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Mathematics - Probability Theory and Stochastic Processes | Problems in Probability (Authors and Editors)

Problems in Probability

Shiryaev, Albert N.

Translated by Lyasoff, A.

Original russian edition published by MCCME, Moscow

2012, XII, 428 p. With Original Russian Edition of "Probability": Shir\t{ia}ev, Al’bert Nikolaevich, Zadachi po Teorii Vero\t{ia}tnoste\u{i}, Moscow: MCCME, ©2006..

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Albert Shiryaev is an eminent mathematician who has written several texts on probability and stochastic calculus, which have been translated into several languages. He is the recipient of several honors and awards, including the Humboldt Research Award, Markov prize, and Kolmogorov prize.

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    Limit Theorems for Stochastic Processes

    Series: Grundlehren der mathematischen Wissenschaften, Vol. 288

    Jacod, Jean, Shiryaev, Albert N. 1987, or go to the Latest Edition

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    ISBN 978-3-662-02514-7
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  • Statistics of Random Processes II
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    Statistics of Random Processes II

    Applications

    Series: Stochastic Modelling and Applied Probability, Vol. 6

    Liptser, Robert S., Shiryaev, Albert N. 2001

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    ISBN 978-3-662-10028-8
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    Statistics of Random Processes

    I. General Theory

    Series: Stochastic Modelling and Applied Probability, Vol. 5

    Liptser, Robert, Shiryaev, Albert N. 2001

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    ISBN 978-3-662-13043-8
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  • Probability Theory III
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    Probability Theory III

    Stochastic Calculus

    Series: Encyclopaedia of Mathematical Sciences, Vol. 45

    Prokhorov, Yurij V., Shiryaev, Albert N. (Eds.) 1998

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    ISBN 978-3-662-03640-2
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    Optimal Stopping Rules

    Series: Stochastic Modelling and Applied Probability, Vol. 8

    Shiryaev, Albert N. 2008

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