Albert N. Shiryaev Books

Selected Works
Probability Theory III
Probability Theory III

By IU. V. Prokhorov

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Probability Theory III
Probability Theory III

By Yu. V. Prokhorov

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This volume of the Encyclopaedia is a survey of stochastic calculus which has become an increasingly important part of probability. The topics covered include Brownian motion, the Ito integral, sto...

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Statistics of Random Processes II
Statistics of Random Processes I
Prokhorov and Contemporary Probability Theory
Prokhorov and Contemporary Probability Theory
Optimal Stopping and Free Boundary Problems Lectures in Mathematics. ETH Zurich
Selected Works II
Selected Works II

By Albert N. Shiryaev, Andrei N. Kolmogorov

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This volume is the second of three volumes devoted to the work of one of the most prominent twentieth-century mathematicians. Throughout his mathematical work, A.N. Kolmogorov (1903-1987) showed gr...

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Selected Works II

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