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Mathematics
Russia
2026

D-Index & Metrics

Mathematics

D-Index
44
Citations
18109
World Ranking
1525
National Ranking
12

Research.com Recognitions

  • 2026 - Research.com Mathematics in Russia Leader Award
  • 2025 - Research.com Mathematics in Russia Leader Award
  • 2015 - Doctor Honoris Causa, Université d'Angers
  • 2011 - Academician of the Russian Academy of Sciences
  • 2002 - Doctor Honoris Causa, Amsterdam University
  • 2000 - Doctor Honoris Causa, Albert Ludwigs University of Freiburg
  • 1997 - Full Member of the Russian Academy of Sciences
  • 1996 - Alexander von Humboldt Research Award, Alexander von Humboldt Foundation
  • 1994 - Kolmogorov Prize of the Russian Academy of Sciences
  • 1990 - Member of Academia Europaea

Overview

Albert N. Shiryaev is affiliated with the Steklov Mathematical Institute in the Russian Federation. The Institute is well known for its research in various domains of mathematics, providing an environment for advanced theoretical work.

In 1990, Shiryaev was recognized as a Member of Academia Europaea, an acknowledgment reflecting their engagement with the broader European academic community. No other awards or honors are listed.

This scientist's profile includes no record of recent papers, co-authors, specific research topics, or publication venues. There are also no listed book publications or details on main fields or subfields of study. Consequently, there is no detailed information available on the scope or focus areas of their research output beyond institutional affiliation and noted award.

Best Publications

  • Limit Theorems for Stochastic Processes

    Jean Jacod;Albert N Shiryaev

  • Essentials of Stochastic Finance: Facts, Models, Theory

    Albert N. Shiryaev

  • On Optimum Methods in Quickest Detection Problems

    A. N. Shiryaev

  • Probability (2nd ed.)

    Albert Nikolaevich Shiryaev;R. P. Boas

  • Optimization of the flow of dividends

    M Jeanblanc-Picqué;A N Shiryaev

  • On a Method of Calculation of Semi-Invariants

    V. P. Leonov;A. N. Shiryaev

  • The Russian Option: Reduced Regret

    Larry A Shepp;A. N Shiryaev

  • The cumulant process and Esscher's change of measure

    Jan Kallsen;Albert N. Shiryaev

  • No-arbitrage, change of measure and conditional Esscher transforms

    H. Bühlmann;Freddy Delbaen;P. Embrechts;A.N. Shiryaev

  • Local martingales and the fundamental asset pricing theorems in the discrete-time case

    Jean Jacod;Albert N. Shiryaev

  • A New Look at Pricing of the ”Russian Option“

    Larry A Shepp;A. N Shiryaev

  • Thou shalt buy and hold

    Albert Shiryaev;Zuoquan Xu;Xun Yu Zhou

  • On Stefan’s Problem and Optimal Stopping Rules for Markov Processes

    B. I. Grigelionis;A. N. Shiryaev

  • Change of time and change of measure

    Ole E Barndorff-Nielsen;Albert Shiryaev

  • Quickest Detection Problems in the Technical Analysis of the Financial Data

    Albert N. Shiryaev

  • Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

    L. E Dubins;Larry A Shepp;A. N Shiryaev

  • Toward the theory of pricing of options of both European and American types. II: Continuous time

    A. N. Shiryaev;Yu. M. Kabanov;D. O. Kramkov;A. V. Mel’nikov

  • Solving the Poisson Disorder Problem

    Goran Peskir;Albert N. Shiryaev

  • On Esscher Transforms in Discrete Finance Models

    Hans Bühlmann;Freddy Delbaen;Paul Embrechts;Albert N. Shiryaev

  • Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum

    S. E. Graversen;G. Peskir;A. N. Shiryaev

  • PROBABILITY THEORY AND MATHEMATICAL STATISTICS: Proceedings of the Seventh Japan-Russia Symposium

    S. Watanabe;M. Fukushima;Yu. V. Prohorov;A. N. Shiryaev

  • Limit Theorems, Density Processes and Contiguity

    Jean Jacod;Albert N. Shiryaev

Frequent Co-Authors

Ole E. Barndorff-Nielsen
Ole E. Barndorff-Nielsen Aarhus University
Jean Jacod
Jean Jacod Sorbonne University
Goran Peskir
Goran Peskir University of Manchester
Marc Yor
Marc Yor Sorbonne University
William T. Ziemba
William T. Ziemba University of British Columbia
Yakov G. Sinai
Yakov G. Sinai Princeton University
Ioannis Karatzas
Ioannis Karatzas Columbia University
Vladimir Spokoiny
Vladimir Spokoiny Weierstrass Institute for Applied Analysis and Stochastics
S. P. Novikov
S. P. Novikov Russian Academy of Sciences
Xun Yu Zhou
Xun Yu Zhou Columbia University

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