MSRN News

A special issue dedicated to the 90th anniversary of academician Albert Shiryaev

Albert Nikolaevich Shiryaev is a Soviet and Russian mathematician, a student of Kolmogorov, academician of the Russian Academy of Sciences, Professor Emeritus of Moscow State University and Head of the Probability Theory Department (Faculty of Mechanics and Mathematics, Moscow State University), Head of the Laboratory of Statistics of Random Processes of the V. A. Steklov Mathematical Institute, full member of the European Academy (1990), president of the Russian Society of Actuaries (1994), Vice-President of the International Society for Financial Mathematics (1996), Honorary Fellow of the Royal Statistical Society of Great Britain (1985), member of the International Statistical Society of the United Kingdom (1985), member of the International Statistical Society of Great Britain (1996), member of the International Statistical Society of Great Britain (1985). He has obtained fundamental results in the nonlinear spectral theory of random processes, in the problems of fastest detection of randomly appearing targets, in statistical sequential analysis, nonlinear filtering, stochastic calculus of random processes, and in the theory of martingales.

Professor Shiryaev was a participant of OTHA (Operator Theory and Harmonic Analysis) series events, a lecturer at the Seminar on Analysis, Differential Equations and Mathematical Physics, a co-author of the Springer Nature scientific collection “Operator Theory and Harmonic Analysis OTHA 2020, Part II - Probability-Analytical Models, Methods and Applications” (https://link.springer.com/book/10.1007/978-3-030-76829-4 ).

The link to the Special Issue is here: https://link.springer.com/journal/10958/volumes-and-issues/289-3.

This Special Issue also contains the article by Alexander Gushchin, Igor Pavlov, and Alexey Karapetyants dedicated to A.N. Shiryaev: https://link.springer.com/article/10.1007/s10958-025-07732-1 .
2025-06-05 15:58