This International workshop "A.N. Shiryaev and contemporary probability theory" celebrates the award of the title of Doctor Honoris Causa of the Université d'Angers to Professor A.N. Shiryaev.
During this event, the invited speakers and members of the Federation of Mathematical Research of the Loire region will present their contributions to modern 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 devoted to discussion, and the award ceremony will be held in the afternoon.
The arrival date for the workshop is the 29th November and the departure date the 3rd December.
The contributions of Albert Nikolaevich Shiryaev
Albert N. Shiryaev is a Full Professor at the Faculty of Mechanics and Mathematics of Moscow State University, since 1971. He was elected a Corresponding member of the Russian Academy of Science in 1997 and Academician in 2011.
Albert 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 greatly to the development of the modern theory of stochastic processes. Albert N. Shiryaev also visited the University of Angers several times and contributed to the developpement of the applied mathematics of this university.
Shiryaev's scientific work concerns different aspects of probability theory, statistics and their applications. He has made important contributions to the following areas:
Nonlinear theory of stationary stochastic processes
Fast detection of random effects
Optimal nonlinear filtering, stochastic differential equations
Stochastic optimization, including 'Optimal stopping rules'
General stochastic theory and martingale theory
Stochastic finance
Shiryaev 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.
Shiryaev is a member of the editorial boards of many international journals, including Stochastics and Stochastics Reports, Analysis Mathematica, Probability and Mathematical Statistics, Quantitative Finance, Finance and Stochastics, Russian Mathematical Surveys, Annals of Applied Probability, Sequential Analysis.
The worldwide recognition of his scientific activity is exemplified by his election as President of the Bernoulli Society for Mathematical Statistics and Probability (1989-1991), President of the Bachelier Finance Society (1998-1999), and President of the Russian Actuarial Society (1994-1998).
Shiryaev was awarded the Markov prize in 1974, the Kolmogorov prize in 1994, made an Honorary Fellow of the Royal Statistical Society in 1985, and received a Humboldt Research Award in 1996. Shiryaev is also Member of the Academia Europea (1990), the New York Academy of Science (1997),
and received the Doctor Honoris Causa of the Universiatat Freiburg in 2000 and Doctor Honoris Causa of Amsterdam University in 2002.