A. N. Shiryayev

Optimal Stopping Rules.

A. John Petkau, A. N. Shiryayev, A. B. Aries · Journal of the American Statistical Association · 1979 · 147 citations

Engineering, Probability Theory, Computer Science +2

Quadratic Covariation and an Extension of Itô's Formula

Hans Föllmer, Philip Protter, A. N. Shiryayev et al. · Bernoulli · 1995 · 146 citations

Engineering, Integrable Probability, Stochastic Processes +10

A Functional Central Limit Theorem for Semimartingales

R. Liptser, A. N. Shiryayev · Theory of Probability and Its Applications · 1981 · 122 citations

Limit Theorems, Engineering, Integrable Probability +9

Martingales: Recent Developments, Results and Applications

A. N. Shiryayev · International Statistical Review · 1981 · 71 citations

Engineering, Forum Lectures, Natural Sciences +15

Contiguity and the Statistical Invariance Principle.

Paul D. Feigin, P. E. Greenwood, A. N. Shiryayev · Journal of the American Statistical Association · 1987 · 53 citations

Engineering, Entropy, Statistical Invariance Principle +6