!!Albert Shiyaev - Curriculum vitae \\ __A.__ \\ *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. \\ __B. Scientific activity__ \\ \\ More than 170 main scientific papers (on probability theory, mathematical and applied statistics, optimal stochastic control, financial mathematics, history of mathematics). \\ __Monographs:__ \\ __1. Statistical Sequential Analysis__ \\ *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. \\ __2. Statistics of Random Processes (with R. Sh. Liptser)__ \\ *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. \\ __3. Theory of Martingales (with R. Sh. Liptser)__ \\ *1986 - Russian edition, "Nauka", 512 pp.; *1989 - English edition, Kluwer Acad. Publ., xiv+792 pp. \\ __4. Limit Theorems for Stochastic Processes (with J. Jacod)__ \\ *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. \\ __5. Contiguity and Statistical Invariance Principle (with P. E. Greenwood)__ \\ *1985 - English edition, Gordon & Breach, viii+236 pp. \\ __6. Essentials of Stochastic Finance__ \\ *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. \\ __7. Statistical Experiments and Decision (with V. G. Spokoiny)__ \\ *2000 - World Scientific Publ., xvi+281 pp. \\ __8. Theory of Random Processes (with A. V. Bulinsky)__ \\ *2003 - Russian edition, Fizmatlit, 399 p. \\ __9. Optimal Stopping and Free-Boundary Problems (with G. Peskir)__ \\ *2006 - Lectures in Mathematics ETH Zurich. BirkhÄauser, xxii+500 p. \\ __Textbooks:__ \\ __1. Probability, Statistics, Stochastic Processes I, II__ \\ *1973 - Russian edition, vol. I, Moscow Univ. Press, 204 pp.; *1974 - Russian edition, vol. II, Moscow Univ. Press, 224 pp. \\ __2. Stochastic Processes__ \\ *1972 - Russian edition, Moscow Univ. Press, 241 pp.; \\ __3. Probability__ \\ *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) \\ __4. Problems in Theory of Probability__ \\ *2005 Russian edition, MCCME, 416 pp.; English edition, Springer (in preparation) \\ __C. Prizes and Awards__ \\ *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) \\ __D.__ \\ *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" \\ __E.__ \\ *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) \\ __F.__ \\ *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)