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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

2014, Volume 287

| General information | Contents |


Stochastic calculus, martingales, and their applications


Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday

Volume Editor: A. A. Gushchin
Editor in Chief: A. G. Sergeev

ISBN: 5-7846-0132-6 (978-5-7846-0132-2)

Abstract: This volume marks the 80th birthday of the outstanding mathematician, academician of the Russian Academy of Sciences, Albert Nikolaevich Shiryaev. The volume contains papers of his disciples and colleagues from Russia and other countries, as well as joint articles of A. N. Shiryaev with his students. The papers cover a wide range of issues related to the directions to which A. N. Shiryaev has made a significant contribution: martingale theory and stochastic calculus, statistical sequential analysis, and financial mathematics.


Full text: Contents

Additional information

Stochastic calculus, martingales, and their applications
Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday

This volume marks the 80th birthday of the outstanding mathematician, academician of the Russian Academy of Sciences, Albert Nikolaevich Shiryaev. The volume contains papers of his disciples and colleagues from Russia and other countries, as well as joint articles of A. N. Shiryaev with his students. The papers cover a wide range of issues related to the directions to which A. N. Shiryaev has made a significant contribution: martingale theory and stochastic calculus, statistical sequential analysis, and financial mathematics.




© Steklov Math. Inst. of RAS, 2024