Albert Shiryaev | |
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Albert Nikolaevich Shiryaev
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Born |
Shchyolkovo, Moscow Oblast, Russian SFSR, USSR |
October 12, 1934
Residence | Russia |
Nationality | Russian |
Fields | Mathematician |
Institutions |
Moscow State University Steklov Institute of Mathematics University of Manchester |
Alma mater | Moscow State University |
Doctoral advisor | Andrey Kolmogorov |
Doctoral students | Hans-Jürgen Engelbert Yuri Kabanov Dmitry Kramkov Robert Liptser Esko Valkeila Ernesto Mordecki Andrei Afanasiev Alexander Novikov |
Known for | Probability theory |
Notable awards | Markov Prize (1974) |
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.
He graduated from Moscow State University in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State University, since 1971. He was elected a corresponding member of the Russian Academy of Sciences in 1997 and a full member in 2011. As of 2007[update] Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester.
His scientific work concerns different aspects of probability theory, statistics and its applications. He has contributions to: