### Albert N. Shiryaev

Professor, Head Theory of Probability

Chair, Department of Mechanics and Mathematics

M.V. Lomonosov Moscow State University

**Education & Training:**

M.V.Lomonosov State Univ,student Specialist June 1957 Mathematics

Steklov Mathematical Institute PhD 1961 Theory of Probability

Steklov Mathematical Institute Doctor of Sci. 1967 Theory of Probability

M.V.Lomonosov State Univ

M.V.Lomonosov State Univ Full Professor Head of the Department of Probability 1970-1996 Theory of Probability and Mathematical Statistics

Correspondent member and Full member(academic) of the Russian Acad.of Sci 1997 and 2011 Department of Mathematics

**Personal Statement:**

The scientific activity of Shiryaev Albert covers many areas inProbability,Mathematical Statistics,Stochastic calculus,Financial mathematics ,Stochastic optimal control;he wrote many books and textbooks.Shiryaev was a plenary speaker in the Probability on Mathematical Congress in Helsinki,he was President of the Bernoully Soc.in the Probability and Mathematical Statistics(1989-1991),President of the Bashelier Soc.on financial mathematics(1998-1999).He is very activ in the work with students:he was adviser of the 59 PhD dissertation of his students. More than 250 main scientiﬁc papers (on probability theory, mathematical and applied statistics, optimal stochastic control, ﬁnancial mathematics, history of mathematics).

**Positions and Honors:**

Since 1957 Member of the Steklov Mathematical Institute of the Russian Academy of Sciences.

Since 1970 Professor of the Moscow State University.

1986–2002 Head of the Laboratory “Statistics of Stochastic Processes” of the Steklov Mathematical Institute.

Since 1996 Head of the Probability Theory Department of the Faculty of Mechanics and Mathematics of the Moscow State University.

– Deputy Head of the journal “Theory of Probability and its Applications”.

– Co-editor of the journal “Finance and Stochastics”.

– Member of the editorial boards of the journals: “Analysis Mathematica” (Russian-Hungarian journal), “International Journal of Imaging Systems and Technology”, “Markov Processes and Related Fields”, “Probability and Mathematical Statistics”, “Quantitative Finance”, “Stochastics”, “Vestnik MGU. Ser Mat. Mekh.” – Member of the Advisory board of the journal “Statistics and Decisions”.

– Vice-President of the Bernoulli Society (1987–1989) – President of the Bernoulli Society (1989–1991)

– President of the Actuarial Society of Russia (1994–1998) – President of the Bachelier Finance Society (1998–1999)

– Member of the Scientiﬁc Council of the Steklov Mathematical Institute

– Member of the Scientiﬁc Board of the Thiele Centre for Applied Mathematics in Natural Sciences (Aarhus University, Denmark)

– Markov Prize of Academy of Sciences of the USSR (1974).

– Honorary Fellow of the Royal Statistical Society (1985).

– Member of the International Statistical Institute (ISI), Institute of Mathematical Statistics (IMS), Bernoulli Society (BS), Moscow Mathematical Society (MMS).

– Member of the Academia Europea (1990).

– Kolmogorov Prize of the Russian Academy of Sciences (1994).

– Man of the Year 1994 (by the American Biographical Institute).

– Humboldt Research Award (1996).

– Doctor Rerum Naturalium Honoris Causa of Albert Ludwigs University of Freiburg im Breisgau, Germany (2000).

– Professor Honoris Causa of Amsterdam University (2002).

– Distinguished Professor of M. V. Lomonosov Moscow State University (2003).

**Selected Peer-reviewed Publications:**

1. On a method of calculation of semi-invariants. (Russian) Teor. Veroyatnost. i Primenen. 4 (1959), no. 3, 341–355; Engl. transl. in Theory Probab. Appl. 4 (1960), no. 3, 319–329 (with V. P. Leonov).

2. On optimal methods in quickest detection problems. (Russian) Teor. Veroyatnost. i Primenen. 8 (1963), no. 1, 26–51; Engl. transl. in Theory Probab. Appl. 8 (1963), no. 1, 22–46.

3. Some new results in the theory of controlled random processes. (Russian) Transactions of the Fourth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes (Prague, 1965). Prague: Czechoslovak Acad. Sci., 1967, pp. 131–201; Engl. transl. in Select. Transl. Math. Statist. Probab. 8 (1969), 49–130.

4. Sur les ´equations stochastiques aux d´eriv´ees partielles. Actes du Congr`es International des Math´ematiciens (Nice, 1970), t. 2. Paris: GauthierVillars, 1971, pp. 537–544

5. Absolute continuity and singularity of probability measures in functional spaces. Proceedings of the International Congress of Mathematicians (Helsinki, 1978). Helsinki: Acad. Sci. Fennica, 1980, pp. 209–225.

6. Martingales: Recent developments, results and applications. Internat. Statist. Rev. 49 (1981), no. 3, 199-233.

7. On some concepts and stochastic models in ﬁnancial mathematics. (Russian) Teor. Veroyatnost. i Primenen. 39 (1994), no. 1, 5–22; Engl. transl. in Theory Probab. Appl. 39 (1994), no. 1, 1–13.

8. Statistical Sequential Analysis: Optimal Stopping Rules. (Russian) Moscow: “Nauka”, 1969. 231 pp.

9. Statistics of Random Processes. Nonlinear Filtering and Related Problems. (Russian) Probab. Theory Math. Statist., 15. Moscow: “Nauka”, 1974. 696 pp.

10. Probability. (Russian) Moscow: “Nauka”, 1980. 576 pp., 2nd ed. Moscow: “Nauka”, 1989. 640 pp.

11. T. Bharucha-Reid. Elements of the Theory of Markov Processes and their Applications. Russian transl. under the title Elementy teorii markovskikh protsessov i ikh prilozhenia edited by A. N. Shiryaev. Moscow: “Nauka”, 1969. 512 pp.