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Statistics of Random Processes and Optimal Control

Statistics of Random Processes and Optimal Control

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Statistics of Random Processes and Optimal Control

Nino Kordzakhia | Pavel Chigansky

Mathematics / Probability & Statistics / General

In 2024, Professor Albert Shiryaev turned 90 and remains as active as ever. This Festschrift volume honours Professor Shiryaev’s remarkable academic career, marked by foundational breakthroughs in Probability Theory, Statistics of Random Processes, Sequential Analysis, Optimal Stopping Theory, and Mathematical Finance. A Distinguished Professor of Lomonosov Moscow State University and the Steklov Mathematical Institute, Albert Shiryaev is a leading and highly prolific scholar.

This volume brings together invited contributions from researchers who have either worked closely with Professor Shiryaev or whose work has been shaped by his ideas and scholarship. The contributions, encompassing diverse fields, reflect current progress driven by the continual development of novel stochastic techniques and methods.

Pavel Chigansky obtained his PhD degree in Electrical Engineering from Tel Aviv University under the supervision of Prof. Robert Liptser.  He  is currently a professor at the Department of Statistics and Data Science of the Hebrew University of Jerusalem. His research interests include Stochastic Analysis, Nonlinear Filtering, and Mathematical Statistics.

Nino Kordzakhia graduated from Tbilisi State University with Master's degree (with merit) in Mathematics. Then she completed her postgraduate study at Steklov Mathematical Institute (Moscow) with PhD degree under the supervision of Professor Albert Shiryaev. Currently, Nino is an academic at Macquarie University (Australia). Her research interests include Statistics of Stochastic Processes, Pricing of Financial Derivatives, Risk Management of Energy Markets, and Data Driven Uncertainty Quantification Models.


Publication Date: 14 September 2026
Publisher: Springer Nature Switzerland
Imprint: Springer
ISBN-13: 9783032262646
Format: Hardback

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