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Albert Shiryaev
Albert Nikolayevich Shiryaev (russian: Альбе́рт Никола́евич Ширя́ев; born October 12, 1934) is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics. Career 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. 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. In 1970 he was an Invited Speaker with talk ''Sur les equations stochastiques aux dérivées partielles'' at the Internationa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Shchyolkovo
Shchyolkovo ( rus, Щёлково, p=ˈɕːɵlkəvə) is a city and the administrative center of Shchyolkovsky District in Moscow Oblast, Russia, located on the Klyazma River (Oka's tributary), northeast of Moscow. Population: 112,865 ( 2002 Census); 109,255 ( 1989 Census); 91,000 (1977). History It dates back to the 16th century. Town status was granted to it in 1925. Administrative and municipal status Within the framework of administrative divisions, Shchyolkovo serves as the administrative center of Shchyolkovsky District.Resolution #123-PG As an administrative division, it is, together with seven rural localities, incorporated within Shchyolkovsky District as the City of Shchyolkovo. As a municipal division, the City of Shchyolkovo is incorporated within Shchyolkovsky Municipal District as Shchyolkovo Urban Settlement.Law #83/2005-OZ Transportation The city is reachable in about one hour by suburban trains from the Yaroslavsky railway station in Moscow. Twin towns ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Steklov Mathematical Institute
Steklov Institute of Mathematics or Steklov Mathematical Institute (russian: Математический институт имени В.А.Стеклова) is a premier research institute based in Moscow, specialized in mathematics, and a part of the Russian Academy of Sciences. The institute is named after Vladimir Andreevich Steklov, who in 1919 founded the Institute of Physics and Mathematics in Leningrad. In 1934, this institute was split into separate parts for physics and mathematics, and the mathematical part became the Steklov Institute. At the same time, it was moved to Moscow. The first director of the Steklov Institute was Ivan Matveyevich Vinogradov. From 19611964, the institute's director was the notable mathematician Sergei Chernikov. The old building of the Institute in Leningrad became its Department in Leningrad. Today, that department has become a separate institute, called the ''St. Petersburg Department of Steklov Institute of Mathematics of Russian Academy ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential Equations
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process. However, other types of random behaviour are possible, such as jump processes. Random differential equations are conjugate to stochastic differential equations. Background Stochastic differential equations originated in the theory of Brownian motion, in the work of Albert Einstein and Smoluchowski. These early examples were linear stochastic differential equations, also called 'Langevin' equations after French physicist Langevin, describing the motion of a harmonic oscillator subject to a random force. The mathematical theory of stochasti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, cryptography and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such stochastic processes include the Wiener process or Brownian motion pro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Theory
Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event. Central subjects in probability theory include discrete and continuous random variables, probability distributions, and stochastic processes (which provide mathematical abstractions of non-deterministic or uncertain processes or measured quantities that may either be single occurrences or evolve over time in a random fashion). Although it is not possible to perfectly predict random events, much can be said about their behavior. Two major results in probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Amsterdam
The University of Amsterdam (abbreviated as UvA, nl, Universiteit van Amsterdam) is a public research university located in Amsterdam, Netherlands. The UvA is one of two large, publicly funded research universities in the city, the other being the Vrije Universiteit Amsterdam (VU). Established in 1632 by municipal authorities and later renamed for the city of Amsterdam, the University of Amsterdam is the third-oldest university in the Netherlands. It is one of the largest research universities in Europe with 31,186 students, 4,794 staff, 1,340 PhD students and an annual budget of €600 million. It is the largest university in the Netherlands by enrollment. The main campus is located in central Amsterdam, with a few faculties located in adjacent boroughs. The university is organised into seven faculties: Humanities, Social and Behavioural Sciences, Economics and Business, Science, Law, Medicine, Dentistry. The University of Amsterdam has produced six Nobel Laureates and fiv ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Albert Ludwigs University Of Freiburg
The University of Freiburg (colloquially german: Uni Freiburg), officially the Albert Ludwig University of Freiburg (german: Albert-Ludwigs-Universität Freiburg), is a public research university located in Freiburg im Breisgau, Baden-Württemberg, Germany. The university was founded in 1457 by the Habsburg dynasty as the second university in Austrian-Habsburg territory after the University of Vienna. Today, Freiburg is the fifth-oldest university in Germany, with a long tradition of teaching the humanities, social sciences and natural sciences and technology and enjoys a high academic reputation both nationally and internationally. The university is made up of 11 faculties and attracts students from across Germany as well as from over 120 other countries. Foreign students constitute about 18.2% of total student numbers. The University of Freiburg has been associated with figures such as Hannah Arendt, Rudolf Carnap, David Daube, Johann Eck, Hans-Georg Gadamer, Friedrich Hay ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Russian Academy Of Sciences
The Russian Academy of Sciences (RAS; russian: Росси́йская акаде́мия нау́к (РАН) ''Rossíyskaya akadémiya naúk'') consists of the national academy of Russia; a network of scientific research institutes from across the Russian Federation; and additional scientific and social units such as libraries, publishing units, and hospitals. Peter the Great established the Academy (then the St. Petersburg Academy of Sciences) in 1724 with guidance from Gottfried Leibniz. From its establishment, the Academy benefitted from a slate of foreign scholars as professors; the Academy then gained its first clear set of goals from the 1747 Charter. The Academy functioned as a university and research center throughout the mid-18th century until the university was dissolved, leaving research as the main pillar of the institution. The rest of the 18th century continuing on through the 19th century consisted of many published academic works from Academy scholars and a few Ac ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Humboldt Prize
The Humboldt Prize, the Humboldt-Forschungspreis in German, also known as the Humboldt Research Award, is an award given by the Alexander von Humboldt Foundation of Germany to internationally renowned scientists and scholars who work outside of Germany in recognition of their lifetime's research achievements. Recipients are "academics whose fundamental discoveries, new theories or insights have had a significant impact on their own discipline and who are expected to continue producing cutting-edge academic achievements in the future". The prize is currently valued at €60,000 with the possibility of further support during the prize winner's life. Up to one hundred such awards are granted each year. Nominations must be submitted by established academics in Germany. The award is named after the Prussian naturalist and explorer Alexander von Humboldt. Past winners Biology Günter Blobel, Serge Daan, Aaron M. Ellison, Eberhard Fetz, Daniel Gianola, Hendrikus Granzier, Dan ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bernoulli Society For Mathematical Statistics And Probability
The Bernoulli Society is a professional association which aims to further the progress of probability and mathematical statistics, founded as part of the International Statistical Institute in 1975. It is named after the Bernoulli family of mathematicians and scientists whose researchers covered "most areas of scientific knowledge". The society publishes two journals, ''Bernoulli'' and ''Stochastic Processes and their Applications'', and a newsletter, ''Bernoulli News''. Additionally, it co-sponsors several other journals including ''Electronic Communications in Probability'', ''Electronic Journal of Probability'', ''Electronic Journal of Statistics'', ''Probability Surveys ''Probability Surveys'' is an open-access electronic journal that is jointly sponsored by the Bernoulli Society and the Institute of Mathematical Statistics. It publishes review articles on topics of interest in probability theory. Managing Edi ...'', and '' Statistics Surveys''. [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academia Europaea
The Academia Europaea is a pan-European Academy of Humanities, Letters, Law, and Sciences. The Academia was founded in 1988 as a functioning Europe-wide Academy that encompasses all fields of scholarly inquiry. It acts as co-ordinator of European interests in national research agencies. History The concept of a 'European Academy of Sciences' was raised at a meeting in Paris of the European Ministers of Science in 1985. The initiative was taken by the Royal Society (United Kingdom) which resulted in a meeting in London in June 1986 of Arnold Burgen (United Kingdom), Hubert Curien (France), Umberto Colombo (Italy), David Magnusson (Sweden), Eugen Seibold (Germany) and Ruurd van Lieshout (the Netherlands) – who agreed to the need for a new body. The two key purposes of Academia Europaea are: * express ideas and opinions of individual scientists from Europe * act as co-ordinator of European interests in national research agencies It does not aim to replace existing national a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Royal Statistical Society
The Royal Statistical Society (RSS) is an established statistical society. It has three main roles: a British learned society for statistics, a professional body for statisticians and a charity which promotes statistics for the public good. History The society was founded in 1834 as the Statistical Society of London, though a perhaps unrelated London Statistical Society was in existence at least as early as 1824. At that time there were many provincial statistics societies throughout Britain, but most have not survived. The Manchester Statistical Society (which is older than the LSS) is a notable exception. The associations were formed with the object of gathering information about society. The idea of statistics referred more to political knowledge rather than a series of methods. The members called themselves "statists" and the original aim was "...procuring, arranging and publishing facts to illustrate the condition and prospects of society" and the idea of interpretin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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