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Found 311 Documents (Results 1–100)

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Bufetov, A. I.; Ibragimov, I. A.; Lifshits, M. A.; Malyutin, A. V.; Petrov, F. V.; Smorodina, N. V.; Shiryaev, A. N.; Yakubovich, Yu. V.

In memory of A. M. Vershik (12.28.1933–02.14.2024). (English. Russian original) Zbl 07898585

Theory Probab. Appl. 69, No. 2, 331-335 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 417-422 (2024).
MSC:  01A70
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\textit{A. I. Bufetov} et al., Theory Probab. Appl. 69, No. 2, 331--335 (2024; Zbl 07898585); translation from Teor. Veroyatn. Primen. 69, No. 1, 417--422 (2024)
Full Text: DOI
Shiryaev, A. N.; Yarkovaya, E. B.; Kutsenko, V. A.

News of scientific life – information on the general seminar of the department of probability, faculty of mathematics and mechanics, Lomonosov Moscow State University, Moscow, Russia, spring term 2023. (English. Russian original) Zbl 07842552

Theory Probab. Appl. 69, No. 1, 161-165 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 201-206 (2024).
MSC:  81-XX 62-XX
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\textit{A. N. Shiryaev} et al., Theory Probab. Appl. 69, No. 1, 161--165 (2024; Zbl 07842552); translation from Teor. Veroyatn. Primen. 69, No. 1, 201--206 (2024)
Full Text: DOI
Shiryaev, A. N. (ed.); Pavlov, I. V. (ed.); Yaskov, P. A. (ed.); Volosatova, T. A. (ed.)

Abstracts of talks given at the 8th international conference on stochastic methods. (English. Russian original) Zbl 07804774

Theory Probab. Appl. 68, No. 4, 674-711 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 834-877 (2023).
MSC:  00B25 00B30
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\textit{A. N. Shiryaev} (ed.) et al., Theory Probab. Appl. 68, No. 4, 674--711 (2024; Zbl 07804774); translation from Teor. Veroyatn. Primen. 68, No. 4, 834--877 (2023)
Full Text: DOI
Feinberg, E. A.; Shiryaev, A. N.

On forward and backward Kolmogorov equations for pure jump Markov processes and their generalizations. (English. Russian original) Zbl 07804772

Theory Probab. Appl. 68, No. 4, 643-656 (2024); translation from Teor. Veroyatn. Primen. 68, No. 4, 796-812 (2023).
Reviewer: Pierre Monmarché (Paris)
MSC:  60J27 60J35 60J76
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\textit{E. A. Feinberg} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 68, No. 4, 643--656 (2024; Zbl 07804772); translation from Teor. Veroyatn. Primen. 68, No. 4, 796--812 (2023)
Full Text: DOI
Borovkov, A. A.; Bulinski, Al. V.; Vershik, A. M.; Zaporozhets, D.; Holevo, A. S.; Shiryaev, A. N.

Ildar Abdullovich Ibragimov (on his ninetieth birthday). (English. Russian original) Zbl 1529.01027

Russ. Math. Surv. 78, No. 3, 573-583 (2023); translation from Usp. Mat. Nauk 78, No. 3, 183-195 (2023).
MSC:  01A70
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\textit{A. A. Borovkov} et al., Russ. Math. Surv. 78, No. 3, 573--583 (2023; Zbl 1529.01027); translation from Usp. Mat. Nauk 78, No. 3, 183--195 (2023)
Full Text: DOI MNR
Kordzakhia, N. E.; Novikov, A. A.; Shiryaev, A. N.

The Kolmogorov inequality for the maximum of the sum of random variables and its martingale analogues. (English. Russian original) Zbl 07764859

Theory Probab. Appl. 68, No. 3, 457-472 (2023); translation from Teor. Veroyatn. Primen. 68, No. 3, 565-585 (2023).
Reviewer: Eugen Paltanea (Braşov)
MSC:  60E15 60G44 60J65 60G40
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\textit{N. E. Kordzakhia} et al., Theory Probab. Appl. 68, No. 3, 457--472 (2023; Zbl 07764859); translation from Teor. Veroyatn. Primen. 68, No. 3, 565--585 (2023)
Full Text: DOI
Shiryaev, A. N.

Brownian motion and Wiener measure. Theory, applications, analytical methods. Volume 1. (Броуновское движение и винеровская мера. Теория, применения, аналитические методы. Tom 1.) (Russian) Zbl 07719460

Moscow: Izdatel’stvo MCNMO (ISBN 978-5-4439-1781-8). 527 p. (2023).
MSC:  60-02 60J65 58J65
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\textit{A. N. Shiryaev}, Броуновское движение и винеровская мера. Теория, применения, аналитические методы. Tom 1 (Russian). Moscow: Izdatel'stvo MCNMO (2023; Zbl 07719460)
Shiryaev, A. N.; Pavlov, I. V.

Abstracts of talks given at the 7th international conference on stochastic methods. II. (English. Russian original) Zbl 1528.60005

Theory Probab. Appl. 68, No. 1, 150-169 (2023); translation from Teor. Veroyatn. Primen. 68, No. 1, 177-198 (2023).
MSC:  60-06 60H35 00B25
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\textit{A. N. Shiryaev} and \textit{I. V. Pavlov}, Theory Probab. Appl. 68, No. 1, 150--169 (2023; Zbl 1528.60005); translation from Teor. Veroyatn. Primen. 68, No. 1, 177--198 (2023)
Full Text: DOI
Shiryaev, A. N.; Pavlov, I. V.

Abstracts of talks given at the 7th international conference on stochastic methods. I. (English. Russian original) Zbl 1509.60003

Theory Probab. Appl. 67, No. 4, 652-667 (2023); translation from Teor. Veroyatn. Primen. 67, No. 4, 652-667 (2022).
MSC:  60-06
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\textit{A. N. Shiryaev} and \textit{I. V. Pavlov}, Theory Probab. Appl. 67, No. 4, 652--667 (2023; Zbl 1509.60003); translation from Teor. Veroyatn. Primen. 67, No. 4, 652--667 (2022)
Full Text: DOI
Feinberg, E. A.; Shiryaev, A. N.

Kolmogorov’s equations for jump Markov processes and their applications to control problems. (English. Russian original) Zbl 1492.60223

Theory Probab. Appl. 66, No. 4, 582-600 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 734-759 (2021).
MSC:  60J27 93E20 60J76
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\textit{E. A. Feinberg} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 66, No. 4, 582--600 (2022; Zbl 1492.60223); translation from Teor. Veroyatn. Primen. 66, No. 4, 734--759 (2021)
Full Text: DOI arXiv
Shiryaev, A. N.

On the bicentenary of the birth of P. L. Chebyshev, a great Russian mathematician. (English. Russian original) Zbl 1489.01007

Theory Probab. Appl. 66, No. 4, 497-505 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 625-635 (2021).
Reviewer: Hans Fischer (Eichstätt)
MSC:  01A55 01A70 60-03
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\textit{A. N. Shiryaev}, Theory Probab. Appl. 66, No. 4, 497--505 (2022; Zbl 1489.01007); translation from Teor. Veroyatn. Primen. 66, No. 4, 625--635 (2021)
Full Text: DOI
Borodin, P. A.; Ibragimov, I. A.; Kashin, B. S.; Kozlov, V. V.; Kolesnikov, A. V.; Konyagin, S. V.; Kosov, E. D.; Smolyanov, O. G.; Tolmachev, N. A.; Treshchev, D. V.; Shaposhnikov, A. V.; Shaposhnikov, S. V.; Shiryaev, A. N.; Shkalikov, A. A.

Vladimir Igorevich Bogachev (on his 60th birthday). (English. Russian original) Zbl 1489.01017

Russ. Math. Surv. 76, No. 6, 1149-1157 (2021); translation from Usp. Mat. Nauk 76, No. 6, 201-208 (2021).
MSC:  01A70
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\textit{P. A. Borodin} et al., Russ. Math. Surv. 76, No. 6, 1149--1157 (2021; Zbl 1489.01017); translation from Usp. Mat. Nauk 76, No. 6, 201--208 (2021)
Full Text: DOI
Shiryaev, Albert N. (ed.); Samouylov, Konstantin E. (ed.); Kozyrev, Dmitry V. (ed.)

Recent developments in stochastic methods and applications. ICSM-5. Selected contributions based on the presentations at the 5th international conference, Moscow, Russia, November 23–27, 2020. (English) Zbl 1470.60004

Springer Proceedings in Mathematics & Statistics 371. Cham: Springer (ISBN 978-3-030-83265-0/hbk; 978-3-030-83266-7/ebook). xiii, 360 p. (2021).
MSC:  60-06 60H30 00B25
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\textit{A. N. Shiryaev} (ed.) et al., Recent developments in stochastic methods and applications. ICSM-5. Selected contributions based on the presentations at the 5th international conference, Moscow, Russia, November 23--27, 2020. Cham: Springer (2021; Zbl 1470.60004)
Full Text: DOI
Karapetyants, Alexey N. (ed.); Pavlov, Igor V. (ed.); Shiryaev, Albert N. (ed.)

Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. (English) Zbl 1470.46003

Springer Proceedings in Mathematics & Statistics 358. Cham: Springer (ISBN 978-3-030-76828-7/hbk; 978-3-030-76829-4/ebook). viii, 418 p. (2021).
MSC:  46-06 00B25
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\textit{A. N. Karapetyants} (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II -- probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer (2021; Zbl 1470.46003)
Full Text: DOI
Piunovskiy, Alexey; Zhang, Yi
[Shiryaev, Al’bert Nikolaevich]

Continuous-time Markov decision processes. Borel space models and general control strategies. With a foreword by Albert Nikolaevich Shiryaev. (English) Zbl 1451.90003

Probability Theory and Stochastic Modelling 97. Cham: Springer (ISBN 978-3-030-54986-2/hbk; 978-3-030-54989-3/pbk; 978-3-030-54987-9/ebook). xxiv, 583 p. (2020).
MSC:  90-01 60-01 90C40 60Jxx 60Kxx
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\textit{A. Piunovskiy} and \textit{Y. Zhang}, Continuous-time Markov decision processes. Borel space models and general control strategies. With a foreword by Albert Nikolaevich Shiryaev. Cham: Springer (2020; Zbl 1451.90003)
Full Text: DOI
Kolmogorov, Andrei N.
Shiryaev, Albert N. (ed.)

Selected works III. Information theory and the theory of algorithms. Edited by A. N. Shiryayev. Annotated translation from the Russian. Reprint of the 1993 hardback edition published by Kluwer Academic Publishers. (English) Zbl 1425.01118

Springer Collected Works in Mathematics. Dordrecht: Springer (ISBN 978-94-024-1710-4/pbk; 978-90-481-8456-9/pbk; 978-94-017-2973-4/ebook). xvi, 275 p. (2019).
MSC:  01A75 94-03 60-03
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\textit{A. N. Kolmogorov} and \textit{A. N. Shiryaev} (ed.), Selected works III. Information theory and the theory of algorithms. Edited by A. N. Shiryayev. Annotated translation from the Russian. Reprint of the 1993 hardback edition published by Kluwer Academic Publishers. Dordrecht: Springer (2019; Zbl 1425.01118)
Full Text: DOI
Kolmogorov, Andrei N.
Shiryaev, Albert N. (ed.)

Selected works II. Probability theory and mathematical statistics. Edited by A. N. Shiryayev. Translated from the Russian by G. Lindquist. Reprint of the 1992 hardback edition published by Kluwer Academic Publishers. (English) Zbl 1425.01117

Springer Collected Works in Mathematics. Dordrecht: Springer (ISBN 978-94-024-1709-8/pbk; 978-94-010-5003-6/pbk; 978-94-011-2260-3/ebook). xvii, 597 p. (2019).
MSC:  01A75 60-03 62-03
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\textit{A. N. Kolmogorov} and \textit{A. N. Shiryaev} (ed.), Selected works II. Probability theory and mathematical statistics. Edited by A. N. Shiryayev. Translated from the Russian by G. Lindquist. Reprint of the 1992 hardback edition published by Kluwer Academic Publishers. Dordrecht: Springer (2019; Zbl 1425.01117)
Full Text: DOI
Shiryaev, Albert N.

Probability. In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. (English) Zbl 1416.60006

Cham: Springer (ISBN 978-3-030-20577-5/hbk). xxvii, 834 p. (2019).
MSC:  60-01 60Axx 60Bxx 60Fxx
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\textit{A. N. Shiryaev}, Probability. In 2 volumes. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. Cham: Springer (2019; Zbl 1416.60006)
Full Text: DOI DOI
Shiryaev, A. N.; Pavlov, I. V.

Abstracts of talks given at the 3rd international conference on stochastic methods, Gelendzhik, Russia, June 3–9, 2018. (English. Russian original) Zbl 1414.60001

Theory Probab. Appl. 64, No. 1, 124-169 (2019); translation from Teor. Veroyatn. Primen. 64, No. 1, 151-204 (2019).
MSC:  60-06 00B25 00B05
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\textit{A. N. Shiryaev} and \textit{I. V. Pavlov}, Theory Probab. Appl. 64, No. 1, 124--169 (2019; Zbl 1414.60001); translation from Teor. Veroyatn. Primen. 64, No. 1, 151--204 (2019)
Full Text: DOI
Lisovskii, D. I.; Shiryaev, A. N.

Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1411.62244

Theory Probab. Appl. 63, No. 4, 580-593 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 713-729 (2018).
MSC:  62L10 60G10
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\textit{D. I. Lisovskii} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 63, No. 4, 580--593 (2019; Zbl 1411.62244); translation from Teor. Veroyatn. Primen. 63, No. 4, 713--729 (2018)
Full Text: DOI
Shiryaev, Albert N.

Probability-2. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. (English) Zbl 1472.60001

Graduate Texts in Mathematics 95. New York, NY: Springer (ISBN 978-0-387-72207-8/hbk; 978-0-387-72208-5/ebook). x, 348 p. (2019).
Reviewer: Pavel Gapeev (London)
MSC:  60-01 60Axx 60Bxx 60Fxx
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\textit{A. N. Shiryaev}, Probability-2. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. New York, NY: Springer (2019; Zbl 1472.60001)
Full Text: DOI
Aptekarev, A. I.; Buchstaber, V. M.; Vassiliev, V. A.; Gromov, M. L.; Ilyashenko, Yu. S.; Kashin, B. S.; Keselman, V. M.; Kozlov, V. V.; Kontsevich, M. L.; Krichever, I. M.; Kruzhilin, N. G.; Lando, S. K.; Manin, Yu. I.; Margulis, G. A.; Nemirovski, S. Yu.; Novikov, S. P.; Reshetnyak, Yu. G.; Sinai, Ya. G.; Suetin, S. P.; Treschev, D. V.; Fuchs, D. B.; Khovanskii, A. G.; Chirka, E. M.; Schwarz, A. S.; Shiryaev, A. N.

Vladimir Antonovich Zorich (on his 80th birthday). (English. Russian original) Zbl 1417.01018

Russ. Math. Surv. 73, No. 5, 935-939 (2018); translation from Usp. Mat. Nauk 73, No. 5, 193-196 (2018).
MSC:  01A70
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\textit{A. I. Aptekarev} et al., Russ. Math. Surv. 73, No. 5, 935--939 (2018; Zbl 1417.01018); translation from Usp. Mat. Nauk 73, No. 5, 193--196 (2018)
Full Text: DOI
Amosov, G. G.; Bulinskiĭ, Al. V.; Bulinskiĭ, An. V.; Buchstaber, V. M.; Ibragimov, I. A.; Maslov, V. P.; Helemskiĭ, A. Ya.; Chebotarev, A. M.; Shirokov, M. E.; Shiryaev, A. N.

Aleksandr Semenovich Kholevo (on his 75th birthday). (English. Russian original) Zbl 1427.01012

Russ. Math. Surv. 73, No. 6, 1131-1136 (2018); translation from Usp. Mat. Nauk 73, No. 6, 199-203 (2018).
MSC:  01A70
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\textit{G. G. Amosov} et al., Russ. Math. Surv. 73, No. 6, 1131--1136 (2018; Zbl 1427.01012); translation from Usp. Mat. Nauk 73, No. 6, 199--203 (2018)
Full Text: DOI MNR
Shiryaev, A. N.

News of scientific life. Information on the general seminar of the Department of Probability (Faculty of Mathematics and Mechanics, Moscow State University). (English. Russian original) Zbl 1395.01079

Theory Probab. Appl. 62, No. 4, 675-680 (2018); translation from Teor. Veroyatn. Primen. 62, No. 4, 840-845 (2017).
MSC:  01A73 60-06
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\textit{A. N. Shiryaev}, Theory Probab. Appl. 62, No. 4, 675--680 (2018; Zbl 1395.01079); translation from Teor. Veroyatn. Primen. 62, No. 4, 840--845 (2017)
Full Text: DOI
Zhitlukhin, Mikhail V.; Muravlev, Alexey A.; Shiryaev, Albert N.

On confidence intervals for Brownian motion change point times. (On confidence intervals for Brownian motion changepoint times.) (English. Russian original) Zbl 1369.62205

Russ. Math. Surv. 71, No. 1, 159-160 (2016); translation from Usp. Mat. Nauk 71, No. 1, 171-172 (2016).
MSC:  62L10 60G40 60J65
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\textit{M. V. Zhitlukhin} et al., Russ. Math. Surv. 71, No. 1, 159--160 (2016; Zbl 1369.62205); translation from Usp. Mat. Nauk 71, No. 1, 171--172 (2016)
Full Text: DOI
Skorokhod, Anatolii V.
Dorogovtsev, Andrey A. (ed.); Kulik, Alexey (ed.); Pilipenko, Andrey (ed.); Portenko, Mykola I. (ed.); Shiryaev, Albert N. (ed.)

Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev. (English) Zbl 1433.01025

Cham: Springer (ISBN 978-3-319-28505-4/hbk). xvi, 390 p. (2016).
MSC:  01A75 60-03 01A60
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\textit{A. V. Skorokhod} et al., Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev. Cham: Springer (2016; Zbl 1433.01025)
Shiryaev, Albert N.

Probability-1. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. (English) Zbl 1390.60002

Graduate Texts in Mathematics 95. New York, NY: Springer (ISBN 978-0-387-72205-4/hbk; 978-1-4939-7905-9/pbk 978-0-387-72206-1/ebook). xvii, 486 p. (2016).
MSC:  60-01 60Axx 60Bxx 60Fxx
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\textit{A. N. Shiryaev}, Probability-1. Translated from the fourth Russian edition by R. P. Boas and D. M. Chibisov. 3rd edition of the book previously published as a single-volume edition. New York, NY: Springer (2016; Zbl 1390.60002)
Full Text: DOI
Shiryaev, A. (ed.); Kabanov, Yu. (ed.); Zhitlukhin, M. (ed.); Muravlev, A. (ed.)

The conference and summer school “Stochastic calculus, martingales, and financial modeling”. (English. Russian original) Zbl 1314.00117

Theory Probab. Appl. 59, No. 2, 355-356 (2015); translation from Teor. Veroyatn. Primen. 59, No. 2, 411-412 (2014).
MSC:  00B25 60-06 91-06
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\textit{A. Shiryaev} (ed.) et al., Theory Probab. Appl. 59, No. 2, 355--356 (2015; Zbl 1314.00117); translation from Teor. Veroyatn. Primen. 59, No. 2, 411--412 (2014)
Full Text: DOI
Barndorff-Nielsen, Ole E.; Shiryaev, Albert

Change of time and change of measure. 2nd edition. (English) Zbl 1316.60004

Advanced Series on Statistical Science & Applied Probability 21. Hackensack, NJ: World Scientific (ISBN 978-981-4678-58-2/hbk; 978-981-4678-60-5/ebook). xviii, 344 p. (2015).
MSC:  60-02 60H05 60G10 60G18 60G44 60G48 60G52 60G55 60J65 62M10 91B70
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\textit{O. E. Barndorff-Nielsen} and \textit{A. Shiryaev}, Change of time and change of measure. 2nd edition. Hackensack, NJ: World Scientific (2015; Zbl 1316.60004)
Full Text: DOI
Zhitlukhin, M. V.; Shiryaev, A. N.

On the existence of solutions of unbounded optimal stopping problems. (English. Russian original) Zbl 1337.60077

Proc. Steklov Inst. Math. 287, 299-307 (2014); translation from Tr. Mat. Inst. Steklova 287, 310-319 (2014).
Reviewer: Oliver Janke (Berlin)
MSC:  60G40 60J25 60J65
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\textit{M. V. Zhitlukhin} and \textit{A. N. Shiryaev}, Proc. Steklov Inst. Math. 287, 299--307 (2014; Zbl 1337.60077); translation from Tr. Mat. Inst. Steklova 287, 310--319 (2014)
Full Text: DOI
Zhitlukhin, M. V.; Shiryaev, A. N.

Optimal stopping problems for a Brownian motion with disorder on a segment. (English) Zbl 1293.60048

Theory Probab. Appl. 58, No. 1, 164-171 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 193-200 (2013).
MSC:  60G40 60J65 91G80
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\textit{M. V. Zhitlukhin} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 58, No. 1, 164--171 (2014; Zbl 1293.60048); translation from Teor. Veroyatn. Primen. 58, No. 1, 193--200 (2013)
Full Text: DOI arXiv
Afanasyev, V. I.; Chibisov, D. M.; Chistyakov, V. P.; Dyakonova, E. E.; Kolchin, V. F.; Mikhailov, V. G.; Shiryaev, A. N.; Vatutin, V. A.; Zubkov, A. M.

In memory of Boris Aleksandrovich Sevastyanov. (English. Russian original) Zbl 1284.01045

Proc. Steklov Inst. Math. 282, 1-3 (2013); translation from Tr. Mat. Inst. Steklova 282, 7-9 (2013).
MSC:  01A70 60-03
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\textit{V. I. Afanasyev} et al., Proc. Steklov Inst. Math. 282, 1--3 (2013; Zbl 1284.01045); translation from Tr. Mat. Inst. Steklova 282, 7--9 (2013)
Full Text: DOI
Shiryaev, A. N.; Aliev, A.; Basdhtova, E.; Butkovsky, O.; Demichev, V.; Gromov, A.; Khaplanov, A.; Lyulko, Ya.; Malyshkin, Yu.; Muravlev, A.; Musin, M.; Shashkin, A.; Yas’kov, P.

Information on the eleventh “Kolmogorov Students’ Contest on Probability Theory”. (English. Russian original) Zbl 1284.01079

Theory Probab. Appl. 57, No. 4, 722-724 (2013); translation from Teor. Veroyatn. Primen. 57, No. 4, 825 (2012).
MSC:  01A73 60-03 97U40 97K99
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\textit{A. N. Shiryaev} et al., Theory Probab. Appl. 57, No. 4, 722--724 (2013; Zbl 1284.01079); translation from Teor. Veroyatn. Primen. 57, No. 4, 825 (2012)
Full Text: DOI
Shiryaev, Albert N. (ed.); Varadhan, S. R. S. (ed.); Presman, Ernst L. (ed.)

Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. (English) Zbl 1258.60006

Springer Proceedings in Mathematics & Statistics 33. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). xxxviii, 446 p. (2013).
MSC:  60-06 00B30 01A70 01A72 60Axx 60Bxx 60Fxx 60Gxx 60Jxx
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\textit{A. N. Shiryaev} (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (2013; Zbl 1258.60006)
Full Text: DOI
Stoyanov, Jordan
[Shiryaev, Albert]

Counterexamples in probability theory. With a new preface by Albert Shiryaev. 2nd expanded and updated ed. (Контрпримеры в теории вероятностей.) (Russian) Zbl 1267.60003

Moskva: Izd. MTsNMO (ISBN 978-5-4439-0203-6). 296 p. (2012).
MSC:  60-01
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\textit{J. Stoyanov}, Контрпримеры в теории вероятностей (Russian). 2nd expanded and updated ed. Moskva: Izd. MTsNMO (2012; Zbl 1267.60003)
Barndorff-Nielsen, Ole; Shiryaev, Albert

Change of time and change of measure. (English) Zbl 1234.60003

Advanced Series on Statistical Science & Applied Probability 13. Hackensack, NJ: World Scientific (ISBN 978-981-4324-47-2/hbk; 978-981-4343-54-1/ebook). xvi, 305 p. (2010).
Reviewer: Pavel Gapeev (London)
MSC:  60-02 60H05 60G10 60G18 60G44 60G48 60G52 60G55 60J65 62M10 91B70
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\textit{O. Barndorff-Nielsen} and \textit{A. Shiryaev}, Change of time and change of measure. Hackensack, NJ: World Scientific (2010; Zbl 1234.60003)
Full Text: DOI Link
Shiryaev, A. N.

On conditional-extremal problems of the quickest detection of nonpredictable times of the observable Brownian motion. (English. Russian original) Zbl 1393.60041

Theory Probab. Appl. 53, No. 4, 663-678 (2009); translation from Teor. Veroyatn. Primen. 53, No. 4, 751-768 (2008).
MSC:  60G40 60J65 62L12
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\textit{A. N. Shiryaev}, Theory Probab. Appl. 53, No. 4, 663--678 (2009; Zbl 1393.60041); translation from Teor. Veroyatn. Primen. 53, No. 4, 751--768 (2008)
Full Text: DOI
Burnaev, E. V.; Feinberg, E. A.; Shiryaev, A. N.

On asymptotic optimality of the second order in the minimax quickest detection problem of drift change for Brownian motion. (English. Russian original) Zbl 1395.62253

Theory Probab. Appl. 53, No. 3, 519-536 (2009); translation from Teor. Veroyatn. Primen. 53, No. 3, 557-575 (2008).
MSC:  62M02 60J65 62C20
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\textit{E. V. Burnaev} et al., Theory Probab. Appl. 53, No. 3, 519--536 (2009; Zbl 1395.62253); translation from Teor. Veroyatn. Primen. 53, No. 3, 557--575 (2008)
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Prokhorov, Yu. V.; Shiryaev, A. N.

Seventy-five years since publication of the monograph by A. N. Kolmogorov. (English. Russian original) Zbl 1193.60005

Theory Probab. Appl. 53, No. 2, 191-193 (2009); translation from Teor. Veroyatn. Primen. 53, No. 2, 209-212 (2008).
MSC:  60-03 01A70
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\textit{Yu. V. Prokhorov} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 53, No. 2, 191--193 (2009; Zbl 1193.60005); translation from Teor. Veroyatn. Primen. 53, No. 2, 209--212 (2008)
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Shiryaev, Albert N.; Zryumov, Pavel Y.

On the linear and nonlinear generalized Bayesian disorder problem (discrete time case). (English) Zbl 1200.62006

Delbaen, Freddy (ed.) et al., Optimality and risk – modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer (ISBN 978-3-642-02607-2/hbk). 227-235 (2009).
Reviewer: Pavel Gapeev (London)
MSC:  62C99 62B05 62L15 60G44 60J05
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\textit{A. N. Shiryaev} and \textit{P. Y. Zryumov}, in: Optimality and risk -- modern trends in mathematical finance. The Kabanov Festschrift. Berlin: Springer. 227--235 (2009; Zbl 1200.62006)
Shiryaev, Albert N.

Generalized Bayesian nonlinear quickest detection problems: on Markov family of sufficient statistics. (English) Zbl 1146.62019

Sarychev, Andrey (ed.) et al., Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10–14, 2007. Berlin: Springer (ISBN 978-3-540-69531-8/hbk). 377-395 (2008).
MSC:  62F15 62B05 60J65
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\textit{A. N. Shiryaev}, in: Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10--14, 2007. Berlin: Springer. 377--395 (2008; Zbl 1146.62019)
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Sarychev, Andrey (ed.); Shiryaev, Albert (ed.); Guerra, Manuel (ed.); Grossinho, Maria do Rosário (ed.)

Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10–14, 2007. (English) Zbl 1143.91005

Berlin: Springer (ISBN 978-3-540-69531-8/hbk). xiii, 420 p. (2008).
MSC:  91-06 93-06 00B25
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\textit{A. Sarychev} (ed.) et al., Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10--14, 2007. Berlin: Springer (2008; Zbl 1143.91005)
Kolmogorov, A. N.
Shiryaev, A. N. (ed.)

Selected works. Vol. 4. Mathematics and mathematicians. Book 2. On mathematicians. Edited by A. N. Shiryaev. (Избранные труды. Том 4. Математика и математики. Книга 2. О математиках.) (Russian) Zbl 1294.01073

Moskva: Nauka (ISBN 978-5-02-036066-2). 384 p. (2007).
MSC:  01A75 01A70
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\textit{A. N. Kolmogorov} and \textit{A. N. Shiryaev} (ed.), Избранные труды. Том 4. Математика и математики. Книга 2. О математиках (Russian). Moskva: Nauka (2007; Zbl 1294.01073)
Kolmogorov, A. N.
Shiryaev, A. N. (ed.)

Selected works. Vol. 4. Mathematics and mathematicians. Book 1. On mathematics. Edited by A. N. Shiryaev. (Избранные труды. Том 4. Математика и математики. Книга 1. О математике.) (Russian) Zbl 1294.01072

Moskva: Nauka (ISBN 978-5-02-034080-0). 456 p. (2007).
MSC:  01A75
PDFBibTeX XMLCite
\textit{A. N. Kolmogorov} and \textit{A. N. Shiryaev} (ed.), Избранные труды. Том 4. Математика и математики. Книга 1. О математике (Russian). Moskva: Nauka (2007; Zbl 1294.01072)
Afanas’eva, L. G.; Bulinskaya, E. V.; Viskov, O. V.; Ibragimov, I. E.; Ivanovskaya, R. I.; Korolev, V. Yu.; Kruglov, V. M.; Prokhorov, Yu. V.; Sevastyanov, B. A.; Senatov, V. V.; Khatuntseva, M. V.; Khokhlov, S.; Chibisov, D. M.; Shiryaev, A. N.

On the 75th birthday of V. M. Zolotarev. (English. Russian original) Zbl 1161.01309

Theory Probab. Appl. 51, No. 4, 680-682 (2007); translation from Teor. Veroyatn. Primen. 51, No. 4, 773-775 (2006).
MSC:  01A70
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\textit{L. G. Afanas'eva} et al., Theory Probab. Appl. 51, No. 4, 680--682 (2007; Zbl 1161.01309); translation from Teor. Veroyatn. Primen. 51, No. 4, 773--775 (2006)
Full Text: DOI
Bulinski, Alexander; Shashkin, Alexey

Limit theorems for associated fields and related systems. (English) Zbl 1154.60037

Advanced Series on Statistical Science & Applied Probability 10. Hackensack, NJ: World Scientific (ISBN 978-981-270-940-0/hbk; 978-981-270-941-7/ebook). x, 436 p. (2007).
Reviewer: Nikolai N. Leonenko (Cardiff)
MSC:  60G60 60F05 60G57 60B10 60F15 60F17
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\textit{A. Bulinski} and \textit{A. Shashkin}, Limit theorems for associated fields and related systems. Hackensack, NJ: World Scientific (2007; Zbl 1154.60037)
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Chibisov, D. M.; Ibragimov, I. A.; Maslov, V. P.; Sevastyanov, B. A.; Shiryaev, A. N.; Vakhania, N. N.; Borisov, I. S.; Lotov, V. I.; Mogul’skii, A. A.

On the 75th birthday of A. A. Borovkov. (English. Russian original) Zbl 1123.60300

Theory Probab. Appl. 51, No. 2, 225-226 (2007); translation from Teor. Veroyatn. Primen. 51, No. 2, 257-259 (2006).
MSC:  60-03 01A70
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\textit{D. M. Chibisov} et al., Theory Probab. Appl. 51, No. 2, 225--226 (2007; Zbl 1123.60300); translation from Teor. Veroyatn. Primen. 51, No. 2, 257--259 (2006)
Full Text: DOI
Shiryaev, A. N.

Martingale methods in problems on boundary intersections of Brownian motions. (О мартингальных методах в задачах о пересечении границ броуновским движением.) (Russian) Zbl 1145.60004

Sovremennye Problemy Matematiki 8. Moskva: MatematicheskiĭInstitut im. V. A. Steklova, RAN (ISBN 5-98419-020-6/pbk). 78 p. (2007).
Reviewer: Pavel Gapeev (London)
MSC:  60-02 60G40 60J65 60J60 60J55 60G44 60G42
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\textit{A. N. Shiryaev}, О мартингальных методах в задачах о пересечении границ броуновским движением (Russian). Moskva: Matematicheskiĭ\ Institut im. V. A. Steklova, RAN (2007; Zbl 1145.60004)
Graversen, S.; Shiryaev, A. N.; Yor, M.

On the problem of stochastic integral representations of functionals of the Brownian motion. II. (English. Russian original) Zbl 1116.60022

Theory Probab. Appl. 51, No. 1, 65-77 (2007); translation from Teor. Veroyatn. Primen. 51, No. 1, 64-77 (2006).
Reviewer: Pavel Gapeev (Berlin)
MSC:  60H05 60J65
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\textit{S. Graversen} et al., Theory Probab. Appl. 51, No. 1, 65--77 (2007; Zbl 1116.60022); translation from Teor. Veroyatn. Primen. 51, No. 1, 64--77 (2006)
Full Text: DOI
Shiryaev, A. N. (ed.)

Kolmogorov in the reminiscences of his students. Revised and expanded version of the 1993 original. (Колмогоров в воспоминаниях учеников.) (Russian) Zbl 1121.01014

Moscow: MoskovskiĭTsentr Nepreryvnogo Matematicheskogo Obrazovaniya (ISBN 5-94057-198-0). 472 p. (2006).
MSC:  01A70
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\textit{A. N. Shiryaev} (ed.), Колмогоров в воспоминаниях учеников (Russian). Revised and expanded version of the 1993 original. Moscow: Moskovskiĭ\ Tsentr Nepreryvnogo Matematicheskogo Obrazovaniya (2006; Zbl 1121.01014)

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