A. N. Shiryaev Shiryaev, A. N.

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Probability Theory IX (Encyclopaedia of Mathematical Sciences)
Probability Theory and Mathematical Statistics: Proceedings of the 6th Ussr-Japan Symposium
Statistics and Control of Random Processes
Statistics of Random Processes I: General Theory (Applications of Mathematics, 5-6)
Kolmogorov in Perspective (History of Mathematics)
Optimal Stopping Rules (Stochastic Modelling and Applied Probability, Vol. 8)