| Limit theorems for stochastic processes J Jacod, A Shiryaev Springer Science & Business Media, 2013 | 7967 | 2013 |
| Probability-1 AN Shiryaev Springer, 2016 | 5523 | 2016 |
| Statistics of random processes: General theory RS Liptser, AN Shiri︠a︡ev Springer-verlag, 1977 | 4646 | 1977 |
| Optimal stopping rules AN Shiryaev Springer Science & Business Media, 2007 | 2101 | 2007 |
| Optimal stopping and free-boundary problems G Peskir, A Shiryaev Optimal Stopping and Free-Boundary Problems, 123-142, 2006 | 1708 | 2006 |
| Essentials of stochastic finance: facts, models, theory AN Shiryaev World scientific, 1999 | 1619 | 1999 |
| On optimum methods in quickest detection problems AN Shiryaev Theory of Probability & Its Applications 8 (1), 22-46, 1963 | 1136 | 1963 |
| Statistics of random processes II: Applications RS Liptser, AN Shiryaev Springer Science & Business Media, 2013 | 1135 | 2013 |
| Optimization of the flow of dividends M Jeanblanc-Picqué, AN Shiryaev Uspekhi Matematicheskikh Nauk 50 (2), 25-46, 1995 | 458 | 1995 |
| On a method of calculation of semi-invariants VP Leonov, AN Shiryaev Theory of Probability & its applications 4 (3), 319-329, 1959 | 420 | 1959 |
| Statistical sequential analysis: Optimal stopping rules AN Širjaev, AN Širjaev, AN Širjaev, AN Širjaev American Mathematical Society, 1973 | 400 | 1973 |
| The Russian option: reduced regret L Shepp, AN Shiryaev The Annals of Applied Probability 3 (3), 631-640, 1993 | 338 | 1993 |
| The cumulant process and Esscher's change of measure J Kallsen, AN Shiryaev Finance and stochastics 6, 397-428, 2002 | 322 | 2002 |
| No-arbitrage, change of measure and conditional Esscher transforms H Bühlmann, F Delbaen, P Embrechts, AN Shiryaev CWI quarterly 9 (4), 291-317, 1996 | 275 | 1996 |
| Veroyatnost’(Probability) AN Shiryaev Nauka, Moscow, USSR. Reseived 13, 17, 1980 | 262* | 1980 |
| Local martingales and the fundamental asset pricing theorems in the discrete-time case J Jacod, AN Shiryaev Finance and stochastics 2, 259-273, 1998 | 253 | 1998 |
| The problem of the most rapid detection of a disturbance in a stationary process AN Shiryaev Soviet Math. Dokl 2 (795-799), 103, 1961 | 250 | 1961 |
| A new look at pricing of the” russian option “ LA Shepp, AN Shiryaev Theory of Probability & Its Applications 39 (1), 103-119, 1995 | 196 | 1995 |
| Change of time and change of measure OE Barndorff-Nielsen, AN Shiryaev World Scientific Publishing Company, 2015 | 195 | 2015 |
| Thou shalt buy and hold A Shiryaev, Z Xu¶, XY Zhou Quantitative finance 8 (8), 765-776, 2008 | 173 | 2008 |
