Автор: Albert Shiryaev

Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from ”pure” branches of mathematics, like geometry, to more applied area …

The present monograph, based mainly on studies of the authors and their – authors, and also on lectures given by the authors in the past few years, has the following particular aims: To present basic …

The book provides an overview of the author’s work devoted to experimental study of hopping conductivity, which includes substantial contributions, such as solving the problem of critical indices of …

Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change o …

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author’s lectures in the Department of Mechanics and Mathematics of the Lomonosov Unive …

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few excepti …