Home page
Home page
Home page
Russian page
English page
Math-Net.Ru | MMS | Web of Science | Scopus | MathSciNet | Zentralblatt MATH | Web-mail 

   
 About the Institute
 Staff publications
 Administration
 Academic Council
 Dissertation Councils
 Departments
Staff 
 Seminars
 Conferences
 Events
 Journals and Books
 In memoriam
 Photogallery
 Library


    Address
8 Gubkina St. Moscow,
119991, Russia
Tel.: +7(495) 984 81 41
Fax: +7(495) 984 81 39
Web site: www.mi.ras.ru
E-mail: steklov@mi.ras.ru

View Map
Directions

   
Shiryaev Albert Nikolaevich
(full list of publications)
| by years | scientific publications | by types |


Articles


   2017
1. Eugene Feinberg, Manasa Mandava, Albert N. Shiryaev, “Kolmogorov’s equations for jump Markov processes with unbounded jump rates”, Ann. Oper. Res., 2017, 1–18 (Published online)  mathnet  crossref  scopus

   2016
2. 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  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)
3. A. N. Shiryaev, “On mini-max optimality of CUSUM statistics in change point detection problem for Brownian motion”, Teor. Veroyatnost. i Primenen., 61:4 (2016), 837–844  mathnet  crossref  elib

   2015
4. 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  mathnet (cited: 1)  crossref  mathscinet  isi (cited: 1)  elib (cited: 2)  scopus
5. R. C. Dalang, A. N. Shiryaev, “A quickest detection problem with an observation cost”, Ann. Appl. Probab., 25:3 (2015), 1475–1512  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
6. Yu. M. Kabanov, A. N. Shiryaev, “Sovremennye problemy finansovoi matematiki”, TVP, 60:4 (2015), 625–627  mathnet  crossref  elib; Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 60:4 (2016), 531–532  crossref  isi  scopus

   2014
7. 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  mathnet  crossref  mathscinet (cited: 6)  zmath  isi (cited: 7)  scopus (cited: 6)
8. A. Shiryaev, E. Burnaev, M. Markov, A. Panchekha, “Portfolio choice and cross-sectional skewness of hedge funds returns”, Quant. Finance, 2014 (to appear)
9. 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  mathnet  crossref  isi (cited: 1)  scopus (cited: 2)
10. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 1)
11. 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  mathnet  crossref  crossref  isi  elib  elib  scopus
12. 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  mathnet  crossref  crossref  isi  elib  elib  scopus
13. Ya. A. Lyulko, A. N. Shiryaev, “Sharp maximal inequalities for stochastic processes”, Proc. Steklov Inst. Math., 287:1 (2014), 155–173  mathnet  crossref  crossref  isi (cited: 1)  elib  elib  scopus (cited: 1)

   2013
14. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
15. M. V. Zhitlukhin, A. N. Shiryaev, “Zadachi ob optimalnoi ostanovke dlya brounovskogo dvizheniya s razladkoi na otrezke”, TVP, 58:1 (2013), 193–200  mathnet  crossref  zmath  elib; 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  crossref  zmath  isi  elib  scopus
16. A. Novikov, A. Shiryaev, “Remarks on moment inequalities and identities for martingales”, Statist. Probab. Lett., 83:4 (2013), 1260–1261  mathnet  crossref  mathscinet  zmath  isi  elib  scopus
17. U. Çetin, A. Novikov, A. N. Shiryaev, “Bayesian sequential estimation of a drift of fractional Brownian motion”, Sequential Anal., 32:3 (2013), 288–296  mathnet  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 3)  scopus (cited: 5)
18. P. V. Gapeev, A. N. Shiryaev, “Bayesian quickest detection problems for some diffusion processes”, Adv. in Appl. Probab., 45:1 (2013), 164–185  mathnet  crossref  mathscinet (cited: 2)  zmath  isi (cited: 3)  scopus (cited: 5)

   2012
19. M. V. Zhitlukhin, A. N. Shiryaev, “Baiesovskie zadachi o razladke na filtrovannykh veroyatnostnykh prostranstvakh”, TVP, 57:3 (2012), 453–470  mathnet (cited: 5)  crossref  elib (cited: 1); M. V. Zhitlukhin, A. N. Shiryaev, “Baeyes disorder problems on filtered probability spaces”, Theory Probab. Appl., 57:3 (2013), 497–511  crossref  isi (cited: 4)  elib (cited: 4)  scopus (cited: 7)

   2011
20. R. V. Ivanov, A. N. Shiryaev, “O printsipe dualnosti dlya khedzhiruyuschikh strategii v diffuzionnykh modelyakh”, TVP, 56:3 (2011), 417–448  mathnet (cited: 1)  crossref  mathscinet  elib; R. V. Ivanov, A. N. Shiryaev, “On duality principle for hedging strategies in diffusion models”, Theory Probab. Appl., 56:3 (2012), 376–402  crossref  mathscinet  isi  elib  scopus
21. 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  crossref  mathscinet (cited: 3)  zmath
22. P. V. Gapeev, A. N. Shiryaev, “On the sequential testing problem for some diffusion processes”, Stochastics, 83:4-6 (2011), 519–535  mathscinet (cited: 5)  zmath  isi (cited: 9)  elib (cited: 10)  scopus (cited: 12)
23. I. Karatzas, A. N. Shiryaev, M. Shkolnikov, “On the one-sided Tanaka equation with drift”, Electronic Communications in Probability, 16 (2011), 664–677  crossref  mathscinet (cited: 5)  zmath  isi (cited: 5)  scopus (cited: 6)

   2010
24. A. N. Shiryaev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 621  mathnet  crossref  elib
25. A. N. Shiryaev, “Author's response”, Sequential Anal., 29:4 (2010), 434–443  crossref  mathscinet  zmath  elib  scopus
26. A. N. Shiryaev, “Quickest detection problems: fifty years later”, Sequential Anal., 29:4 (2010), 345–385  crossref  mathscinet (cited: 3)  zmath  elib (cited: 16)  scopus (cited: 23)

   2009
27. 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  crossref  mathscinet (cited: 10)  zmath  adsnasa  isi (cited: 14)  elib (cited: 13)  scopus (cited: 19)
28. 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  crossref  mathscinet (cited: 1)  zmath

   2008
29. 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  crossref  mathscinet (cited: 1)  isi (cited: 2)  scopus (cited: 3)
30. A. Shiryaev, Z. Xu, X. Y. Zhou, “Thou shalt buy and hold”, Quant. Finance, 8:8 (2008), 765–776  crossref  mathscinet (cited: 22)  zmath  isi (cited: 33)  elib (cited: 40)  scopus (cited: 44)
31. J. du Toit, G. Peskir, A. N. Shiryaev, “Predicting the last zero of Brownian motion with drift”, Stochastics, 80:2-3 (2008), 229–245  mathscinet (cited: 7)  zmath  isi (cited: 9)  elib (cited: 7)  scopus (cited: 8)
32. E. Eberlein, A. Papapantoleon, A. N. Shiryaev, “On the duality principle in option pricing: semimartingale setting”, Finance Stoch., 12:2 (2008), 265–292  crossref  mathscinet (cited: 18)  zmath  isi (cited: 24)  elib (cited: 24)  scopus (cited: 27)
33. A. N. Shiryaev, A. A. Novikov, “On a stochastic version of the trading rule “buy and hold””, Statist. Decisions, 26:4 (2008), 289–302  crossref  mathscinet (cited: 6)  zmath
34. A. N. Shiryaev, “Ob uslovno-ekstremalnykh zadachakh skoreishego obnaruzheniya nepredskazuemykh momentov u nablyudaemogo brounovskogo dvizheniya”, TVP, 53:4 (2008), 751–768  mathnet (cited: 8)  crossref  mathscinet (cited: 7)  zmath  elib (cited: 2); 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  crossref  mathscinet  zmath  isi (cited: 5)  elib (cited: 5)  scopus (cited: 6)
35. E. V. Burnaev, E. A. Fainberg, A. N. Shiryaev, “Ob asimptoticheskoi optimalnosti vtorogo poryadka v minimaksnoi zadache skoreishego obnaruzheniya momenta izmeneniya snosa u brounovskogo dvizheniya”, TVP, 53:3 (2008), 557–575  mathnet (cited: 3)  crossref  mathscinet  zmath  elib (cited: 2); 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  crossref  mathscinet  zmath  isi (cited: 3)  elib (cited: 1)  scopus (cited: 4)
36. A. N. Shiryaev, “O stokhasticheskikh modelyakh i optimalnykh metodakh v zadachakh skoreishego obnaruzheniya”, TVP, 53:3 (2008), 417–436  mathnet (cited: 11)  crossref  mathscinet (cited: 6)  zmath  elib; A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401  crossref  mathscinet  zmath  isi (cited: 10)  elib (cited: 10)  scopus (cited: 11)

   2007
37. A. Novikov, A. Shiryaev, “On solution of the optimal stopping problem for processes with independent increments”, Stochastics, 79:3-4 (2007), 393–406  mathscinet (cited: 16)  zmath  elib (cited: 17)  scopus (cited: 22)

   2006
38. 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  crossref  mathscinet (cited: 12)  zmath
39. A. N. Shiryaev, “From “disorder” to nonlinear filtering and martingale theory”, Mathematical events of the twentieth century, Springer, Berlin, 2006, 371–397  crossref  mathscinet (cited: 3)  zmath
40. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 3)  elib (cited: 2)  elib (cited: 2)  scopus (cited: 1)
41. S. Graversen, A. N. Shiryaev, M. Ior, “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. II”, TVP, 51:1 (2006), 64–77  mathnet (cited: 3)  crossref  mathscinet (cited: 1)  zmath  elib (cited: 1); 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  crossref  mathscinet  zmath  isi (cited: 4)  elib (cited: 2)  scopus (cited: 3)

   2005
42. 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  mathscinet (cited: 10)  zmath  isi (cited: 6)

   2004
43. A. N. Shiryaev, “A remark on the quickest detection problems”, Statist. Decisions, 22:1 (2004), 79–82  crossref  mathscinet (cited: 2)  zmath
44. A. A. Novikov, A. N. Shiryaev, “Ob odnom effektivnom sluchae resheniya zadachi ob optimalnoi ostanovke dlya sluchainykh bluzhdanii”, TVP, 49:2 (2004), 373–382  mathnet (cited: 16)  crossref  mathscinet (cited: 17)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 2)  elib (cited: 12)  scopus (cited: 11)

   2003
45. A. N. Shiryaev, M. Ior, “K voprosu o stokhasticheskikh integralnykh predstavleniyakh funktsionalov ot brounovskogo dvizheniya. I”, TVP, 48:2 (2003), 375–385  mathnet (cited: 7)  crossref  mathscinet (cited: 4)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 10)  elib (cited: 7)  scopus (cited: 8)

   2002
46. 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  crossref  mathscinet (cited: 26)  zmath
47. J. Kallsen, A. N. Shiryaev, “The cumulant process and Esscher's change of measure”, Finance Stoch., 6:4 (2002), 397–428  crossref  mathscinet (cited: 51)  zmath  isi (cited: 70)  elib (cited: 19)
48. G. Peskir, A. N. Shiryaev, “Solving the Poisson disorder problem”, Advances in finance and stochastics, Springer, Berlin, 2002, 295–312  crossref  mathscinet (cited: 32)  zmath
49. L. A. Shepp, A. N. Shiryaev, A. Sulem, “A barrier version of the Russian option”, Advances in finance and stochastics, Springer, Berlin, 2002, 271–284  crossref  mathscinet (cited: 4)  zmath
50. A. N. Shiryaev, A. S. Cherny, “Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing”, Proc. Steklov Inst. Math., 237 (2002), 6–49  mathnet  mathscinet  zmath
51. A. S. Cherny, A. N. Shiryaev, M. Yor, “Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker–Prokhorov invariance principle”, TVP, 47:3 (2002), 498–517  mathnet (cited: 10)  crossref  mathscinet (cited: 9)  zmath; Theory Probab. Appl., 47:3 (2003), 377–394  crossref  mathscinet  zmath  isi (cited: 3)  scopus (cited: 9)
52. Proc. Steklov Inst. Math., 237 (2002), 281–292  mathnet  mathscinet  zmath

   2001
53. L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price “freeze””, Russian Math. Surveys, 56:1 (2001), 179–181  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  scopus
54. J. Kallsen, A. N. Shiryaev, “Time Change Representation of Stochastic Integrals”, TVP, 46:3 (2001), 579–585  mathnet (cited: 22)  crossref  mathscinet (cited: 14)  zmath; Theory Probab. Appl., 46:3 (2002), 522–528  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 21)
55. G. Peskir, A. N. Shiryaev, “A Note on the Call–Put Parity and a Call–Put Duality”, TVP, 46:1 (2001), 181–183  mathnet (cited: 5)  crossref  mathscinet (cited: 4)  zmath; Theory Probab. Appl., 46:1 (2002), 167–170  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 5)

   2000
56. G. Peshkir, A. N. Shiryaev, “Maximal inequalities for reflected Brownian motion with drift”, Teor. \u Imovīr. Mat. Stat., 2000, no. 63, 125–131  mathscinet (cited: 2)  zmath; G. Peshkir, A. N. Shiryaev, “Maximal inequalities for reflected Brownian motion with drift”, Theory Probab. Math. Statist., 2001, no. 63, 137–143 (2002)  mathscinet
57. G. Peskir, A. N. Shiryaev, “Sequential testing problems for Poisson processes”, Ann. Statist., 28:3 (2000), 837–859  crossref  mathscinet (cited: 34)  zmath  isi (cited: 43)  elib (cited: 49)  scopus (cited: 53)
58. 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  crossref  mathscinet (cited: 18)  zmath  isi (cited: 25)  elib (cited: 25)  scopus (cited: 24)
59. S. E. Graversen, G. Peskir, A. N. Shiryaev, “Stopping Brownian motion without anticipation as close as possible to its ultimate maximum”, TVP, 45:1 (2000), 125–136  mathnet (cited: 36)  crossref  mathscinet (cited: 29)  zmath; Theory Probab. Appl., 45:1 (2001), 41–50  crossref  mathscinet  zmath  isi (cited: 6)  scopus (cited: 41)

   1999
60. A. S. Chernyi, A. N. Shiryaev, “Nekotorye svoistva brounovskogo dvizheniya so snosom i obobschenie odnoi teoremy P. Levi”, TVP, 44:2 (1999), 466–472  mathnet (cited: 8)  crossref  mathscinet (cited: 6)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 3)  elib (cited: 2)
61. R. Duadi, M. Ior, A. N. Shiryaev, “O veroyatnostnykh kharakteristikakh velichin “padeniya” v standartnom brounovskom dvizhenii”, TVP, 44:1 (1999), 3–13  mathnet (cited: 22)  crossref  mathscinet (cited: 14)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 11)
62. A. N. Shiryaev, “K istorii sozdaniya Rossiiskoi Akademii nauk i o pervykh publikatsiyakh po teorii veroyatnostei v rossiiskikh izdaniyakh”, TVP, 44:2 (1999), 241–248  mathnet  crossref  mathscinet  zmath; 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  crossref  mathscinet  zmath  isi

   1998
63. 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  crossref  mathscinet (cited: 41)  zmath  elib (cited: 36)
64. 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  crossref  mathscinet (cited: 3)  zmath
65. 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  mathscinet (cited: 2)

   1997
66. A. N. Shiryaev, V. G. Spokoiny, “On sequential estimation of an autoregressive parameter”, Stochastics Stochastics Rep., 60:3-4 (1997), 219–240  crossref  mathscinet (cited: 6)  zmath
67. G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, TVP, 42:3 (1997), 591–602  mathnet (cited: 8)  crossref  mathscinet (cited: 5)  zmath; Theory Probab. Appl., 42:3 (1998), 444–453  crossref  mathscinet  zmath  isi (cited: 6)

   1996
68. 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  mathscinet (cited: 6)  zmath
69. 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  mathscinet (cited: 37)  zmath
70. A. N. Shiryaev, “Probability theory and B. V. Gnedenko”, Fundam. Prikl. Mat., 2:4 (1996), 955  mathnet  mathscinet  zmath
71. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 27)  scopus (cited: 34)

   1995
72. H. Föllmer, Ph. Protter, A. N. Shiryayev, “Quadratic covariation and an extension of Itô's formula”, Bernoulli, 1:1-2 (1995), 149–169  crossref  mathscinet (cited: 55)  zmath
73. G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Russian Math. Surveys, 50:5 (1995), 849–904  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 17)
74. M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 108)

   1994
75. 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  mathnet  crossref  mathscinet  zmath  isi
76. L. A. Shepp, A. N. Shiryaev, “A new look at pricing of the “Russian Option””, Theory Probab. Appl., 39:1 (1994), 103–119  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
77. 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  mathnet  crossref  mathscinet  zmath  isi
78. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
79. A. N. Shiryaev, “On some basic concepts and some basic stochastic models used in finance”, Theory Probab. Appl., 39:1 (1994), 1–13  mathnet  crossref  mathscinet  zmath  isi (cited: 1)

   1993
80. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 41)
81. L. Shepp, A. N. Shiryaev, “The Russian option: reduced regret”, Ann. Appl. Probab., 3:3 (1993), 631–640  crossref  mathscinet (cited: 58)  zmath
82. A. A. Novikov, A. N. Shiryaev, “Foreword”, Statistics and control of stochastic processes, Trudy Mat. Inst. Steklov., 202, TVP, Moscow, 1993, 3  mathnet  zmath
83. V. G. Spokoinyi, A. N. Shiryaev, “O ponyatii $\lambda$-skhodimosti statisticheskikh eksperimentov”, Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, TVP, M., 1993, 282–286  mathnet  mathscinet  zmath; V. G. Spokoiny, A. N. Shiryaev, “On the concept of $\lambda$-convergence of statistical experiments”, Proc. Steklov Inst. Math., 202 (1994), 225–228  mathscinet  zmath

   1992
84. 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  crossref  mathscinet (cited: 5)  zmath
85. S. M. Pergamenschikov, A. N. Shiryaev, “O posledovatelnom otsenivanii parametra stokhasticheskogo raznostnogo uravneniya so sluchainymi koeffitsientami”, TVP, 37:3 (1992), 482–501  mathnet (cited: 2)  mathscinet (cited: 1)  zmath; 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  crossref  mathscinet  zmath
86. 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  mathscinet  zmath

   1991
87. 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  mathscinet  zmath  isi

   1990
88. 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  mathscinet (cited: 12)

   1989
89. 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  mathscinet
90. 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  mathscinet  zmath
91. 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  mathnet  crossref  mathscinet  isi
92. A. N. Shiryayev, “Andrei Nikolaevich Kolmogorov (25.IV.1903–20.X.1987): In Memoriam”, Theory Probab. Appl., 34:1 (1989), 1–99  mathnet  crossref  mathscinet  zmath  isi (cited: 1)

   1988
93. 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  crossref  mathscinet  isi
94. A. N. Kolmogorov, Yu. V. Prokhorov, A. N. Shiryaev, “Veroyatnostno-statisticheskie metody obnaruzheniya spontanno voznikayuschikh effektov”, Teoriya veroyatnostei, teoriya funktsii, mekhanika, Sbornik obzornykh statei 5. K 50-letiyu Instituta, Tr. MIAN SSSR, 182, Nauka, M., 1988, 4–23  mathnet (cited: 4)  zmath; 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  zmath
95. A. N. Shiryaev, “On the scientific heritage of A. N. Kolmogorov”, Russian Math. Surveys, 43:6 (1988), 211–212  mathnet  crossref  mathscinet  zmath  adsnasa  isi

   1986
96. 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  crossref  mathscinet (cited: 6)  zmath  isi (cited: 19)  elib (cited: 5)  scopus (cited: 13)

   1985
97. R. Sh. Liptser, A. N. Shiryaev, “On contiguity of probability measures corresponding to semimartingales”, Anal. Math., 11:2 (1985), 93–124  crossref  mathscinet  zmath  elib  scopus (cited: 2)
98. 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  crossref  mathscinet (cited: 2)  isi (cited: 16)  scopus (cited: 8)

   1984
99. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Estimates of proximity in variation of probability measures”, Sov. Math. Dokl., 30 (1984), 351–354  mathnet  mathscinet  zmath

   1983
100. 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  crossref  mathscinet (cited: 1)  isi (cited: 9)
101. R. Sh. Liptser, A. N. Shiryaev, “Slabaya skhodimost posledovatelnosti semimartingalov k protsessu diffuzionnogo tipa”, Matem. sb., 121(163):2(6) (1983), 176–200  mathnet (cited: 2)  mathscinet  zmath; 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  crossref  mathscinet  zmath
102. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Slabaya i silnaya skhodimost raspredelenii schitayuschikh protsessov”, TVP, 28:2 (1983), 288–319  mathnet  mathscinet (cited: 3)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 2)
103. R. Sh. Liptser, A. N. Shiryaev, “O printsipe invariantnosti dlya semimartingalov v «neklassicheskoi» postanovke”, TVP, 28:1 (1983), 3–31  mathnet (cited: 1)  mathscinet (cited: 1)  zmath; R. Š. Lipcer, A. N. Širyaev, “On the invariance principle for semimartingales with «nonclassical» assumptions”, Theory Probab. Appl., 28:1 (1984), 1–34  crossref  mathscinet  zmath  isi

   1982
104. 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  crossref  mathscinet (cited: 2)  zmath  isi (cited: 10)  scopus (cited: 14)
105. 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  mathnet  crossref  mathscinet  zmath  adsnasa  isi (cited: 5)
106. R. Sh. Liptser, A. N. Shiryaev, “O skorosti skhodimosti v tsentralnoi predelnoi teoreme dlya semimartingalov”, TVP, 27:1 (1982), 3–14  mathnet (cited: 6)  mathscinet (cited: 3)  zmath

   1981
107. A. N. Shiryayev, “Martingales: recent developments, results and applications”, Internat. Statist. Rev., 49:3 (1981), 199–233  crossref  mathscinet  isi (cited: 35)
108. R. Sh. Liptser, A. N. Shiryaev, “O slaboi skhodimosti semimartingalov k stokhasticheski nepreryvnym protsessam s nezavisimymi i uslovno nezavisimymi prirascheniyami”, Matem. sb., 116(158):3(11) (1981), 331–358  mathnet (cited: 6)  mathscinet  zmath; 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  crossref  mathscinet  zmath
109. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 6)

   1980
110. 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  mathscinet (cited: 3)
111. 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  crossref  mathscinet (cited: 1)
112. 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  mathscinet (cited: 4)
113. 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  crossref  mathscinet (cited: 2)  zmath
114. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “O predstavlenii tselochislennykh sluchainykh mer i lokalnykh martingalov s pomoschyu sluchainykh mer s determinirovannymi kompensatorami”, Matem. sb., 111(153):2 (1980), 293–307  mathnet (cited: 1)  mathscinet  zmath; 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  crossref  mathscinet  zmath  isi
115. R. Sh. Liptser, A. N. Shiryaev, “Funktsionalnaya tsentralnaya predelnaya teorema dlya semimartingalov”, TVP, 25:4 (1980), 683–703  mathnet (cited: 11)  mathscinet (cited: 9)  zmath; R. Š. Lipčer, A. N. Širyaev, “A functional central limit theorem for semimartingales”, Theory Probab. Appl., 25:4 (1981), 667–688  crossref  mathscinet  zmath  isi (cited: 58)

   1979
116. 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)  crossref  mathscinet (cited: 2)
117. H. J. Engelbert, A. N. Shiryaev, “On the sets of convergence of generalized submartingales”, Stochastics, 2:3 (1979), 155–166  crossref  mathscinet  zmath
118. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolyutnaya nepreryvnost i singulyarnost lokalno absolyutno nepreryvnykh veroyatnostnykh raspredelenii. II”, Matem. sb., 108(150):1 (1979), 32–61  mathnet (cited: 21)  mathscinet (cited: 4)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 5)

   1978
119. 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  mathscinet
120. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolyutnaya nepreryvnost i singulyarnost lokalno absolyutno nepreryvnykh veroyatnostnykh raspredelenii. I”, Matem. sb., 107(149):3(11) (1978), 364–415  mathnet (cited: 47)  mathscinet (cited: 4)  zmath; 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  crossref  mathscinet  zmath  isi (cited: 10)

   1977
121. 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)  mathscinet  zmath
122. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 2)

   1976
123. 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  crossref  mathscinet (cited: 2)

   1975
124. 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  mathscinet
125. 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  mathscinet

   1974
126. 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)  mathscinet
127. 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  mathscinet

   1973
128. 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  crossref  mathscinet

   1972
129. B. L. Rozovskii, A. N. Shiryaev, “O beskonechnykh sistemakh stokhasticheskikh differentsialnykh uravnenii, voznikayuschikh v teorii optimalnoi nelineinoi filtratsii”, TVP, 17:2 (1972), 228–237  mathnet  mathscinet (cited: 1)  zmath; 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  crossref  mathscinet  zmath
130. 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  mathscinet
131. 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  mathnet  crossref  mathscinet  zmath

   1971
132. 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)  mathscinet
133. 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  mathnet  crossref  mathscinet  zmath

   1969
134. A. N. Shiryaev, “Optimal stopping rules for Markov processes with continuous time (With discussion)”, Bull. Inst. Internat. Statist., 43, book 1 (1969), 395–408  mathscinet  zmath
135. R. Sh. Liptser, A. N. Shiryaev, “On the density of probability measures of diffusion-type processes”, Math. USSR-Izv., 3:5 (1969), 1055–1066  mathnet  crossref  mathscinet  zmath
136. 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  mathnet  crossref  mathscinet  zmath

   1968
137. R. Sh. Liptser, A. N. Shiryaev, “Nonlinear filtration of diffusion Markov processes”, Proc. Steklov Inst. Math., 104 (1968), 163–218  mathnet  mathscinet  zmath
138. B. I. Grigelionis, A. N. Shiryaev, “Controllable Markov Processes and Stefan's Problem”, Problems Inform. Transmission, 4:1 (1968), 47–57  mathnet  mathscinet  zmath
139. R. Sh. Liptser, A. N. Shiryaev, “Nonlinear interpolation of components of diffusion Markov processes”, Theory Probab. Appl., 13:4 (1968), 564–583  mathnet  crossref  mathscinet  zmath
140. R. Sh. Liptser, A. N. Shiryaev, “Extrapolation of multidimensional Markov processes from incomplete data”, Theory Probab. Appl., 13:1 (1968), 15–38  mathnet  crossref  mathscinet  zmath

   1967
141. A. N. Shiryaev, “Two problems of sequential analysis”, Cybernetics, 3:2 (1967), 63–69 (1969)  crossref  mathscinet  zmath  scopus (cited: 18)
142. 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  mathscinet

   1966
143. A. N. Shiryaev, “Stochastic Equations of Nonlinear Filtering of Markovian Jump Processes”, Problems Inform. Transmission, 2:3 (1966), 1–18  mathnet  mathscinet  zmath
144. 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  mathnet  crossref  mathscinet  zmath

   1965
145. A. N. Širjaev, “Sequential analysis and controlled random processes (discrete time)”, Kibernetika (Kiev), 1965:3 (1965), 1–24  mathscinet
146. 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  mathnet  crossref  mathscinet  zmath
147. A. N. Shiryaev, “Some explicit formulae in a problem on “disorder””, Theory Probab. Appl., 10:2 (1965), 348–354  mathnet  crossref  mathscinet  zmath
148. R. Š. Lipcer, A. N. Širyaev, “On a Bayes Problem of Sequential Search in Diffusion Approximation”, Theory Probab. Appl., 10:1 (1965), 178–186  mathnet  crossref  mathscinet  zmath

   1964
149. 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  mathscinet  zmath
150. 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  mathnet  mathscinet
151. 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  mathnet  mathscinet  zmath
152. 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  mathnet  mathscinet  zmath
153. A. N. Širyaev, “On Markov Sufficient Statistics in Nonadditive Bayes Problems of Sequential Analysis”, Theory Probab. Appl., 9:4 (1964), 604–618  mathnet  crossref  mathscinet  zmath

   1963
154. 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  mathscinet
155. A. N. Shiryaev, “On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments”, Theory Probab. Appl., 8:4 (1963), 436–439  mathnet  crossref  mathscinet  zmath
156. A. N. Shiryaev, “On the Detection of Disorder in a Manufacturing Process. II”, Theory Probab. Appl., 8:4 (1963), 402–413  mathnet  crossref  mathscinet
157. A. N. Shiryaev, “On optimum methods in quickest detection problems”, Theor. Probab. Appl., 8 (1963), 22–46  mathnet  crossref  mathscinet  zmath
158. A. N. Shiryaev, “On Discovering Disorder in a Manufacturing Process. I”, Theory Probab. Appl., 8:3 (1963), 247–265  mathnet  crossref  mathscinet

   1961
159. A. N. Shiryaev, “The problem of the most rapid detection of a disturbance in a stationary process”, Sov. Math. Dokl., 2 (1961), 795–799  mathnet  mathscinet  mathscinet  zmath
160. A. N. Shiryaev, “Obnaruzhenie spontanno voznikayuschikh effektov”, Dokl. AN SSSR, 138 (1961), 799–801  mathnet (cited: 5)  mathscinet (cited: 7)  mathscinet (cited: 7)  zmath

   1960
161. 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)  mathnet  crossref  mathscinet  zmath
162. A. N. Shiryaev, “Some problems in the spectral theory of higher-order moments. I”, Theor. Probab. Appl., 5:3 (1960), 265–284 (1962)  mathnet  crossref  mathscinet  zmath

   1959
163. V. P. Leonov, A. N. Sirjaev, “On a method of semi-invariants”, Theor. Probab. Appl., 4:1 (1959), 319–329  mathnet  crossref  mathscinet (cited: 40)  mathscinet (cited: 40)  zmath

Books


   2016
164. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 1, Fakty. Modeli, MTsNMO, M., 2016 , 440 pp.
165. A. N. Shiryaev, Osnovy stokhasticheskoi finansovoi matematiki, v. 2, Teoriya, MTsNMO, M., 2016 , 460 pp.
166. A. N. Shiryaev, Stokhasticheskie zadachi o razladke, MTsNMO, M., 2016 , 392 pp.

   2015
167. 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.  crossref  mathscinet  zmath

   2013
168. 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.

   2012
169. A. N. Shiryaev, Problems in probability, Problem Books in Math., Springer, New York, 2012 , xii+427 pp.  crossref  mathscinet (cited: 4)  zmath

   2010
170. 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.  crossref  mathscinet (cited: 21)  zmath

   2008
171. A. N. Shiryaev, Optimal stopping rules, Stochastic Modelling and Applied Probability, 8, Springer-Verlag, Berlin, 2008 , xii+217 pp.  mathscinet (cited: 28)

   2007
172. 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.  mathnet  mathnet  crossref  crossref  zmath

   2006
173. G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser Verlag, Basel, 2006 , xxii+500 pp.  mathscinet (cited: 234)  zmath

   2003
174. 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.  crossref  mathscinet (cited: 775)  zmath

   2001
175. 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.  mathscinet (cited: 12)  zmath
176. 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.  mathscinet (cited: 12)  zmath

   2000
177. 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.  mathscinet (cited: 13)  zmath

   1999
178. 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.  mathscinet (cited: 178)  zmath

   1994
179. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 2, Probability Theory and Mathematical Statistics, 48, Nauka, Fizmatlit, Moscow, 1994 , 368 pp.  mathscinet
180. J. Jacod, A. N. Shiryaev, Limit theorems for stochastic processes, v. 1, Probability Theory and Mathematical Statistics, 47, Nauka, Fizmatlit, Moscow, 1994 , 544 pp.  mathscinet

   1989
181. 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.  crossref  mathscinet (cited: 250)  zmath
182. 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.  mathnet  mathnet  mathscinet  zmath

   1987
183. 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.  crossref  mathscinet (cited: 648)  zmath

   1986
184. R. Sh. Liptser, A. N. Shiryaev, Martingale theory, Probability Theory and Mathematical Statistics, Nauka, Moscow, 1986 , 512 pp.  mathscinet  zmath

   1985
185. 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.  mathscinet (cited: 6)  zmath

   1981
186. R. Sz. Lipcer, A. N. Sziriajew, Statistics of random processes, Nonlinear filtration and related questions, Państwowe Wydawnictwo Naukowe (PWN), Warsaw, 1981 , 680 pp. (Polish)  mathscinet  zmath

   1978
187. R. S. Liptser, A. N. Shiryayev, Statistics of random processes. II: Applications, Applications of Mathematics, 6, Springer-Verlag, New York, 1978 , x+339 pp.  mathscinet (cited: 98)  zmath
188. A. N. Shiryayev, Optimal stopping rules, Applications of Mathematics, 8, Springer-Verlag, New York, 1978 , x+217 pp.  mathscinet (cited: 197)

   1977
189. 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.  mathscinet (cited: 299)  zmath

   1976
190. A. N. Shiryaev, Statistical sequential analysis. Optimal stopping rules, Second edition, revised, Nauka, Moscow, 1976 , 272 pp.  mathscinet  zmath

   1974
191. 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.  mathscinet

   1973
192. A. N. Širjaev, Statistical sequential analysis, Optimal stopping rules, Translations of Mathematical Monographs, 38, American Mathematical Society, Providence, R.I., 1973 , iv+174 pp.  mathscinet (cited: 13)

   1969
193. A. N. Shiryaev, Statistical sequential analysis: Optimal stopping rules, Nauka, Moscow, 1969 , 231 pp.  mathscinet

Thesis


   1968
194. A. N. Shiryaev, “Investigations by statistical sequential analysis”, Math. Notes, 3:6 (1968), 473–482  mathnet  crossref  mathscinet  zmath  scopus

Proceedings


   2015
195. 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  elib

Preprints


   2012
196. R. Dalang, A. N. Shiryaev, A quickest detection problem with an observation cost, Preprint, EPFL, Lausanne, 2012 , 39 pp.

Научно-популярные и образовательные материалы


   2003
197. 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  crossref  mathscinet

   1996
198. A. N. Shiryaev, Probability, Graduate Texts in Mathematics, 95, Second edition, Springer-Verlag, New York, 1996 , xvi+623 pp.  crossref  mathscinet (cited: 488)

   1989
199. A. N. Shiryaev, Veroyatnost, Second edition, Nauka, Moscow, 1989 , 640 pp.  mathscinet

   1988
200. A. N. Širjaev, Wahrscheinlichkeit, Hochschulbücher für Mathematik [University Books for Mathematics], 91, VEB Deutscher Verlag der Wissenschaften, Berlin, 1988 , 592 pp. (German)  mathscinet (cited: 2)

   1984
201. A. N. Shiryayev, Probability, Graduate Texts in Mathematics, 95, Springer-Verlag, New York, 1984 , xi+577 pp.  crossref  mathscinet (cited: 220)  zmath

   1980
202. A. N. Širjaev, Probability, Nauka, Moscow, 1980 , 576 pp.  mathscinet  zmath

Information matherials


   2010
203. A. N. Shiryaev, M. A. Urusov, “Summer School in Stochastic Finance 2010”, TVP, 55:4 (2010), 825  mathnet  crossref
204. A. N. Shiryaev, V. V. Mazalov, “International Conference “Stochastical Optimal Stopping””, Teor. Veroyatnost. i Primenen., 55:4 (2010), 823–824  mathnet  crossref
205. 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  mathnet  crossref  elib

   2007
206. A. N. Shiryaev, V. V. Mazalov, “Rossiisko-skandinavskii simpozium “Teoriya veroyatnostei i prikladnaya veroyatnost””, TVP, 52:1 (2007), 204–205  mathnet  crossref  crossref  mathscinet (cited: 2)  zmath  elib; A. N. Shiryaev, V. V. Mazalov, “Russian-Scandinavian symposium “Probability Theory and Applied Probability””, Theory Probab. Appl., 52:1 (2008), 178–179  crossref  isi (cited: 4)

   2005
207. A. N. Shiryaev, M. A. Urusov, A. S. Chernyi, A. V. Selivanov, S. V. Dilman, I. N. Medvedev, A. S. Mischenko, A. P. Shashkin, “Informatsiya o chetvertoi “Kolmogorovskoi studencheskoi olimpiade po teorii veroyatnostei””, TVP, 50:2 (2005), 411–413  mathnet  crossref; 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  crossref  isi

   1992
208. A. N. Shiryaev, P. Embrekhts, “Informatsionnyi byulleten # 3 Sovetskogo Komiteta Obschestva Bernulli”, TVP, 37:1 (1992), 227–236  mathnet; A. N. Shiryaev, P. Embrechts, “Information Bulletin №3 on the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 194–205  crossref
209. A. N. Shiryaev, “Vtoroi Vsemirnyi Kongress obschestva Bernulli”, TVP, 37:1 (1992), 3–4  mathnet; A. N. Shiryaev, “2nd World Congress of the Bernoulli Society”, Theory Probab. Appl., 37:1 (1993), 1–2  crossref

   1991
210. A. N. Shiryaev, “Information bulletin №1 of the Soviet Committee of the Bernoulli Society”, Theory Probab. Appl., 36:1 (1991), 201–206  mathnet  crossref

   1989
211. A. N. Shiryaev, “On Bernoulli Society”, Theory Probab. Appl., 34:2 (1989), 378–380  mathnet  crossref

   1987
212. A. N. Shiryaev, “First World Congress of Bernoulli Society”, Uspekhi Mat. Nauk, 42:6(258) (1987), 203–205  mathnet
213. 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  mathnet  crossref
214. 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  mathnet  crossref  isi

   1983
215. A. A. Novikov, A. N. Shiryaev, “IV Sovetsko-yaponskii simpozium po teorii veroyatnostei i matematicheskoi statistike”, TVP, 28:1 (1983), 198–199  mathnet; A. A. Novikov, A. N. Širyaev, “IV Soviet-Japanese symposium on probability theory and mathematical statistics”, Theory Probab. Appl., 28:1 (1984), 208–209  crossref

Personalia


   2014
216. M. Zhanblan-Pike, A. N. Shiryaev, “Pamyati Marka Iora”, TVP, 59:1 (2014), 205–206  mathnet  crossref  elib; M. Jeanblanc-Picqué, A. N. Shiryaev, “In memoriam of Marc Yor”, Theory Probab. Appl., 59:1 (2015), 180  crossref  isi  scopus

   2013
217. Yu. V. Prokhorov, A. N. Shiryaev, A. D. Manita, “K stoletiyu so dnya rozhdeniya B. V. Gnedenko”, TVP, 58:1 (2013), 3–6  mathnet  crossref  zmath; 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  crossref  zmath  isi

   2011
218. I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “Pamyati A. V. Skorokhoda”, TVP, 56:1 (2011), 140–144  mathnet  crossref  mathscinet  zmath  elib; I. A. Ibragimov, Yu. V. Prokhorov, A. N. Shiryaev, “To A. V. Skorokhod's memory”, Theory Probab. Appl., 56:1 (2012), 116–119  crossref  mathscinet  zmath  isi

   2008
219. Yu. V. Prokhorov, A. N. Shiryaev, “K 75-letiyu vykhoda v svet monografii A. N. Kolmogorova”, TVP, 53:2 (2008), 209–212  mathnet  crossref  zmath  elib; 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  crossref  zmath  isi

   2006
220. L. G. Afanaseva, E. V. Bulinskaya, O. V. Viskov, I. E. Ibragimov, R. I. Ivanovskaya, V. Yu. Korolev, V. M. Kruglov, Yu. V. Prokhorov, B. A. Sevastyanov, V. V. Senatov, M. V. Khatuntseva, Yu. S. Khokhlov, D. M. Chibisov, A. N. Shiryaev, “K 75-letiyu Vladimira Mikhailovicha Zolotareva”, TVP, 51:4 (2006), 773–775  mathnet  crossref  mathscinet  zmath; 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  crossref  mathscinet  zmath  isi
221. N. N. Vakhaniya, I. A. Ibragimov, V. P. Maslov, Yu. V. Prokhorov, B. A. Sevastyanov, Ya. G. Sinai, D. M. Chibisov, A. N. Shiryaev, I. S. Borisov, V. I. Lotov, A. A. Mogulskii, S. G. Foss, “K 75-letiyu akademika A. A. Borovkova”, TVP, 51:2 (2006), 257–259  mathnet  crossref  mathscinet (cited: 1)  zmath; 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  crossref  mathscinet  zmath  isi

   2005
222. 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  crossref  mathscinet  zmath  scopus

   2003
223. 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  mathscinet
224. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi
225. 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. Kholevo, D. M. Chibisov, A. N. Shiryaev, “K 80-letiyu B. A. Sevastyanova”, TVP, 48:4 (2003), 785  mathnet (cited: 1)  crossref  mathscinet (cited: 1); 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  crossref  mathscinet  isi

   2002
226. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi

   2001
227. 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  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi

   2000
228. 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  mathscinet

   1996
229. V. A. Vatutin, V. M. Zolotarev, R. I. Ivanovskaya, I. A. Ibragimov, Yu. V. Prokhorov, V. M. Sazonov, B. A. Sevastyanov, A. D. Solovev, D. M. Chibisov, A. N. Shiryaev, “Boris Vladimirovich Gnedenko (1.I.1912-27.XII.1995)”, TVP, 41:2 (1996), 393–395  mathnet  crossref; 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  crossref  isi
230. 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  mathnet  crossref  mathscinet (cited: 1); 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  crossref  mathscinet  isi

   1993
231. 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  mathscinet
232. 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  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
233. 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  mathnet  crossref  mathscinet  adsnasa  isi

   1992
234. A. N. Shiryaev, “K vosmidesyatiletiyu Borisa Vladimirovicha Gnedenko (intervyu)”, TVP, 37:4 (1992), 724–746  mathnet (cited: 1)  mathscinet (cited: 1); A. N. Shiryaev, “In Celebration of the 80th Birthday of Boris Vladimirovitch Gnedenko (An Interview)”, Theory Probab. Appl., 37:4 (1993), 674–691  crossref  mathscinet

   1991
235. A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, CWI Quarterly, 4:3 (1991), 189–193  mathscinet  zmath
236. A. N. Shiryaev, “Everything about Kolmogorov was unusual …”, Statist. Sci., 6:3 (1991), 313–318  crossref  mathscinet  zmath

   1989
237. A. N. Shiryaev, “Kolmogorov: life and creative activities”, Ann. Probab., 17:3 (1989), 866–944  crossref  mathscinet (cited: 6)  zmath  isi (cited: 14)

Critic, bibliography


   2000
238. A. N. Shiryaev, “Retsenzii na knigi: Bertoin G. “Levy Processes”; Sato K.-I. “Levy Processes and Infinitely Divisible Distributions””, TVP, 45:4 (2000), 819–821  mathnet  crossref; 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

   1988
239. A. N. Shiryaev, Yu. A. Koshevnik, “Book review: «Convergence of Stochastic Processes» D. Pollard”, Theory Probab. Appl., 33:1 (1988), 201–203  mathnet  crossref

   1981
240. A. N. Shiryaev, “Retsenziya na knigu M. Metivier, J. Pellaumail «Stochastic Integration»”, TVP, 26:2 (1981), 436–439  mathnet; A. N. Širyaev, “M. Metivier, J. Pellaumail «Stochastic Integration» (book review)”, Theory Probab. Appl., 26:2 (1982), 424–431  crossref

   1968
241. A. N. Shiryaev, “John Lamperti, Probability (A survey of the mathematical theory) (review)”, Uspekhi Mat. Nauk, 23:2(140) (1968), 258–259  mathnet

   1962
242. A. N. Shiryaev, “Retsenziya na knigu E. L. Lemann “Proverka statisticheskikh gipotez””, TVP, 7:2 (1962), 240–242  mathnet

Miscellaneous


   2016
243. Yu. M. Kabanov, A. N. Shiryaev, “Sovremennye problemy finansovoi matematiki”, Teoriya veroyatn. i ee primen., 61:1 (2016), 3–4  mathnet  crossref  zmath  elib; Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 61:1 (2017), 1–2  crossref  zmath  isi  scopus

   2003
244. A. N. Shiryaev, “Preface”, Funct. Anal. Appl., 37:4 (2003), 243  mathnet  crossref  mathscinet  zmath  elib

   2002
245. A. N. Shiryaev, “Preface”, Proc. Steklov Inst. Math., 237 (2002), 1–5  mathnet
246. Stokhasticheskaya finansovaya matematika, Sbornik statei, Tr. MIAN, 237, ed. A. N. Shiryaev, E. F. Mischenko, Nauka, M., 2002 , 319 pp.  mathnet  zmath

   1993
247. Statistika i upravlenie sluchainymi protsessami, Tr. MIAN, 202, ed. A. A. Novikov, A. N. Shiryaev, E. F. Mischenko, TVP, M., 1993 , 304 pp.  mathnet  zmath

Letters, errata


   1967
248. A. N. Shiryaev, “Letter to the Editor”, Problems Inform. Transmission, 3:1 (1967), 70–71  mathnet  zmath
249. A. N. Shiryaev, “Letter to the Editor”, Theory Probab. Appl., 12:2 (1967), 342  mathnet  crossref
Home page

© Steklov Mathematical Institute of RAS, 2004–2017