International Conference

"Stochastic analysis, Statistics of Random Processes and Optimization"

devoted to 90th anniversary of Academician Albert Shiryaev

(9 - 14 December, 2024, Tbilisi Bakuriani, Georgia)



The structure of the Conference mirrors the research fields to which Albert Shiryaev made outstanding contributions:


 Theory of Optimal Stopping Rules;


 Theory of Filtration of Random Processes;


 Theory of Stochastic Integration and Martingales


 Theory of Signal Detection, in particular, the problem of detecting the disorder of random processes;


 Statistics of Random Processes;


 Stochastic Optimization Theory;


 Insurance and Financial Mathematics



The Organizing Committee:




Alexander Gushchin (Steklov Mathematical Institute)


Steklov Mathematical Institute of Russian Academy of Sciences, Moscow


Nino Kordzakhia  (Macquarie University, Sydney


Steklov International Mathematical Center


Mikhael Mania (Andrea Razmadze Mathematical Institute of Ivane Javakhishvili Tbilisi State University)


Ivane Javakhishvili Tbilisi State University


Alex Novikov (Steklov Mathematical Institute and University of Technology Sydney)


Andrea Razmadze Mathematical Institute of Ivane Javakhishvili Tbilisi State University


Omar Purtukhia (Ivane Javakhishvili Tbilisi State University)


Kutaisi International University


Malkhaz Shashiashvili (Kutaisi International University)




Jordan Stoyanov (Institute of Mathematics and Informatics, Sophia)




Mikhael Zhitlukhin (Steklov Mathematical Institute)




Pavel Yaskov (Steklov Mathematical Institute)



  Program (TBA)