Shiryaev Albert Nikolaevich

Presentations in Math-Net.Ru

1. TBA
   A. N. Shiryaev
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 13, 2024 18:40
2. On parameter estimation of diffusion-type processes: sequential approach revisited
   A. A. Novikov, A. N. Shiryaev, N. E. Kordzakhia
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 10, 2024 15:00
3. Brownian Motion and Wiener Measure
   A. N. Shiryaev
   International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
   December 9, 2024 12:30
4. On direct and inverse Kolmogorov equations for purely jump-like Markov processes and their generalization
   Albert Shiryaev
   Sino-Russian Interdisciplinary Mathematical Conference-2
   November 25, 2024 10:30   
5. On the stochastic resonance
   A. N. Shiryaev
   9th International Conference on Stochastic Methods
   June 3, 2024 10:00   
6. On theories of decision making under risk and uncertainty (and on paradoxes, capacities, Choque integrals and inverse stochastic differential equations)
   A. N. Shiryaev
   International scientific workshop OTHA Fall 2023
   December 18, 2023 10:00   
7. On direct and inverse Kolmogorov equations for purely jump-like Markov processes and their generalizations
   A. N. Shiryaev
   Seminar on Analysis, Differential Equations and Mathematical Physics
   October 19, 2023 18:00
8. Kolmogorov's equations for jump Markov processes and their applications to control
   Eugene Feinberg, Albert Shiryaev
   International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
   May 20, 2021 16:00   
9. Opening
   Valery Kozlov, Dmitry Treschev, Albert Shiryaev
   International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
   May 17, 2021 10:30   
10. Prokhorov's theorem
    Albert N. Shiryaev
    International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
    December 16, 2019 10:00   
11. Opening
    Albert N. Shiryaev
    International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
    December 16, 2019 09:50   
12. Randomness in the probability theory and the Kolmogorov complexity
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    October 17, 2018 16:45
13. Stochastic disorder problems
    A. N. Shiryaev
    Scientific session of the Steklov Mathematical Institute of RAS dedicated to the results of 2016
    November 16, 2016 10:30   
14. Leonhard Euler and Probability Theory
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    February 24, 2016 16:45
15. CUSUM-statistics and its optimality in Lorden's criterion
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    February 17, 2016 16:45
16. Opening
    A. N. Shiryaev
    Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
    December 28, 2015 09:00   
17. Opening Ceremony
    A. N. Shiryaev
    International Scientific Conference "Probability Theory and its Applications" On Occasion of 85th Birthday of Yu. V. Prokhorov
    February 12, 2015 10:00   
18. Randomness in probability
    A. N. Shiryaev
    Colloquium of Steklov Mathematical Institute of Russian Academy of Sciences
    November 6, 2014 16:00   
19. Changepoint detection problems on a finite interval
    A. N. Shiryaev, M. V. Zhitlukhin
    Fourth IMS-FPS Workshop 2014, Sydney, Australia, July 2-6, 2014
    June 19, 2014   
20. Stochastic differential equations: weak and strong solutions
    A. N. Shiryaev
    International conference "QP 34 – Quantum Probability and Related Topics"
    September 18, 2013 10:00   
21. A quickest detection problem with an observation cost
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    March 20, 2013 16:45
22. On a series of papers devoted to the optimal stopping of Brownian motion with drift
    A. N. Shiryaev, A. A. Muravlev, M. V. Zhitlukhin
    Principle Seminar of the Department of Probability Theory, Moscow State University
    November 14, 2012 16:45
23. On strong and weak solutions to the stochastic differential equations with degenerating diffusion
    A. N. Shiryaev
    Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
    February 16, 2012 14:00   
24. Closing ceremony of the symposium “Visions in Stochastics”
    A. N. Shiryaev
    International Symposium "Visions in Stochastics (Leaders and their Pupils)"
    November 3, 2010 17:00   
25. Opening ceremony of the symposium "Visions in Stochastics"
    A. N. Shiryaev
    International Symposium "Visions in Stochastics (Leaders and their Pupils)"
    November 1, 2010 09:45   
26. Probability and the concept of randomness
    A. N. Shiryaev
    Steklov Mathematical Institute Seminar
    November 26, 2009 16:00   
27. On Euler's works in probability, statistics, demography and insurance in volume VII of the Opera Omnia
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    September 9, 2009 16:45
28. On stochastic rule "Buy and Hold" in financial mathematics
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    February 18, 2009 16:45
29. On the optimality of the rule "Buy-and-Hold"
    A. N. Shiryaev
    Principle Seminar of the Department of Probability Theory, Moscow State University
    October 8, 2008 16:45
30. Euler and probability theory
    A. N. Shiryaev
    Annual scientific conference "Lomonosov Papers" in 2007
    April 16, 2007 14:30
31. On stochastic optimization problems for the diffusion processes and methods of their solution by reduction to the Stefan problem with unknown boundaries for the Poisson equation
    A. N. Shiryaev
    Steklov Mathematical Institute Seminar
    March 2, 2006 16:00   
32. Greeting
    A. N. Shiryaev
    Festive meeting for the 100th birthday of Academician Sergei Mikhailovich Nikol'skii
    April 30, 2005   
33. Life and creative work of Andrei Nikolaevich Kolmogorov
    A. N. Shiryaev
    On the centenary of the great Russian scientist Andrei Nikolaevich Kolmogorov (25.IV.1930–20.X.1987)
    March 1, 2004   
34. Speech
    A. N. Shiryaev
    At Steklov Mathematical Institute of Russian Academy of Sciences
    January 14, 2004   
35. International conference "Kolmogorov and Contemporary Mathematics" and other commemorative events for the 100th anniversary of Andrei Nikolaevich Kolmogorov
    A. N. Shiryaev
    On the centenary of the great Russian scientist Andrei Nikolaevich Kolmogorov (25.IV.1930–20.X.1987)
    June 16–21, 2003