Albert N. Shiryaev

Albert N. Shiryaev is a distinguished Professor at Moscow State University's Faculty of Mechanics and Mathematics, where he has served as Head of the Probability Theory Department since 1996. He has been a Professor at the university since 1970 and a member of the Steklov Mathematical Institute of the Russian Academy of Sciences since 1957.

His research spans Probability theory, Mathematical statistics, Stochastic processes, and Financial mathematics, with particular expertise in sequential analysis and optimal stopping rules. His theoretical work has significantly influenced both pure and applied mathematics, especially in financial modeling where his monographs have become standard references.

Shiryaev's publication record includes over 170 scientific papers and numerous influential monographs such as Statistics of Random Processes (with Liptser), Limit Theorems for Stochastic Processes (with Jacod), and Essentials of Stochastic Finance. His research demonstrates consistent focus on foundational probability theory while expanding into financial applications in later decades.

• Markov Prize of Academy of Sciences of the USSR (1974)
• Honorary Fellow of the Royal Statistical Society (1985)
• Member of the Academia Europea (1990)
• Kolmogorov Prize of the Russian Academy of Sciences (1994)
• Humboldt Research Award (1996)
• Doctor Rerum Naturalium Honoris Causa of Albert Ludwigs University (2000)
• Professor Honoris Causa of Amsterdam University (2002)
• Distinguished Professor of Moscow State University (2003)

Shiryaev has advised 52 PhD dissertations across multiple countries and held significant academic leadership positions. He served as President of the Bernoulli Society (1989-1991), President of the Actuarial Society of Russia (1994-1998), and President of the Bachelier Finance Society (1998-1999). He currently serves as Deputy Head of the journal Theory of Probability and its Applications and Co-editor of Finance and Stochastics, while also sitting on multiple editorial boards including Markov Processes and Related Fields and Quantitative Finance.

His research group at the Steklov Mathematical Institute and Moscow State University has maintained continuous activity in probability theory research for decades, contributing to both theoretical advances and practical applications in finance and statistics.