Albert N. Shiryaev
According to our database1, Albert N. Shiryaev authored at least 7 papers between 1998 and 2017.
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Sufficiency of Markov policies for continuous-time Markov decision processes and solutions to Kolmogorov's forward equation for jump Markov processes.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
Proceedings of the International Encyclopedia of Statistical Science, 2011
Finance Stochastics, 2008
Local martingales and the fundamental asset pricing theorems in the discrete-time case.
Finance Stochastics, 1998