Albert N. Shiryaev
- Finance top 0.05%
- Economics and Econometrics top 0.2%
- Mathematical Physics top 0.2%
- Management Science and Operations Research top 0.2%
- Statistics and Probability top 0.1%
- Co-authors
- Jean JacodDitlev MonradR. LiptserL. A. SheppR. P. BoasJan KallsenGoran PeškirFreddy Delbaen
- Topics
- Stochastic processes and financial applications (62 papers)Advanced Statistical Process Monitoring (23 papers)Financial Risk and Volatility Modeling (19 papers)
- Journals
- Journal of the American Statistical AssociationThe Annals of StatisticsJournal of Mathematical Analysis and Applications
- Partner nations
- RussiaFranceUnited States
In The Last Decade
Albert N. Shiryaev
143 papers receiving 9.0k citations
Hit Papers
Peers
Comparison fields: 5 of 143
- Finance 6.2k
- Economics and Econometrics 2.3k
- Mathematical Physics 1.9k
- Management Science and Operations Research 1.8k
- Statistics and Probability 1.8k
Countries citing papers authored by Albert N. Shiryaev
This map shows the geographic impact of Albert N. Shiryaev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Albert N. Shiryaev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Albert N. Shiryaev more than expected).
Fields of papers citing papers by Albert N. Shiryaev
This network shows the impact of papers produced by Albert N. Shiryaev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Albert N. Shiryaev. The network helps show where Albert N. Shiryaev may publish in the future.
Co-authorship network of co-authors of Albert N. Shiryaev
This figure shows the co-authorship network connecting the top 25 collaborators of Albert N. Shiryaev. A scholar is included among the top collaborators of Albert N. Shiryaev based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Albert N. Shiryaev. Albert N. Shiryaev is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 0 | |
| 3 | Kolmogorov’s Equations for Jump Markov Processes with
\nUnbounded Jump Rates | 6 |
| 4 | 17 | |
| 5 | 18 | |
| 6 | 1 | |
| 7 | 1 | |
| 8 | 32 | |
| 9 | 16 | |
| 10 | 210 | |
| 11 | Maximal Inequalities for Reflected Brownian Motion with Drift | 4 |
| 12 | Local Martingales and the Fundamental Asset Pricing Theorems in the Discrete-time Case | 1 |
| 13 | 73 | |
| 14 | No-arbitrage, change of measure and conditional Esscher transforms | 141 |
| 15 | 0 | |
| 16 | 6 | |
| 17 | 24 | |
| 18 | 21 | |
| 19 | 7 | |
| 20 | 60 |
About Albert N. Shiryaev
Albert N. Shiryaev is a scholar working on Finance, Statistics, Probability and Uncertainty and Statistics and Probability, having authored 159 papers that have together received 10.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (62 papers), Advanced Statistical Process Monitoring (23 papers) and Financial Risk and Volatility Modeling (19 papers). The work is most often cited by research in Finance (6.2k citations), Mathematical Physics (1.9k citations) and Statistics and Probability (1.8k citations). Albert N. Shiryaev has collaborated with scholars based in Russia, France and United States. Frequent co-authors include Jean Jacod, Jean Jacod, Ditlev Monrad, R. Liptser, L. A. Shepp, R. P. Boas, Jan Kallsen, Goran Peškir, Freddy Delbaen and Paul Embrechts. Their work appears in journals such as Journal of the American Statistical Association, The Annals of Statistics and Journal of Mathematical Analysis and Applications.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.