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Shepp, Larry A

E-mail:
Website: http://stat.rutgers.edu/~shepp/

https://www.mathnet.ru/eng/person9195
List of publications on Google Scholar
https://mathscinet.ams.org/mathscinet/MRAuthorID/160380

Publications in Math-Net.Ru Citations
2010
1. Larry Shepp, “Probability problems of Dobrushin type”, Mosc. Math. J., 10:4 (2010),  807–810  mathnet  mathscinet  isi
2. L. Shepp, K. Farahmand, “Expected number of real zeros of a random polynomial with independent identically distributed symmetric long-tailed coefficients”, Teor. Veroyatnost. i Primenen., 55:1 (2010),  196–204  mathnet  mathscinet; Theory Probab. Appl., 55:1 (2011), 173–181  isi  scopus 5
2005
3. H. P. McKean, L. A. Shepp, “The Advantage of Capitalism vs. Socialism Depends on the Criterion”, Zap. Nauchn. Sem. POMI, 328 (2005),  160–168  mathnet  mathscinet  zmath; J. Math. Sci. (N. Y.), 139:3 (2006), 6589–6594  scopus 18
2001
4. L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price "freeze"”, Uspekhi Mat. Nauk, 56:1(337) (2001),  187–188  mathnet  mathscinet  zmath; Russian Math. Surveys, 56:1 (2001), 179–181  isi  scopus 2
1996
5. D. Applegate, J. Reeds, S. Scheinberg, L. Shepp, P. Shor, “Some problems in probabilistic tomography”, Teor. Veroyatnost. i Primenen., 41:2 (1996),  323–335  mathnet  mathscinet  zmath; Theory Probab. Appl., 41:2 (1997), 199–209  isi 2
1995
6. M. Sh. Braverman, C. L. Mallows, L. A. Shepp, “Characterization of probability law by absolute moments of its partial sums”, Teor. Veroyatnost. i Primenen., 40:2 (1995),  270–285  mathnet  mathscinet  zmath; Theory Probab. Appl., 40:2 (1995), 238–249  isi 3
1994
7. L. A. Shepp, A. N. Shiryaev, “A new look at pricing of the “Russian Option””, Teor. Veroyatnost. i Primenen., 39:1 (1994),  130–149  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 103–119  isi 98
1993
8. L. E. Dubins, L. A. Shepp, A. N. Shiryaev, “Optimal stopping rules and maximal inequalities for Bessel processes”, Teor. Veroyatnost. i Primenen., 38:2 (1993),  288–330  mathnet  mathscinet  zmath; Theory Probab. Appl., 38:2 (1993), 226–261  isi 86
1968
9. V. E. Benes, L. Shepp, “Wiener integrals associated with diffusion processes”, Teor. Veroyatnost. i Primenen., 13:3 (1968),  498–501  mathnet  mathscinet  zmath; Theory Probab. Appl., 13:3 (1968), 475–478 10

2007
10. P. J. Bickel, I. A. Ibragimov, Ya. Yu. Nikitin, S. P. Novikov, C. R. Rao, L. A. Shepp, “Abram Meerovich Kagan (on his 70th birthday)”, Uspekhi Mat. Nauk, 62:6(378) (2007),  198–200  mathnet  mathscinet  zmath  elib; Russian Math. Surveys, 62:6 (2007), 1239–1242  isi

Presentations in Math-Net.Ru
1. Способна ли математика ответить на современные вопросы в финансах, экономике и политике?
L. A. Shepp
Seminar on Probability Theory and Mathematical Statistics
August 6, 2012 18:00

Organisations