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- Essentials of stochastic finance : facts, models, theory / Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin . New Jersey : World Scientific, 1999 . xvi, 834 s . ISBN 981-02-3605-0 . [1, currently available 1]
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- Statistics of random processes / Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson. I, General theory . Berlin : Springer, c2001 . xv, 427 s . ISBN 3-540-63929-2 . [1, currently available 1]
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