Albert N. Shiryaev

Identifiers

• name variant Albert N. Shiryaev 0.60 · backfill

Papers (6)

1. Kolmogorov's Equations for Jump Markov Processes with Unbounded Jump Rates math.PR · 2016 · author #3
2. A quickest detection problem with an observation cost math.PR · 2015 · author #2
3. On solutions of Kolmogorov's equations for jump Markov processes math.PR · 2013 · author #3
4. On the one-sided Tanaka equation with drift math.PR · 2011 · author #2
5. Bayesian quickest detection problems for some diffusion processes math.ST · 2010 · author #2
6. Esscher transform and the duality principle for multidimensional semimartingales math.PR · 2008 · author #3

Mentions

• 1301.6998 #3 · backfill · confidence 0.70 Albert N. Shiryaev
• 1108.4069 #2 · backfill · confidence 0.70 Albert N. Shiryaev
• 1010.3430 #2 · backfill · confidence 0.70 Albert N. Shiryaev
• 0809.0301 #3 · backfill · confidence 0.70 Albert N. Shiryaev

Frequent Coauthors

• Eugene A. Feinberg 2 shared papers
• Manasa Mandava 2 shared papers
• Antonis Papapantoleon 1 shared papers
• Ernst Eberlein 1 shared papers
• Ioannis Karatzas 1 shared papers
• Mykhaylo Shkolnikov 1 shared papers
• Pavel V. Gapeev 1 shared papers
• Robert C. Dalang 1 shared papers