Shiri︠a︡ev, Alʹbert Nikolaevich
Most widely held works by Alʹbert Nikolaevich Shiri︠a︡ev
Optimal stopping rules by Alʹbert Nikolaevich Shiri︠a︡ev ( Book )
28 editions published between 1969 and 2008 in English and Russian and held by 608 libraries worldwide
Markov times and random processes; Optimal stopping of Markov random sequences; Optimal stopping of markov random processes; Some applications to problems in mathematical statistics.
Probability by Alʹbert Nikolaevich Shiri︠a︡ev ( Book )
26 editions published between 1980 and 2009 in 4 languages and held by 570 libraries worldwide
This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, ergodic theory, weak convergence of probability measures, stationary stochastic processes, and the Kalman-Bucy filter. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a text for self-study.
Statistics of random processes by R. Sh Lipt︠s︡er ( Book )
37 editions published between 1974 and 2001 in English and Russian and held by 546 libraries worldwide
Limit theorems for stochastic processes by Jean Jacod ( Book )
13 editions published between 1987 and 2010 in English and Russian and held by 451 libraries worldwide
Essentials of stochastic finance : facts, models, theory by Alʹbert Nikolaevich Shiri︠a︡ev ( Book )
11 editions published between 1999 and 2008 in English and held by 349 libraries worldwide
Stochastic finance ( Book )
11 editions published between 2005 and 2006 in English and held by 336 libraries worldwide
"Mathematics, as the language of science, has always played a role in the development of knowledge and technology. Presently, the high-tech character of modern business has increased the need for advanced methods, which rely to a large extent on mathematical techniques. It has become essential for the financial analyst to possess a high degree of proficiency in these mathematical techniques. The essays in Stochastic Finance describe many of these techniques. This book is intended for experts in mathematics, statistics, mathematical finance, and economics."--Jacket.
From stochastic calculus to mathematical finance the Shiryaev Festschrift by Bachelier Colloquium on Stochastic Calculus and Probability ( Book )
5 editions published in 2006 in English and held by 309 libraries worldwide
Optimal stopping and free-boundary problems by G Peskir ( Book )
8 editions published in 2006 in English and held by 245 libraries worldwide
Covers a connection between optimal stopping and free-boundary problems. This book uses minimal tools and focuses on key examples. It exposes the general theory of optimal stopping, at its basic principles in both discrete and continuous time. It is useful for graduate and postgraduate students, researchers, and practitioners.
Stochastic optimization : proceedings of the international conference, Kiev, 1984 ( Book )
5 editions published between 1985 and 1986 in English and held by 195 libraries worldwide
Contiguity and the statistical invariance principle by P. E Greenwood ( Book )
5 editions published between 1985 and 1992 in English and held by 191 libraries worldwide
Statistics and control of stochastic processes by Steklov Seminar ( Book )
3 editions published in 1985 in English and held by 190 libraries worldwide
Theory of martingales by R. Sh Lipt︠s︡er ( Book )
7 editions published between 1986 and 1989 in English and Russian and held by 184 libraries worldwide
Probability theory. III, Stochastic calculus by I︠U︡. V Prokhorov ( Book )
1 edition published in 1998 in English and held by 176 libraries worldwide
Statistical experiments and decisions : asymptotic theory by Alʹbert Nikolaevich Shiri︠a︡ev ( Book )
5 editions published in 2000 in English and held by 131 libraries worldwide
Statistics and control of random processes ( Book )
1 edition published in 1994 in English and held by 118 libraries worldwide
Change of time and change of measure by O. E Barndorff-Nielsen ( Book )
2 editions published in 2010 in English and held by 69 libraries worldwide
Probability theory and mathematical statistics : proceedings of the Sixth USSR-Japan Symposium, Kiev, USSR, August 5-10, 1991 by USSR-Japan Symposium on Probability Theory and Mathematical Statistics ( Book )
1 edition published in 1992 in English and held by 60 libraries worldwide
Probability theory and mathematical statistics by A. N Kolmogorov ( Book )
5 editions published between 1992 and 2005 in English and Russian and held by 55 libraries worldwide
Probability Theory III : stochastic calculus ( Book )
1 edition published in 1998 in English and held by 43 libraries worldwide
Information theory and the theory of algorithms by A. N Kolmogorov ( Book )
4 editions published in 1993 in English and held by 30 libraries worldwide
Algorithms Asymptotic expansions Banks and banking Bio-bibliography Biography Boundary value problems Business mathematics Chaotic behavior in systems Conference proceedings Continuity Control theory Differential equations, Partial Distribution (Probability theory) Economics Economics, Mathematical Experimental design Finance Financial engineering Information theory Investments--Mathematics Kolmogorov, A. N.--1903-1987 Kolmogorov complexity Lévy processes Limit theorems (Probability theory) Markov processes Martingales (Mathematics) Mathematical optimization Mathematical statistics Mathematicians Mathematics Measure theory Nonlinear integral equations Optimal stopping (Mathematical statistics) Probabilities Random walks (Mathematics) Russia (Federation) Semimartingales (Mathematics) Sequential analysis Soviet Union Statistical decision Statistics Stochastic analysis Stochastic processes System theory
Chiriaev, Albert Nikolaevitch 1934-....
Shiriaev, A. N. 1934- AACR
Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich)
Shiriaev, Al'bert N. 1934-
Shiri︠a︡ev, Alʹbert Nikolaevich
Shiriaev, Al'bert Nikolaevich, 1934- czeeng
Shiryaev, A. N.
Shiryaev, A. N. 1934-
Shiryaev, Albert 1934-
Shiryaev, Albert N.
Shiryaev, Albert N. 1934-
Shiryaev, Albert Nicolaevich 1934-....
Shiryaev, Albert Nikolaevich 1934-
Shiryayev, A. N.
Shiryayev, A. N. 1934-
Shiryayev, Albert N. 1934-
Shiryayev, Albert Nikolaevich
Shiryayev, Albert Nikolaevich 1934-....
Shyriaev, Albert N. 1934-
Širâev, A. N.
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Širjaev, Al'bert N. 1934-
Širjaev, Al'bert Nikolaevič 1934-
Širjaev, Al'bert Nikolaevič. [t]
Sziriajew, A. N.
Ширяев, Альберт НиколаевичШиряев, Альберт Николаевич