01.01.05 (Probability theory and mathematical statistics)
Birth date:
12.10.1934
E-mail:
Keywords:
probability theory,
mathematical statistics,
stochastic processes,
financial mathematics,
and their applications.
Subject:
Probability theory, mathematical statistics. Main interest: nonlinear spectral theory of stationary processes, quickest detection problems, statistical sequential analysis, nonlinear filtration, stochastic calculus of random processes, theory of martingales, functional limit theorems for semimartingales, mathematical finance.
Biography
1952–1957 - Lomonosov Moscow State University, Faculty of Mechanics and Mathematics, Department of Probability Theory.
1961 - Th.D.Thesis "Optimal methods in quickest detection problems".
1967 - Doctor of Physics and Mathematics. Thesis: "Investigations in statistical sequential analysis".
1971 - Professor of Lomonosov Moscow State University.
1986–1992 - Head of the Laboratory of statistics of random processes of Steklov Mathematical Institute of Russian Academy of Sciences.
Since 1996 - Head of Department of Probability Theory of Faculty of Mathematics and Mechanics of Lomonosov of Moscow State University.
1985 - Honorary member of Royal Statistical Society (Great Britain).
1990 - Member of Academie Europea.
1987–1989 - President-elect of Bernoulli Society on Probability and Mathematical Statistics. 1989–1991 - President of Bernoulli Society on Probability and Mathematical Statistics.
1994–1998 - President of the Russian Society of Actuaries.
1996–1997 - President-elect of Bachelier Society on Mathematical Finance.
1998–1999 - President of Bachelier Society on Mathematical Finance.
Member of International Statistical Institute, Institute of Mathematical Statistics (USA).
Member of Moscow Mathematical Society.
Degree of Honorary researcher of Russian Federation.
Degree of Honorary professor of Lomonosov Moscow State University.
2000 - Doctor Honoris causa of the Albrecht-Ludwig University of Freiburg (Freiburg im Breisgau, Germany).
2002 - Professor Honoris causa of the Amsterdam University.
2015 - Doctor Honoris causa of the Anger University (France).
Head of the Editorial boards of the journal "Probability theory and Its Applications" of the Russian Academy of Sciences, member of editorial boards of the journals: "Bulletin of Moscow State University",
"International Journal of Imaging Systems & Technology", "Finance & Stochastics", "Stochastics", "Statistics & Decisions",
"Quantitative Finance",
"Random Operators and Stochastic equations".
Member of Dissertation Council of Steklov Mathematical Institute and of Dissertation and Administrative Councils of the Faculty of Mechanics and Mathematics of Moscow State University.
1974 - Markov Prize (Academy of Sciences of USSR).
1994 - Kolmogorov Prize of Russian Academy of Sciences,
2011 - International Wald Prize.
1994 - Man of the Year of the American Biographical Institute.
1978 - Plenary speaker on the International Congress of Mathematicians in Helsinki.
Pupils: 68 candidate dissertations, 30 doctors dissertations.
Head of the Seminar of the Department
of Probability theory of MSU.
Member of organizing and scientific committees of internnaiton conferences (Russian-Japan simposia), The First Congress of the Bachelier Society in Tashkent (1987), conference "Kolmogorov ans contemporary mathematics" (2003), "Visions in Stochastics" (2010) et al.).
Author of more than 220 scientific papers, including 22 monographies and textbooks.
Since 2011 - Academician of the Russian Academy of Sciences
Main publications:
A. N. Shiryaev, “On optimum methods in quickest detection problems”, Theor. Probab. Appl., 8 (1963), 22–46
A. N. Shiryaev, “Stochastic Equations of Nonlinear Filtering of Markovian Jump Processes”, Problems Inform. Transmission, 2:3 (1966), 1–18
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
J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288, Springer-Verlag, Berlin, 1987 , xviii+601 pp.
G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006 , xxii+500 pp.
A. N. Shiryaev, “Rossiiskoi Akademii nauk — 300 let”, Teoriya veroyatn. i ee primen., 69:2 (2024), 213–217
2.
A. A. Novikov, A. N. Shiryaev, N. E. Kordzahiya, “On parameter estimation of diffusion processes: sequential and fixed sample size estimation revisited”, Teor. Veroyatnost. i Primenen., 69:4 (2024) (to appear)
3.
N. E. Kordzakhia, A. A. Novikov, A. N. Shiryaev, “Kolmogorov's inequality for the maximum of the sum of random variables and its martingale analogues”, Theory Probab. Appl., 68:3 (2023), 457–472
4.
E. A. Feinberg, A. N. Shiryaev, “On forward and backward Kolmogorov equations for purely jump Markov processes and their generalizations”, Theory Probab. Appl., 68:4 (2024), 643–656
5.
A. N. Shiryaev, “On 120th anniversary of the birth of Andrey Nikolaevich Kolmogorov”, Theory Probab. Appl., 68:3 (2023), 339–341
6.
A. N. Shiryaev, Brounovskoe dvizhenie i vinerovskaya mera, v. 1, MTsNMO, Moskva, 2023 , 528 pp.
7.
A. N. Shiryaev, “Great scientist of Russia Andrey Nikolaevich Kolmogorov (to the 120th anniversary of birthday)”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2023, no. 6, 4–8
8.
Eugene A. Feinberg, Manasa Mandava, Albert N. Shiryaev, “Sufficiency of Markov policies for continuous-time jump Markov decision processes”, Math. Oper. Res., 47:2 (2022), 1266–1286 , arXiv: 2003.01342;
Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 317 (2022), 587–604;
A. N. Shiryaev, “On the bicentenary of the birth of P. L. Chebyshev, a great Russian mathematician”, Theory Probab. Appl., 66:4 (2022), 497–505
11.
E. A. Feinberg, A. N. Shiryaev, “Kolmogorov's equations for jump Markov processes and their applications to control problems”, Theory Probab. Appl., 66:4 (2022), 582–600
12.
A. N. Shiryaev, Stochastic Disorder Problems, Probab. Theory and Stoch. Modelling, 93, Springer, Cham, 2019 , xix+397 pp.
A. N. Shiryaev, “Svyshe 50 let vmeste s Yuriem Vasilevichem”, Kniga pamyati. Yurii Vasilevich Prokhorov, izd-vo “Soglasie”, M., 2019, 17–18
14.
A. N. Shiryaev, “On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem”, Russian Math. Surveys, 73:1 (2018), 169–171
15.
D. I. Lisovskii, A. N. Shiryaev, “Sequential testing of two hypotheses for a stationary Ornstein–Uhlenbeck process”, Theory Probab. Appl., 63:4 (2019), 580–593
16.
A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fakty. Modeli, MTsNMO, M., 2016 , 440 pp.
17.
A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 2, Teoriya, MTsNMO, M., 2016 , 460 pp.
18.
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
19.
A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Theory Probab. Appl., 61:4 (2017), 719–726
20.
A. N. Shiryaev, Stokhasticheskie zadachi o razladke, MTsNMO, M., 2016 , 392 pp.
21.
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
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 , 344 pp.
Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 60:4 (2016), 531–532
25.
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
26.
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
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
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
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
30.
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
31.
Ya. A. Lyulko, A. N. Shiryaev, “Sharp maximal inequalities for stochastic processes”, Proc. Steklov Inst. Math., 287:1 (2014), 155–173
32.
A. N. Shiryaev, I. G. Erlikh, P. A. Yaskov, Veroyatnost v teoremakh i zadachakh (s dokazatelstvami i resheniyami), v. 1, MTsNMO, M., 2013 , 648 pp.
33.
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
34.
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
35.
A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261
U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296
M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, Theory Probab. Appl., 57:3 (2013), 497–511
40.
R. Dalang, A. N. Shiryaev, A quickest detection problem with an observation cost, Preprint, EPFL, Lausanne, 2012 , 39 pp.
41.
R. V. Ivanov, A. N. Shiryaev, “On duality principle for hedging strategies in diffusion models”, Theory Probab. Appl., 56:3 (2012), 376–402
42.
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
I. Karatzas, A. N. Shiryaev, M. Shkolnikov, “On the one-sided Tanaka equation with drift”, Electronic Communications in Probability, 16 (2011), 664–677
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 , xvi+305 pp.
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
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
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
E. Eberlein, A. Papapantoleon, A. N. Shiryaev, “On the duality principle in option pricing: semimartingale setting”, Finance Stoch., 12:2 (2008), 265–292
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
58.
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
59.
A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401
60.
A. Novikov, A. Shiryaev, “On solution of the optimal stopping problem for processes with independent increments”, Stochastics, 79:3-4 (2007), 393–406
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.
62.
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
G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006 , xxii+500 pp.
64.
A. N. Shiryaev, “From “disorder” to nonlinear filtering and martingale theory”, Mathematical events of the twentieth century, Springer, Berlin, 2006, 371–397
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
66.
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
67.
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
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
70.
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 , xx+661 pp.
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
72.
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
A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Proc. Steklov Inst. Math., 237 (2002), 6–49
77.
Theory Probab. Appl., 47:3 (2003), 377–394
78.
Proc. Steklov Inst. Math., 237 (2002), 281–292
79.
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 , xvi+402 pp.
80.
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 , xvi+427 pp.
81.
L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price “freeze””, Russian Math. Surveys, 56:1 (2001), 179–181
82.
Theory Probab. Appl., 46:3 (2002), 522–528
83.
Theory Probab. Appl., 46:1 (2002), 167–170
84.
G. Peshkir, A. N. Shiryaev, “Maximal inequalities for reflected Brownian motion with drift”, Theory Probab. Math. Statist., 2001, no. 63, 137–143 (2002)
85.
G. Peskir, A. N. Shiryaev, “Sequential testing problems for Poisson processes”, Ann. Statist., 28:3 (2000), 837–859
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 , xvi+281 pp.
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
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 , xvi+834 pp.
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
91.
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
92.
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
93.
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
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
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
96.
A. N. Shiryaev, V. G. Spokoiny, “On sequential estimation of an autoregressive parameter”, Stochastics Stochastics Rep., 60:3-4 (1997), 219–240
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
99.
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
100.
A. N. Shiryaev, “Probability theory and B. V. Gnedenko”, Fundam. Prikl. Mat., 2:4 (1996), 955
101.
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
102.
H. Föllmer, Ph. Protter, A. N. Shiryayev, “Quadratic covariation and an extension of Itô's formula”, Bernoulli, 1:1-2 (1995), 149–169
G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Russian Math. Surveys, 50:5 (1995), 849–904
104.
M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277
105.
J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 2, Probability Theory and Mathematical Statistics, 48, Nauka, Fizmatlit, Moscow, 1994 , 368 pp.
106.
J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 1, Probability Theory and Mathematical Statistics, 47, Nauka, Fizmatlit, Moscow, 1994 , 544 pp.
107.
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
108.
L. A. Shepp, A. N. Shiryaev, “A new look at pricing of the “Russian Option””, Theory Probab. Appl., 39:1 (1994), 103–119
109.
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
110.
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
111.
A. N. Shiryaev, “On some basic concepts and some basic stochastic models used in finance”, Theory Probab. Appl., 39:1 (1994), 1–13
112.
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
113.
L. Shepp, A. N. Shiryaev, “The Russian option: reduced regret”, Ann. Appl. Probab., 3:3 (1993), 631–640
A. A. Novikov, A. N. Shiryaev, “Foreword”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 3
115.
V. G. Spokoiny, A. N. Shiryaev, “On the concept of $\lambda$-convergence of statistical experiments”, Proc. Steklov Inst. Math., 202 (1994), 225–228
116.
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
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
118.
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
119.
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
120.
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
121.
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
122.
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
123.
R. Sh. Liptser, A. N. Shiryayev, Theory of martingales, Mathematics and its Applications (Soviet Series), 49, Kluwer Academic Publishers Group, Dordrecht, 1989 , xiv+792 pp.
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.
125.
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
126.
A. N. Shiryayev, “Andrei Nikolaevich Kolmogorov (25.IV.1903–20.X.1987): In Memoriam”, Theory Probab. Appl., 34:1 (1989), 1–99
127.
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
128.
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
129.
A. N. Shiryaev, “On the scientific heritage of A. N. Kolmogorov”, Russian Math. Surveys, 43:6 (1988), 211–212
130.
J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288, Springer-Verlag, Berlin, 1987 , xviii+601 pp.
R. Sh. Liptser, A. N. Shiryaev, Martingale theory, Probability Theory and Mathematical Statistics, Nauka, Moscow, 1986 , 512 pp.
132.
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
P. E. Greenwood, A. N. Shiryayev, Contiguity and the statistical invariance principle, Stochastics Monographs, 1, Gordon & Breach Science Publishers, New York, 1985 , viii+236 pp.
134.
R. Sh. Liptser, A. N. Shiryaev, “On contiguity of probability measures corresponding to semimartingales”, Anal. Math., 11:2 (1985), 93–124
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
Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Estimates of proximity in variation of probability measures”, Sov. Math. Dokl., 30 (1984), 351–354
137.
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
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
139.
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
140.
R. Š. Lipcer, A. N. Širyaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, Theory Probab. Appl., 28:1 (1984), 1–34
141.
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
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
143.
R. Sh. Liptser, A. N. Shiryaev, “O skorosti skhodimosti v tsentralnoi predelnoi teoreme dlya semimartingalov”, TVP, 27:1 (1982), 3–14
R. Sz. Lipcer, A. N. Sziriajew, Statistics of random processes, Nonlinear filtration and related questions, Państwowe Wydawnictwo Naukowe (PWN), Warsaw, 1981 , 680 pp. (Polish)
146.
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
147.
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
148.
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
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
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
151.
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
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
153.
R. Š. Lipčer, A. N. Širyaev, “A functional central limit theorem for semimartingales”, Theory Probab. Appl., 25:4 (1981), 667–688
154.
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)
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
157.
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
158.
R. S. Liptser, A. N. Shiryayev, Statistics of random processes. II: Applications, Applications of Mathematics, 6, Springer-Verlag, New York, 1978 , x+339 pp.
159.
A. N. Shiryayev, Optimal stopping rules, Applications of Mathematics, 8, Springer-Verlag, New York, 1978 , x+217 pp.
160.
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
161.
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)
162.
Liptser R. S., A. N. Shiryayev, Statistics of random processes. I: General theory, Applications of Mathematics, 5, Springer-Verlag, New York, 1977 , x+394 pp.
163.
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
164.
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
A. N. Shiryaev, Statistical sequential analysis. Optimal stopping rules, Second edition, revised, Nauka, Moscow, 1976 , 272 pp.
166.
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
167.
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
168.
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)
169.
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.
170.
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
171.
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
A. N. Širjaev, Statistical sequential analysis, Optimal stopping rules, Translations of Mathematical Monographs, 38, American Mathematical Society, Providence, R.I., 1973 , iv+174 pp.
173.
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
174.
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
175.
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
176.
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)
177.
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
178.
A. N. Shiryaev, Statistical sequential analysis: Optimal stopping rules, Nauka, Moscow, 1969 , 231 pp.
179.
A. N. Shiryaev, “Optimal stopping rules for Markov processes with continuous time (With discussion)”, Bull. Inst. Internat. Statist., 43, book 1 (1969), 395–408
180.
R. Sh. Liptser, A. N. Shiryaev, “On the density of probability measures of diffusion-type processes”, Math. USSR-Izv., 3:5 (1969), 1055–1066
181.
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
182.
R. Sh. Liptser, A. N. Shiryaev, “Nonlinear filtration of diffusion Markov processes”, Proc. Steklov Inst. Math., 104 (1968), 163–218
183.
A. N. Shiryaev, “Investigations by statistical sequential analysis”, Math. Notes, 3:6 (1968), 473–482
184.
B. I. Grigelionis, A. N. Shiryaev, “Controllable Markov Processes and Stefan's Problem”, Problems Inform. Transmission, 4:1 (1968), 47–57
185.
R. Sh. Liptser, A. N. Shiryaev, “Nonlinear interpolation of components of diffusion Markov processes”, Theory Probab. Appl., 13:4 (1968), 564–583
186.
R. Sh. Liptser, A. N. Shiryaev, “Extrapolation of multidimensional Markov processes from incomplete data”, Theory Probab. Appl., 13:1 (1968), 15–38
187.
A. N. Shiryaev, “Two problems of sequential analysis”, Cybernetics, 3:2 (1967), 63–69 (1969)
188.
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
189.
A. N. Shiryaev, “Stochastic Equations of Nonlinear Filtering of Markovian Jump Processes”, Problems Inform. Transmission, 2:3 (1966), 1–18
190.
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
191.
A. N. Širjaev, “Sequential analysis and controlled random processes (discrete time)”, Kibernetika (Kiev), 1965:3 (1965), 1–24
192.
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
193.
A. N. Shiryaev, “Some explicit formulae in a problem on “disorder””, Theory Probab. Appl., 10:2 (1965), 348–354
194.
R. Š. Lipcer, A. N. Širyaev, “On a Bayes Problem of Sequential Search in Diffusion Approximation”, Theory Probab. Appl., 10:1 (1965), 178–186
195.
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
196.
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
197.
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
198.
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
199.
A. N. Širyaev, “On Markov Sufficient Statistics in Nonadditive Bayes Problems of Sequential Analysis”, Theory Probab. Appl., 9:4 (1964), 604–618
200.
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
201.
A. N. Shiryaev, “On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments”, Theory Probab. Appl., 8:4 (1963), 436–439
202.
A. N. Shiryaev, “On the Detection of Disorder in a Manufacturing Process. II”, Theory Probab. Appl., 8:4 (1963), 402–413
203.
A. N. Shiryaev, “On optimum methods in quickest detection problems”, Theor. Probab. Appl., 8 (1963), 22–46
204.
A. N. Shiryaev, “On Discovering Disorder in a Manufacturing Process. I”, Theory Probab. Appl., 8:3 (1963), 247–265
205.
A. N. Shiryaev, “The problem of the most rapid detection of a disturbance in a stationary process”, Sov. Math. Dokl., 2 (1961), 795–799
206.
A. N. Shiryaev, “Obnaruzhenie spontanno voznikayuschikh effektov”, Dokl. AN SSSR, 138 (1961), 799–801
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)
208.
A. N. Shiryaev, “Some problems in the spectral theory of higher-order moments. I”, Theor. Probab. Appl., 5:3 (1960), 265–284 (1962)
209.
V. P. Leonov, A. N. Sirjaev, “On a method of semi-invariants”, Theor. Probab. Appl., 4:1 (1959), 319–329
210.
A. I. Bufetov, I. A. Ibragimov, M. A. Lifshits, A. V. Malyutin, F. V. Petrov, N. V. Smorodina, A. N. Shiryaev, Yu. V. Yakubovich, “In memory of A. M. Vershik (28.12.1933 – 14.02.2024)”, Theory Probab. Appl., 69:2 (2024), 331–335
211.
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583
212.
V. V. Aleksandrov, S. B. Gashkov, D. V. Georgievskii, O. S. Dudakova, V. P. Karlikov, B. S. Kashin, G. M. Kobel'kov, M. D. Kovalev, V. V. Kozlov, R. M. Kolpakov, V. V. Kochergin, T. P. Lukashenko, A. S. Mishchenko, Yu. V. Nesterenko, R. I. Nigmatulin, N. P. Red'kin, V. A. Sadovnichii, I. N. Sergeev, A. T. Fomenko, A. V. Chashkin, V. N. Chubarikov, A. I. Shafarevich, A. N. Shiryaev, V. Ya. Shkadov, A. A. Shkalikov, “90 years since the birthday of Academician Oleg Borisovich Lupanov (02.06.1932 – 03.05.2006)”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2022, no. 3, 3–5
213.
A. Shiryaev, Kvant, 2021, no. 5, 26
214.
P. A. Borodin, I. A. Ibragimov, B. S. Kashin, V. V. Kozlov, A. V. Kolesnikov, S. V. Konyagin, E. D. Kosov, O. G. Smolyanov, N. A. Tolmachev, D. V. Treshchev, A. V. Shaposhnikov, S. V. Shaposhnikov, A. N. Shiryaev, A. A. Shkalikov, “Vladimir Igorevich Bogachev (on his 60th birthday)”, Russian Math. Surveys, 76:6 (2021), 1149–1157
215.
V. V. Aleksandrov, S. B. Gashkov, D. V. Georgievskii, V. P. Karlikov, B. S. Kashin, G. M. Kobel'kov, V. V. Kozlov, T. P. Lukashenko, A. S. Mishchenko, Yu. V. Nesterenko, R. I. Nigmatulin, O. V. Popov, V. A. Sadovnichii, I. N. Sergeev, G. V. Fedorov, A. T. Fomenko, A. I. Shafarevich, A. N. Shiryaev, V. Ya. Shkadov, A. A. Shkalikov, “To 70-th anniversary of professor V. N. Chubarikov”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2021, no. 5, 69–71
216.
A. N. Shiryaev, Veroyatnost – 1, 7-e izd., MTsNMO, M., 2021 , 552 pp.
217.
A. N. Shiryaev, Veroyatnost – 2, 7-e izd., MTsNMO, M., 2021 , 416 pp.
218.
A. N. Shiryaev, “Obnaruzhenie razladki”, Matematicheskaya sostavlyayuschaya, 2-e izd., rassh. i dop., eds. N. N. Andreev, S. P. Konovalov, N. M. Panyunin, Matematicheskie etyudy, M., 2019, 22https://book.etudes.ru/toc/disruption/
219.
A. N. Shiryaev, Probability, In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. Previously published as a single-volume edition, Graduate Texts in Math., 3rd ed., Springer, Cham, 2019 , xxvii+834 pp.
A. I. Aptekarev, V. M. Buchstaber, V. A. Vassiliev, M. L. Gromov, Yu. S. Ilyashenko, B. S. Kashin, V. M. Keselman, V. V. Kozlov, M. L. Kontsevich, I. M. Krichever, N. G. Kruzhilin, S. K. Lando, Yu. I. Manin, G. A. Margulis, S. Yu. Nemirovski, S. P. Novikov, Yu. G. Reshetnyak, Ya. G. Sinai, S. P. Suetin, D. V. Treschev, D. B. Fuchs, A. G. Khovanskii, E. M. Chirka, A. S. Schwarz, A. N. Shiryaev, “Vladimir Antonovich Zorich (on his 80th birthday)”, Russian Math. Surveys, 73:5 (2018), 935–939
221.
G. G. Amosov, Al. V. Bulinski, An. V. Bulinski, V. M. Buchstaber, I. A. Ibragimov, V. P. Maslov, A. Ya. Helemskii, A. M. Chebotarev, M. E. Shirokov, A. N. Shiryaev, “Alexander Semenovich Holevo (on his 75th birthday)”, Russian Math. Surveys, 73:6 (2018), 1131–1136
222.
Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 61:1 (2017), 1–2
223.
M. I. Zelikin, A. O. Ivanov, B. S. Kashin, A. S. Mishchenko, Yu. V. Nesterenko, A. A. Oshemkov, F. Yu. Popelenskii, V. A. Sadovnichii, A. A. Tuzhilin, V. N. Chubarikov, A. I. Shafarevich, A. N. Shiryaev, “Academician Anatolii Timofeevich Fomenko”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2015, no. 6, 66–68
224.
M. Jeanblanc-Picqué, A. N. Shiryaev, “In memoriam of Marc Yor”, Theory Probab. Appl., 59:1 (2015), 180
225.
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
226.
I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “To A. V. Skorokhod's memory”, Theory Probab. Appl., 56:1 (2012), 116–119
227.
A. N. Shiryaev, M. A. Urusov, “Summer School in Stochastic Finance 2010”, TVP, 55:4 (2010), 825
228.
A. N. Shiryaev, V. V. Mazalov, “International Conference “Stochastical Optimal Stopping””, Teor. Veroyatnost. i Primenen., 55:4 (2010), 823–824
229.
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
230.
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
231.
A. N. Shiryaev, V. V. Mazalov, “Russian-Scandinavian symposium “Probability Theory and Applied Probability””, Theory Probab. Appl., 52:1 (2008), 178–179
232.
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
233.
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
234.
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
235.
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
236.
A. N. Shiryaev, “Preface”, Funct. Anal. Appl., 37:4 (2003), 243
237.
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
238.
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
239.
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
240.
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
241.
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
242.
A. N. Shiryaev, “Preface”, Proc. Steklov Inst. Math., 237 (2002), 1–5
243.
Stokhasticheskaya finansovaya matematika, Sbornik statei, Trudy MIAN, 237, ed. A. N. Shiryaev, E. F. Mischenko, Nauka, MAIK «Nauka/Interperiodika», M., 2002 , 319 pp.
244.
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
245.
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
246.
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
247.
A. N. Shiryaev, Probability, Graduate Texts in Mathematics, 95, Second edition, Springer-Verlag, New York, 1996 , xvi+623 pp.
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
249.
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; 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
250.
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
251.
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
252.
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
253.
Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, ed. A. A. Novikov, A. N. Shiryaev, E. F. Mischenko, TVP, M., 1993 , 304 pp.
254.
A. N. Shiryaev, “In Celebration of the 80th Birthday of Boris Vladimirovitch Gnedenko (An Interview)”, Theory Probab. Appl., 37:4 (1993), 674–691
255.
A. N. Shiryaev, P. Embrechts, “Information Bulletin №3 on the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 194–205
256.
A. N. Shiryaev, “2nd World Congress of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 1–2
257.
A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, CWI Quarterly, 4:3 (1991), 189–193
258.
A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, Statist. Sci., 6:3 (1991), 313–318
259.
A. N. Shiryaev, “Information bulletin №1 of the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 36:1 (1991), 201–206
260.
A. N. Shiryaev, Veroyatnost, Second edition, Nauka, Moscow, 1989 , 640 pp.
261.
A. N. Shiryaev, “Kolmogorov: life and creative activities”, Ann. Probab., 17:3 (1989), 866–944
A. N. Shiryaev, “On Bernoulli Society”, Theory Probab. Appl., 34:2 (1989), 378–380
263.
A. N. Širjaev, Wahrscheinlichkeit, Hochschulbücher für Mathematik [University Books for Mathematics], 91, VEB Deutscher Verlag der Wissenschaften, Berlin, 1988 , 592 pp. (German)
264.
A. N. Shiryaev, Yu. A. Koshevnik, “Book review: «Convergence of Stochastic Processes» D. Pollard”, Theory Probab. Appl., 33:1 (1988), 201–203
265.
A. N. Shiryaev, “First World Congress of Bernoulli Society”, Uspekhi Mat. Nauk, 42:6(258) (1987), 203–205
266.
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
267.
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
268.
A. N. Shiryayev, Probability, Graduate Texts in Mathematics, 95, Springer-Verlag, New York, 1984 , xi+577 pp.
A. A. Novikov, A. N. Širyaev, “IV Soviet-Japanese symposium on probability theory and mathematical statistics”, Theory Probab. Appl., 28:1 (1984), 208–209
270.
A. N. Shiryaev, “Retsenziya na knigu M. Metivier, J. Pellaumail «Stochastic Integration»”, TVP, 26:2 (1981), 436–439; A. N. Širyaev, “M. Metivier, J. Pellaumail «Stochastic Integration» (book review)”, Theory Probab. Appl., 26:2 (1982), 424–431
271.
A. N. Širjaev, Probability, Nauka, Moscow, 1980 , 576 pp.
272.
A. N. Shiryaev, “John Lamperti, Probability (A survey of the mathematical theory) (review)”, Uspekhi Mat. Nauk, 23:2(140) (1968), 258–259
273.
A. N. Shiryaev, “Letter to the Editor”, Problems Inform. Transmission, 3:1 (1967), 70–71
274.
A. N. Shiryaev, “Letter to the Editor”, Theory Probab. Appl., 12:2 (1967), 342
275.
A. N. Shiryaev, “Retsenziya na knigu E. L. Lemann “Proverka statisticheskikh gipotez””, TVP, 7:2 (1962), 240–242
Opening Valery Kozlov, Dmitry Treschev, Albert Shiryaev International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 17, 2021 10:30
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Prokhorov's theorem Albert N. Shiryaev International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov December 16, 2019 10:00
14.
Opening Albert N. Shiryaev International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov December 16, 2019 09:50
Stochastic disorder problems A. N. Shiryaev Scientific session of the Steklov Mathematical Institute of RAS dedicated to the results of 2016 November 16, 2016 10:30
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Leonhard Euler and Probability Theory A. N. Shiryaev Principle Seminar of the Department of Probability Theory, Moscow State University February 24, 2016 16:45
Opening A. N. Shiryaev Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics» December 28, 2015 09:00
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О минимаксных процедурах в задачах о разладке A. N. Shiryaev Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS December 24, 2015 13:00
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Opening Ceremony A. N. Shiryaev International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov February 12, 2015 10:00
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Круглый стол «Вероятность и статистика в школе» A. N. Shiryaev Conference "Moscow Mathematical Society and Lomonosov Moscow State University" dedicated to the 150th anniversary of Moscow Mathematical Society December 25, 2014 13:00
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Randomness in probability A. N. Shiryaev Colloquium of Steklov Mathematical Institute of Russian Academy of Sciences November 6, 2014 16:00
Принцип «buy and hold» и его стохастические версии A. N. Shiryaev Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS November 5, 2009 15:30
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
Stochastic financial mathematics, Collected papers, Trudy Mat. Inst. Steklova, 237, ed. A. N. Shiryaev, E. F. Mishchenko, 2002, 319 с. http://mi.mathnet.ru/book250
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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