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Albert N. Shiryaev
Researcher at Russian Academy of Sciences
Publications - 194
Citations - 13064
Albert N. Shiryaev is an academic researcher from Russian Academy of Sciences. The author has contributed to research in topics: Optimal stopping & Markov process. The author has an hindex of 39, co-authored 190 publications receiving 12482 citations. Previous affiliations of Albert N. Shiryaev include Moscow State University & Steklov Mathematical Institute.
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Limit Theorems for Stochastic Processes
Jean Jacod,Albert N. Shiryaev +1 more
TL;DR: In this article, the General Theory of Stochastic Processes, Semimartingales, and Stochastically Integrals is discussed and the convergence of Processes with Independent Increments is discussed.
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On Optimum Methods in Quickest Detection Problems
TL;DR: In this paper optimum methods are developed for observing a process (1), in which the moment when a “disorder” $\theta$ appears is not known, and the basic quantity characterizing the quality of this observation method is the mean time delay for detection of a disorder.
Book
Essentials of Stochastic Finance: Facts, Models, Theory
TL;DR: In this paper, the authors provide information necessary for those dealing with stochastic calculus and pricing in the models of financial markets operating under uncertainty; introduces the reader to the main concepts, notions and results of stochastically financial mathematics; and develops applications of these results to various kinds of calculations required in financial engineering.
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