We had a space like that in corner of our dining room, between the back sliding glass door and the kitchen entrance. The corners on rectangular shelving would be a hazard as we have to walk through that area often.
I don't own a band saw or other easy way to cut a consistent curve, so I went to the home improvement store and found some pre-cut particle board discs. After comparing them with measurements of the space I need the shelf, I determined I could cut 4 shelves out of one of the largest discs.
I marked out each shelf with the back corner of the shelf towards the center of the disc. If the space was square, I might have been able to simply cut the disc into quarters but the back wall space is slightly smaller, pus we needed to leave room to add the molding back in.
The particle board is pretty rough on the edges so I sanded them down to help them look nice, once they were finished being painted.
Rather than use shelf brackets that would just take up storage space, I decided to brace the shelves with 1x2 inch boards attached to the bottom of each shelf. Using a mitre box, I cut the end of each brace at a 45 degree angle.
Once I had the braces cut, I pre-assembled each shelf by first clamping the whole thing together and then screwing them together. I pre-drilled each hole and then used a larger bit to drill a counter sink for the screw head. That way, the screw holes could be concealed with putty later.
After that, I marked out where the stud lined up with the shelf brace then pre-drilled and counter sunk those holes as well.
Tip: Measure each shelf separately for the location it will be and where the studs line up. Had I just measured for one and done the other three identically, the other three shelves would not been drilled into a stud on one side. For some reason the "stud" or whatever it was I was locating with the stud finder, was at an angle and I wouldn't have known that without checking each one separately.
Lastly, I simply screwed the shelves into place using the holes I had drilled. We left the shelves unpainted as we had not determined what color they should be yet and wanted the shelves up before a final decision could be made. Obviously, if you know what color they are going to be, painting them before putting them up would be ideal. We eventually went with a dark chocolate color as pictured above.