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2014, Volume 287  
| General information | Contents |


Stochastic calculus, martingales, and their applications


Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday

Volume Editor: A. A. Gushchin
Editor in Chief: A. G. Sergeev


Abstract: This volume marks the 80th birthday of the outstanding mathematician, academician of the Russian Academy of Sciences, Albert Nikolaevich Shiryaev. The volume contains papers of his disciples and colleagues from Russia and other countries, as well as joint articles of A. N. Shiryaev with his students. The papers cover a wide range of issues related to the directions to which A. N. Shiryaev has made a significant contribution: martingale theory and stochastic calculus, statistical sequential analysis, and financial mathematics.

ISBN: 5-7846-0132-6 (978-5-7846-0132-2)

Full text: Contents

Citation: Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Trudy Mat. Inst. Steklova, 287, ed. A. A. Gushchin, A. G. Sergeev, MAIK Nauka/Interperiodica, Moscow, 2014, 319 pp.
Citation in format AMSBIB:
\Bibitem{1}
\book Stochastic calculus, martingales, and their applications
\bookinfo Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday
\serial Trudy Mat. Inst. Steklova
\yr 2014
\vol 287
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
\ed A.~A.~Gushchin, A.~G.~Sergeev
\totalpages 319
\mathnet{http://mi.mathnet.ru/book1573}

Linking options:
  • http://mi.mathnet.ru/eng/book1573

    • Additional information

    Stochastic calculus, martingales, and their applications
    Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday

    This volume marks the 80th birthday of the outstanding mathematician, academician of the Russian Academy of Sciences, Albert Nikolaevich Shiryaev. The volume contains papers of his disciples and colleagues from Russia and other countries, as well as joint articles of A. N. Shiryaev with his students. The papers cover a wide range of issues related to the directions to which A. N. Shiryaev has made a significant contribution: martingale theory and stochastic calculus, statistical sequential analysis, and financial mathematics.

    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
     
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