Albert Nikolayevich Shiryaev - Mathematics

Professor Albert Nikolayevich Shiryaev a Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.

He has been a Full Professor at the Faculty of Mechanics and Mathematics of Moscow State University, since 1971. He was elected a Corresponding member of the Russian Academy of Science in 1997 and Academician in 2011.

Prof. Shiryaev has long and close relations with French mathematicians, among them P.-A. Meyer, J. Jacod, J. Memin and M. Yor. The joint efforts of French and Russian mathematicians have contributed greatly to the development of the modern theory of stochastic processes. He has directly contributed to the development of applied mathematics at the University of Angers.

Prof. Shiryaev's scientific work concerns different aspects of probability theory, statistics and their applications. He has made important contributions to the following areas:

• Nonlinear theory of stationary stochastic processes
• Fast detection of random effects
• Optimal nonlinear filtering, stochastic differential equations
• Stochastic optimization, including 'Optimal stopping rules'
• General stochastic theory and martingale theory
• Stochastic Finance

He has published more than 200 scientific papers and he is the author of 29 Monographs or textbooks. He was a scientific advisor of 67 PhD theses and some 31 of his students have received Doctor of Science degrees.

Prof. Shiryaev is a member of the editorial boards of many international journals, including Stochastics and Stochastics Reports, Analysis Mathematica, Probability and Mathematical Statistics, Quantitative Finance, Finance and Stochastics, Russian Mathematical Surveys, Annals of Applied Probability, Sequential Analysis.

The worldwide recognition of his scientific activity is exemplified by his election as President of the Bernoulli Society for Mathematical Statistics and Probability (1989-1991), President of the Bachelier Finance Society (1998-1999), and President of the Russian Actuarial Society (1994-1998).

Albert N. Shiryaev was awarded the Markov Prize in 1974, the Kolmogorov Prize in 1994, made an Honorary Fellow of the Royal Statistical Society in 1985, and received a Humboldt Research Award in 1996. He is also a Member of the Academia Europea (1990), and the New York Academy of Science (1997), and received the Doctor Honoris Causa of the Universitat Freiburg in 2000 and Doctor Honoris Causa of Amsterdam University in 2002.

The University of Angers awarded Professor Shiryaev the Doctor Honoris Causa title on December 3, 2015

To celebrate the professor, the University of Angers organised an international workshop on "A.N. Shiryaev and contemporary probability theory" during which, the invited speakers and members of the Federation of  Mathematical Research of the Loire region presented their contributions to modern probability theory and statistics. Two days were devoted to talks and discussions; on December 3, the ceremony took place in the afternoon.