Statistics of Random Processes and Optimal Control

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.