Search Results - Shiryaev, A. N.

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  1. 1
    Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013

    Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013 by Shiryaev, A. N., Zhitlukhin, M. V., Ziemba, W. T.

    Published in Quantitative finance
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  2. 2
    On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

    On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem by Shiryaev, A. N.

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  3. 3
    Bayesian Disorder Problems on Filtered Probability Spaces

    Bayesian Disorder Problems on Filtered Probability Spaces by Zhitlukhin, M. V., Shiryaev, A. N.

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  4. 4
    Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion

    Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion by Çetin, U., Novikov, A., Shiryaev, A. N.

    Published in Sequential analysis
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  5. 5
    On Stochastic Models and Optimal Methods in the Quickest Detection Problems

    On Stochastic Models and Optimal Methods in the Quickest Detection Problems by Shiryaev, A. N.

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  6. 6
    Sequential Testing Problems for Poisson Processes

    Sequential Testing Problems for Poisson Processes by Peskir, G., Shiryaev, A. N.

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  7. 7
    On Duality Principle for Hedging Strategies in Diffusion Models

    On Duality Principle for Hedging Strategies in Diffusion Models by Ivanov, R. V., Shiryaev, A. N.

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  8. 8
    Russian–Japanese Symposium on “A Stochastic Analysis of Advanced Statistical Models”

    Russian–Japanese Symposium on “A Stochastic Analysis of Advanced Statistical Models” by Ulyanov, A. N. Shiryaev and V. V.

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  9. 9
    When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model

    When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model by Shiryaev, A.N., Zhitlukhin, M.V., Ziemba, W.T.

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  10. 10
    News of Scientific Life

    News of Scientific Life by Shiryaev, A. N.

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  11. 11
    On the 120th Birthday of Andrei Nikolaevich Kolmogorov

    On the 120th Birthday of Andrei Nikolaevich Kolmogorov by Shiryaev, A. N.

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  12. 12
    Optimization of the flow of dividends

    Optimization of the flow of dividends by Jeanblanc-Picqué, M, Shiryaev, A N

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  13. 13
    On confidence intervals for Brownian motion changepoint times

    On confidence intervals for Brownian motion changepoint times by Zhitlukhin, M. V., Muravlev, A. A., Shiryaev, A. N.

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  14. 14
    Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci

    Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci by Novikov, A., Shiryaev, A. N.

    Published in Sequential analysis
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  15. 15
    On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician

    On the Bicentenary of the Birth of P. L. Chebyshev, A Great Russian Mathematician by Shiryaev, A. N.

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  16. 16
    On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion

    On Asymptotic Optimality of the Second Order in the Minimax Quickest Detection Problem of Drift Change for Brownian Motion by Burnaev, E. V., Feinberg, E. A., Shiryaev, A. N.

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  17. 17
    Sequential testing problems for poisson processes

    Sequential testing problems for poisson processes by PESKIR, G, SHIRYAEV, A. N

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  18. 18
    In Memory of V. V. Senatov (03.10.1951--06.22.2021)

    In Memory of V. V. Senatov (03.10.1951--06.22.2021) by Shiryaev, A. N.

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  19. 19
    On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion

    On Conditional-Extremal Problems of the Quickest Detection of Nonpredictable Times of the Observable Brownian Motion by Shiryaev, A. N.

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  20. 20
    On an Effective Solution of the Optimal Stopping Problem for Random Walks

    On an Effective Solution of the Optimal Stopping Problem for Random Walks by Novikov, A. A., Shiryaev, A. N.

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