Albert Shiryaev

Infobox_Scientist
name = Albert Shiryaev

|200px
image_width = 200px
caption = Albert Nikolaevich Shiryaev
birth_date = Birth date and age|1934|10|12|mf=y
birth_place = Schelkovo, USSR
residence = flag|Russia
nationality = Russian
field = Mathematician
work_institution = Moscow State University Steklov Institute of Mathematics University of Manchester
alma_mater = Moscow State University
doctoral_advisor = Andrey Kolmogorov
known_for = Probability theory
prizes = Markov Prize (1974)
footnotes =

Al'bert Nikolayevich Shiryaev ( _ru. Альберт Николаевич Ширяев, born October 12, 1934, Shchyolkovo, Moscow Oblast, Russia) is a Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.

He graduated from Moscow State University in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State University, since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997. As of 2007 Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester.

Contributions

His scientific work concerns different aspects of probability theory, statistics and its applications. He has contributions to:

*Nonlinear theory of stationary stochastic processes
*Problems of fast detection of random effects (A.N. Kolmogorov Prize of Russian Academy of Sciences, 1994)
*Problems of optimal nonlinear filtration, stochastic differential equations (A.N. Markov Prize of USSR Academy of Sciences, 1974)
*Problems of stochastic optimization, including "Optimal stopping rules"
*Problems of general stochastic theory and martingale theory
*Problems of stochastic finance (monograph "The Essentials of Stochastic Finance", English and Russian editions)

External links

*
* [http://mech.math.msu.su/staff/shiriaev.htm A.N. Shiryaev] at MSU ru icon.
* [http://www.ras.ru/win/db/show_per.asp?P=.id-246.ln-en A.N. Shiryaev] at RAS.

Persondata
NAME= Shiryaev, Albert Nikolayevich
ALTERNATIVE NAMES=
SHORT DESCRIPTION= Russian mathematician
DATE OF BIRTH= October 12, 1934
PLACE OF BIRTH= Schelkovo, USSR
DATE OF DEATH=
PLACE OF DEATH=