 313–318  crossref  mathscinet  zmath
229. A. N. Shiryaev, “Information bulletin № 1 of the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 36:1 (1991), 201–206  mathnet  crossref
230. A. N. Shiryaev, Veroyatnost, Second edition, Nauka, Moscow, 1989, ISBN: 5-02-013955-6 , 640 pp.  mathscinet
231. A. N. Shiryaev, “Kolmogorov: life and creative activities”, Ann. Probab., 17:3 (1989), 866–944  crossref  mathscinet (cited: 6)  zmath  isi (cited: 13)
232. A. N. Shiryaev, “On Bernoulli Society”, Theory Probab. Appl., 34:2 (1989), 378–380  mathnet  crossref
233. A. N. Širjaev, Wahrscheinlichkeit, Hochschulbücher für Mathematik [University Books for Mathematics], 91, VEB Deutscher Verlag der Wissenschaften, Berlin, 1988, ISBN: 3-326-00195-9 , 592 pp. (German)  mathscinet (cited: 1)
234. A. N. Shiryaev, Yu. A. Koshevnik, “Book review: «Convergence of Stochastic Processes» D. Pollard”, Theory Probab. Appl., 33:1 (1988), 201–203  mathnet  crossref
235. A. N. Shiryaev, “First World Congress of Bernoulli Society”, Uspekhi Mat. Nauk, 42:6(258) (1987), 203–205  mathnet
236. A. N. Shiryaev, A. A. Novikov, E. L. Presman, “First World Congress of Bernoulli Society for Mathematical Statistics and Probability (continuation)”, Theory Probab. Appl., 32:2 (1987), 384–385  mathnet  crossref
237. A. N. Shiryaev, A. A. Novikov, E. L. Presman, “First World Congress of Bernoulli Society for Mathematical Statistics and Probability”, Theory Probab. Appl., 32:2 (1987), 199–200  mathnet  crossref  isi
238. A. N. Shiryayev, Probability, Graduate Texts in Mathematics, 95, Springer-Verlag, New York, 1984, ISBN: 0-387-90898-6 , xi+577 pp.  crossref  mathscinet (cited: 184)  zmath
239. A. A. Novikov, A. N. Shiryaev, “IV Soviet-Japanese symposium on probability theory and mathematical statistics”, TVP, 28:1 (1983), 198–199  mathnet; A. A. Novikov, A. N. Širyaev, “IV Soviet-Japanese symposium on probability theory and mathematical statistics”, Theory Probab. Appl., 28:1 (1984), 208–209  crossref
240. A. N. Shiryaev, “Retsenziya na knigu M. Metivier, J. Pellaumail «Stochastic Integration»”, TVP, 26:2 (1981), 436–439  mathnet; A. N. Širyaev, “М. Metivier, J. Pellaumail «Stochastic Integration» (book review)”, Theory Probab. Appl., 26:2 (1982), 424–431  crossref
241. A. N. Širjaev, Probability, Nauka, Moscow, 1980 , 576 pp.  mathscinet  zmath
242. A. N. Shiryaev, “John Lamperti, Probability (A survey of the mathematical theory) (review)”, Uspekhi Mat. Nauk, 23:2(140) (1968), 258–259  mathnet
243. A. N. Shiryaev, “Letter to the Editor”, Problems Inform. Transmission, 3:1 (1967), 70–71  mathnet  zmath
244. A. N. Shiryaev, “Letter to the Editor”, Theory Probab. Appl., 12:2 (1967), 342  mathnet  crossref
245. A. N. Shiryaev, “Retsenziya na knigu E. L. Lemann “Proverka statisticheskikh gipotez””, TVP, 7:2 (1962), 240–242  mathnet

Presentations in Math-Net.Ru
1. Leonhard Euler and Probability Theory
Principle Seminar of the Department of Probability Theory, Moscow State University
February 24, 2016 16:45
2. CUSUM-statistics and its optimality in Lorden's criterion
Principle Seminar of the Department of Probability Theory, Moscow State University
February 17, 2016 16:45
3. Opening
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 09:00   
4. О минимаксных процедурах в задачах о разладке
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
December 24, 2015 13:00
5. Opening Ceremony
International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
February 12, 2015 10:00   
6. Круглый стол «Вероятность и статистика в школе»
Conference "Moscow Mathematical Society and Lomonosov Moscow State University" dedicated to the 150th anniversary of Moscow Mathematical Society
December 25, 2014 13:00
7. Randomness in probability
Colloquium of the Steklov Mathematical Institute of Russian Academy of Sciences
November 6, 2014 16:00   
8. Changepoint detection problems on a finite interval
Fourth IMS-FPS Workshop 2014, Sydney, Australia, July 2-6, 2014
June 19, 2014   
9. Stochastic differential equations: weak and strong solutions
International conference "QP 34 – Quantum Probability and Related Topics"
September 18, 2013 10:00   
10. A quickest detection problem with an observation cost
Principle Seminar of the Department of Probability Theory, Moscow State University
March 20, 2013 16:45
11. On a series of papers devoted to the optimal stopping of Brownian motion with drift
Principle Seminar of the Department of Probability Theory, Moscow State University
November 14, 2012 16:45
12. On strong and weak solutions to the stochastic differential equations with degenerating diffusion
Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
February 16, 2012 14:00   
13. Closing ceremony of the symposium “Visions in Stochastics”
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 3, 2010 17:00   
14. Opening ceremony of the symposium "Visions in Stochastics"
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 1, 2010 09:45   
15. Probability and the concept of randomness
Steklov Mathematical Institute Seminar
November 26, 2009 16:00   
16. Принцип «buy and hold» и его стохастические версии (продолжение)
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 12, 2009 15:30
17. Принцип «buy and hold» и его стохастические версии
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 5, 2009 15:30
18. On Euler's works in probability, statistics, demography and insurance in volume VII of the Opera Omnia
Principle Seminar of the Department of Probability Theory, Moscow State University
September 9, 2009 16:45
19. On stochastic rule "Buy and Hold" in financial mathematics
Principle Seminar of the Department of Probability Theory, Moscow State University
February 18, 2009 16:45
20. On the optimality of the rule "Buy-and-Hold"
Principle Seminar of the Department of Probability Theory, Moscow State University
October 8, 2008 16:45
21. О классических и современных стохастических моделях динамики цен первичных финансовых инструментов
Principle Seminar of the Department of Probability Theory, Moscow State University
March 19, 2008 16:45
22. Euler and probability theory
Annual scientific conference "Lomonosov Papers" in 2007
April 16, 2007 14:30
23. О принципе дуальности в теории расчетов финансовых опционов
Principle Seminar of the Department of Probability Theory, Moscow State University
September 13, 2006
24. Стохастические интегральные представления некоторых функционалов от броуновского движения и их примениние к доказательству неравенств Пуанкаре–Чернова и Соболева
Principle Seminar of the Department of Probability Theory, Moscow State University
April 5, 2006
25. 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
Steklov Mathematical Institute Seminar
March 2, 2006 16:00   
26. О принципах непрерывнго и гладкого склеивания на оптимальных границах для задач Стефана, возникающих в теории оптимальных правил остановки
Principle Seminar of the Department of Probability Theory, Moscow State University
November 30, 2005
27. Некоторые мартингальные приемы в получении точных результатов в граничных задачах для броуновского движения
Principle Seminar of the Department of Probability Theory, Moscow State University
October 26, 2005
28. Greeting
Festive meeting for the 100th birthday of Academician Sergei Mikhailovich Nikol'skii
April 30, 2005   
29. О вероятностных характеристиках «падения» траектории броуновского движения и броуновского движения со сносом
Principle Seminar of the Department of Probability Theory, Moscow State University
April 27, 2005
30. Стохастические интегральные представления частичных максимумов от броуновского движения
Principle Seminar of the Department of Probability Theory, Moscow State University
November 24, 2004
31. Life and creative work of Andrei Nikolaevich Kolmogorov
On the centenary of the great Russian scientist Andrei Nikolaevich Kolmogorov (25.IV.1930–20.X.1987)
March 1, 2004   
32. Speech
At Steklov Mathematical Institute of Russian Academy of Sciences
January 14, 2004   
33. International conference "Kolmogorov and Contemporary Mathematics" and other commemorative events for the 100th anniversary of Andrei Nikolaevich Kolmogorov
On the centenary of the great Russian scientist Andrei Nikolaevich Kolmogorov (25.IV.1930–20.X.1987)
June 16–21, 2003   

Books in Math-Net.Ru
  1. A. N. Shiryaev, On Martingale Methods in the Boundary Crossing Problems for Brownian Motion, Sovrem. Probl. Mat., 8, 2007, 80 с.
    http://mi.mathnet.ru/book469
  2. Stochastic financial mathematics, Collected papers, Tr. Mat. Inst. Steklova, 237, ed. A. N. Shiryaev, E. F. Mishchenko, 2002, 319 с.
    http://mi.mathnet.ru/book250
  3. Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, ed. A. A. Novikov, A. N. Shiryaev, E. F. Mishchenko, 1993, 304 с.
    http://mi.mathnet.ru/book1103

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