Albert Shiryaev

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Albert Shiryaev
Albert Shiryaev.jpg
Albert Nikolaevich Shiryaev
Born (1934-10-12) October 12, 1934 (age 86)
NationalityRussian
Alma mater Moscow State University
Known for Probability theory
AwardsMarkov Prize (1974)
Scientific career
Fields Mathematician
Institutions Moscow State University
Steklov Institute of Mathematics
University of Manchester
Doctoral advisor Andrey Kolmogorov
Doctoral students Dmitry Kramkov
Ernesto Mordecki
Alexander Novikov

Albert Nikolayevich Shiryaev (Russian : Альбе́рт Никола́евич Ширя́ев; born October 12, 1934) is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.

Contents

Career

He graduated from Moscow State University in 1957. From that time until now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State University, since 1971. As of 2007 Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester. He has supervised more than 50 doctoral dissertations and is the author or coauthor of more than 250 publications. [1]

In 1970 he was an Invited Speaker with talk Sur les equations stochastiques aux dérivées partielles at the International Congress of Mathematicians (ICM) in Nice. In 1978 he was a Plenary Speaker with talk Absolute Continuity and Singularity of Probability Measures in Functional Spaces at the ICM in Helsinki. [2]

He was elected in 1985 an honorary member of the Royal Statistical Society and in 1990 a member of Academia Europaea [3] From 1989 to 1991 he was the president of the Bernoulli Society for Mathematical Statistics and Probability. From 1994 to 1998 he was the president of the Russian Actuarial Society. In 1996 he was awarded a Humboldt Prize. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and a full member in 2011. From 1998 to 1999 he was a founding member and the first president of the Bachelier Finance Society. He was made in 2000 Doctor Rerum Naturalium Honoris Causa of Albert Ludwigs University of Freiburg and in 2002 Professor Honoris Causa of the University of Amsterdam. [1] In 2017 he was awarded the Chebyschev gold medal of the Russian Academy of Sciences. [4]

Contributions

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

Publications

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References

  1. 1 2 "Albert N. Shiryaev". Center for Electrochemical Energy Storage.
  2. Shiryaev, A. N. "Absolute continuity and singularity of probability measures in functional spaces." In Proceedings of the International Congress of Mathematicians, Helsinki, pp. 209-225. 1978.
  3. "Albert N. Shiryaev". Academia Europaea.
  4. "Золотая медаль имени П.Л. Чебышев (list of winners of the Chebyshev medal)". Russian Academy of Sciences.
  5. Change of Time and Change of Measure. Advanced Series on Statistical Science & Applied Probability. 21. 2015. doi:10.1142/9609. ISBN   978-981-4678-58-2.