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SUMMARY:A.N. Shiryaev and Contemporary Probability Theory
DTSTART;VALUE=DATE-TIME:20151130T070000Z
DTEND;VALUE=DATE-TIME:20151202T194500Z
DTSTAMP;VALUE=DATE-TIME:20210516T222050Z
UID:indico-event-866@indico.math.cnrs.fr
DESCRIPTION:\nThis International workshop "A.N. Shiryaev and contemporary
probability theory" celebrates the award of the title of Doctor Honoris Ca
usa of the Université d'Angers to Professor A.N. Shiryaev. \n\nDuring thi
s event\, the invited speakers and members of the Federation of Mathemati
cal Research of the Loire region will present their contributions to moder
n probability theory and statistics. The first two days (30/11 and 01/12)
will be devoted to talks. On the 2nd December\, the morning will be devote
d to discussion\, and the award ceremony will be held in the afternoon.\n\
nThe arrival date for the workshop is the 29th November and the departure
date the 3rd December.\n\nThe contributions of Albert Nikolaevich Shiryaev
\n\nAlbert N. Shiryaev is a Full Professor at the Faculty of Mechanics and
Mathematics of Moscow State University\, since 1971. He was elected a Cor
responding member of the Russian Academy of Science in 1997 and Academicia
n in 2011.\n\nAlbert N. Shiryaev has long and close relations with French
mathematicians\, among them P.-A. Meyer\, J. Jacod\, J. Memin and M. Yor.
The joint efforts of French and Russian mathematicians have contributed gr
eatly to the development of the modern theory of stochastic processes. Alb
ert N. Shiryaev also visited the University of Angers several times and co
ntributed to the developpement of the applied mathematics of this universi
ty.\n\nShiryaev's scientific work concerns different aspects of probabilit
y theory\, statistics and their applications. He has made important contri
butions to the following areas:\n\n\n\n \n \nNonlinear theory of sta
tionary stochastic processes\n \n \n \nFast detection of random e
ffects\n \n \n \nOptimal nonlinear filtering\, stochastic differe
ntial equations\n \n \n \nStochastic optimization\, including 'Op
timal stopping rules'\n \n \n \nGeneral stochastic theory and mar
tingale theory\n \n \n \nStochastic finance\n \n\n\n\nShiryaev
has published more than 200 scientific papers and he is the author of 29
Monographs or textbooks. He was a scientific advisor of 67 PhD theses and
some 31 of his students have received Doctor of Science degrees.\n\nShirya
ev is a member of the editorial boards of many international journals\, in
cluding Stochastics and Stochastics Reports\, Analysis Mathematica\, Proba
bility and Mathematical Statistics\, Quantitative Finance\, Finance and St
ochastics\, Russian Mathematical Surveys\, Annals of Applied Probability\,
Sequential Analysis.\n\nThe worldwide recognition of his scientific activ
ity is exemplified by his election as President of the Bernoulli Society f
or Mathematical Statistics and Probability (1989-1991)\, President of the
Bachelier Finance Society (1998-1999)\, and President of the Russian Actua
rial Society (1994-1998).\n\nShiryaev was awarded the Markov prize in 1974
\, the Kolmogorov prize in 1994\, made an Honorary Fellow of the Royal Sta
tistical Society in 1985\, and received a Humboldt Research Award in 1996.
Shiryaev is also Member of the Academia Europea (1990)\, the New York Aca
demy of Science (1997)\,\nand received the Doctor Honoris Causa of the Uni
versiatat Freiburg in 2000 and Doctor Honoris Causa of Amsterdam Universit
y in 2002.\n\n\n\n \n\n
\n\nhttps://indico.math.cnrs.fr/event/866/
LOCATION:Angers - France
URL:https://indico.math.cnrs.fr/event/866/
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