UB Paderborn / Katalog / Suche / in CDI

Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991

H. Niemi, G. Högnas, A. N. Shiryaev, A. V. Melnikov / H. Niemi, G. Högnas, A. N. Shiryaev, A. V. Melnikov

2020

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

Quantitative finance, 2015-09, Vol.15 (9), p.1449-1469

2015

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On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

Russian mathematical surveys, 2018-02, Vol.73 (1), p.169-171

Shiryaev, A. N.

2018

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Bayesian Disorder Problems on Filtered Probability Spaces

Theory of probability and its applications, 2013-01, Vol.57 (3), p.497-511

2013

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Sequential testing problems for poisson processes

The Annals of statistics, 2000-05, Vol.28 (3), p.837-859

2000

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Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion

Sequential analysis, 2013-07, Vol.32 (3), p.288-296

2013

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On Stochastic Models and Optimal Methods in the Quickest Detection Problems

Theory of probability and its applications, 2009-01, Vol.53 (3), p.385-401

Shiryaev, A. N.

2009

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On Duality Principle for Hedging Strategies in Diffusion Models

Theory of probability and its applications, 2012-01, Vol.56 (3), p.376-402

2012

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Sequential Testing Problems for Poisson Processes

The Annals of statistics, 2000-06, Vol.28 (3), p.837-859

2000

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

Theory of probability and its applications, 2011-01, Vol.55 (3), p.536-557

Ulyanov, A. N. Shiryaev and V. V.

2011

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Frontiers in Pure and Applied Probability: Vol. 1, Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13-16, 1991

2020

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

Journal of portfolio management, 2014-01, Vol.40 (2), p.54-63

2014

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News of Scientific Life

Theory of probability and its applications, 2015-01, Vol.59 (1), p.178-179

Shiryaev, A. N.

2015

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On the 120th Birthday of Andrei Nikolaevich Kolmogorov

Theory of probability and its applications, 2023-01, Vol.68 (3), p.339-341

Shiryaev, A. N.

2023

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Optimization of the flow of dividends

Russian mathematical surveys, 1995-04, Vol.50 (2), p.257-277

1995

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On confidence intervals for Brownian motion changepoint times

Russian mathematical surveys, 2016-01, Vol.71 (1), p.159-160

2016

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

Sequential analysis, 2014-04, Vol.33 (2), p.182-185

2014

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

Theory of probability and its applications, 2009-01, Vol.53 (3), p.519-536

2009

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Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies

1st Edition 2020, 2020

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

Theory of probability and its applications, 2022-02, Vol.66 (4), p.497-505

Shiryaev, A. N.

2022

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

Theory of probability and its applications, 2021-01, Vol.66 (3), p.495-496

Shiryaev, A. N.

2021

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

Theory of probability and its applications, 2009-01, Vol.53 (4), p.663-678

Shiryaev, A. N.

2009

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

Theory of probability and its applications, 2005, Vol.49 (2), p.344-354

2005

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Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum

Theory of probability and its applications, 2001-01, Vol.45 (1), p.41-50

2001

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The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion

Russian mathematical surveys, 2013-01, Vol.68 (2), p.389-391

2013

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Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13–16, 1991

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

On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem

Bayesian Disorder Problems on Filtered Probability Spaces

Sequential testing problems for poisson processes

Bayesian Sequential Estimation of a Drift of Fractional Brownian Motion

On Stochastic Models and Optimal Methods in the Quickest Detection Problems

On Duality Principle for Hedging Strategies in Diffusion Models

Sequential Testing Problems for Poisson Processes

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

Frontiers in Pure and Applied Probability: Vol. 1, Proceedings of the Third Finnish-Soviet Symposium on Probability Theory and Mathematical Statistics, Turku, Finland, August 13-16, 1991

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

News of Scientific Life

On the 120th Birthday of Andrei Nikolaevich Kolmogorov

Optimization of the flow of dividends

On confidence intervals for Brownian motion changepoint times

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

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

Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies

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

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

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

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

Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum

The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion

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