He graduated from Moscow State University in 1957. From that time until now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State University, since 1971. As of 2007[update] Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester. He has supervised more than 50 doctoral dissertations and is the author or coauthor of more than 250 publications.[1]
In 1970 he was an Invited Speaker with talk Sur les equations stochastiques aux dérivées partielles at the International Congress of Mathematicians (ICM) in Nice. In 1978 he was a Plenary Speaker with talk Absolute Continuity and Singularity of Probability Measures in Functional Spaces at the ICM in Helsinki.[2]
with R. Liptser: Theory of Martingales. Kluwer 1986; 2012 edition
Probability (2nd ed.). Springer. 2013. ISBN9781475725391; translated by R. P. Boas{{cite book}}: CS1 maint: postscript (link); 1st Russian edition 1980; 2nd Russian edition 1989, 2004
Wahrscheinlichkeit (= Hochschulbücher für Mathematik. vol. 91). Deutscher Verlag der Wissenschaften, Berlin 1988, ISBN 3-326-00195-9 (English: Probability, Springer 1984, 1996)
with Jean Jacod: Limit Theorems for Stochastic Processes. Springer, 1994; 2nd edition 2013
with A. V. Bulinsky: Theory of Stochastic Processes. A course of lectures. Moscow 2003 (in Russian)
From "Disorder" to Nonlinear Filtering and Martingale Theory. In: Bolibruch, Osipov, Sinai (eds.): Mathematical Events of the Twentieth Century. Springer 2006, pp. 371–397 (translated by R. Cooke) doi:10.1007/3-540-29462-7_18
^Shiryaev, A. N. "Absolute continuity and singularity of probability measures in functional spaces." In Proceedings of the International Congress of Mathematicians, Helsinki, pp. 209-225. 1978.