!!Albert Shiyaev - Curriculum vitae
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__A.__
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*1952-1957 Student of the Faculty of Mechanics and Mathematics of the Moscow State University.
*Since 1957 Member of the Steklov Mathematical Institute of the Russian Academy of Sciences.
*1961 Candidate (Ph. D.) dissertation EOptimal methods on quickest detection problems". Scientific advisor A. N. Kolmogorov.
*1967 Dissertation for degree of Doctor of Phys.-Math. Sci. "Studies in the sequential statistical analysis". Official opponents: A. N. Kolmogorov, A. V. Skorokhod, and I. A. Ibragimov.
*Since 1970 Professor of the Moscow State University.
*1986-2002 Head of the Laboratory "Statistics of Stochastic Processes" of the Steklov Mathematical Institute.
*Since 1996 Head of the Probability Theory Department of the Faculty of Mechanics and Mathematics of the Moscow State University.
*Since 1997 Correspondent member of the Russian Academy of Sciences.
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__B. Scientific activity__
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More than 170 main scientific papers (on probability theory, mathematical and applied statistics, optimal stochastic control, financial mathematics, history of mathematics).
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__Monographs:__
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__1. Statistical Sequential Analysis__
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*1969 - Russian edition, "Nauka", 231 pp.;
*1973 - English edition, Amer. Math. Soc., iv+174 pp.;
*1976 - 2nd Russian edition, rev., "Nauka", 272 pp.;
*1978 - English edition under the title "Optimal stopping rules", Springer, x+217 pp.
*2008 - Reprint of the 1978 translation, Springer-Verlag, xii+217 pp.
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__2. Statistics of Random Processes (with R. Sh. Liptser)__
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*1974 - Russian edition, "Nauka", 696 pp.;
*1977 - English edition, vol. I, Springer, x+394 pp.;
*1978 - English edition, vol. II, Springer, x+339 pp.;
*1981 - Polish edition, PWN, 680 pp.;
*2001 - 2nd English ed., rev. and expanded, vol. I, II; xv+427 pp., xv+402 pp.
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__3. Theory of Martingales (with R. Sh. Liptser)__
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*1986 - Russian edition, "Nauka", 512 pp.;
*1989 - English edition, Kluwer Acad. Publ., xiv+792 pp.
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__4. Limit Theorems for Stochastic Processes (with J. Jacod)__
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*1987 - English edition, Springer; xvii+600 pp.;
*1994 - Russian edition, vol. I, II, "Nauka", 544 pp., 368 pp.;
*2003 - 2nd English edition, rev. and expanded, Springer, xx+661 pp.
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__5. Contiguity and Statistical Invariance Principle (with P. E. Greenwood)__
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*1985 - English edition, Gordon & Breach, viii+236 pp.
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__6. Essentials of Stochastic Finance__
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*1998 - Russian edition, vol. I, II, "FAZIS", 1018 pp.;
*1999 - English edition, World Scientific Publ., xvi+834 pp. Reprinted 1999, 2000, 2001, 2003;
*2004 - 2nd Russian ed., corrected, xxxviii+1018 pp.
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__7. Statistical Experiments and Decision (with V. G. Spokoiny)__
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*2000 - World Scientific Publ., xvi+281 pp.
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__8. Theory of Random Processes (with A. V. Bulinsky)__
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*2003 - Russian edition, Fizmatlit, 399 p.
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__9. Optimal Stopping and Free-Boundary Problems (with G. Peskir)__
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*2006 - Lectures in Mathematics ETH Zurich. BirkhÄauser, xxii+500 p.
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__Textbooks:__
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__1. Probability, Statistics, Stochastic Processes I, II__
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*1973 - Russian edition, vol. I, Moscow Univ. Press, 204 pp.;
*1974 - Russian edition, vol. II, Moscow Univ. Press, 224 pp.
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__2. Stochastic Processes__
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*1972 - Russian edition, Moscow Univ. Press, 241 pp.;
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__3. Probability__
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*1980 - Russian edition, "Nauka", 576 pp.;
*1984 - English edition, Springer, xi+577 pp.;
*1988 - German edition, Academie-Verlag, 592 pp.;
*1989 - 2nd Russian edition, rev. and expanded, "Nauka", 640 pp.;
*1995 - 2nd English edition, Springer, xvi+621 pp.;
*2004 - 3rd Russian edition, rev. and expanded, vol. 1, 2, MCCME, 927 pp.
*2007 - 4th Russian edition, vol. 1, 2, MCCME, 3rd English edition, Springer (in preparation)
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__4. Problems in Theory of Probability__
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*2005 Russian edition, MCCME, 416 pp.; English edition, Springer (in preparation)
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__C. Prizes and Awards__
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*Markov Prize of Academy of Sciences of the USSR (1974).
*Honorary Fellow of the Royal Statistical Society (1985).
*Member of the International Statistical Institute (ISI), Institute of Mathematical Statistics (IMS), Bernoulli Society (BS), Moscow Mathematical Society (MMS).
*Member of the Academia Europea (1990).
*Kolmogorov Prize of the Russian Academy of Sciences (1994).
*Man of the Year 1994 (by the American Biographical Institute).
*Humboldt Research Award (1996).
*Doctor ''Rerum Naturalium Honoris Causa'' of Albert Ludwigs University of Freiburg im Breisgau, Germany (2000).
*Professor ''Honoris Causa'' of Amsterdam University (2002).
*Distinguished Professor of M. V. Lomonosov Moscow State University (2003)
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__D.__
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*Deputy Head of the journal "Theory of Probability and its Applications".
*Co-editor of the journal "Finance and Stochastics".
*Member of the editorial boards of the journals:
**"Analysis Mathematica" (Russian-Hungarian journal)
**"International Journal of Imaging Systems and Technology"
**"Markov Processes and Related Fields"
**"Quantitative Finance"
**"Stochastics"
**"Vestnik MGU. Ser Mat. Mekh."
*Member of the Advisory board of the journal "Statistics and Decisions"
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__E.__
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*President-elect of the Bernoulli Society (1987{1989)
*President of the Bernoulli Society (1989{1991)
*President of the Actuarial Society of Russia (1994{1998)
*President of the Bachelier Finance Society (1998{1999)
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__F.__
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*Adviser of 52 candidate (Ph.D.) dissertations in the USSR and Russia and other countries
*Member of the Scientific Council of the Steklov Mathematical Institute
*Member of the Scientific Council of the Faculty of Mathematics and Mechanics of the Moscow State University
*Member of the High Expert Dissertation Committee (VAK) of Ministry of High Education of Russian Federation
*Member of the Scientific Board of the Thiele Centre for Applied Mathematics in Natural Sciences (Aarhus University, Denmark)