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Muravlev Alexey Anatol'evich

Total publications: 10 (10)
in MathSciNet: 8 (8)
in zbMATH: 7 (7)
in Web of Science: 9 (9)
in Scopus: 9 (9)
Cited articles: 4
Citations in Math-Net.Ru: 6
Citations in MathSciNet (by Sep 2017): 5
Citations in Web of Science: 4
Citations in Scopus: 5
Presentations: 16

Number of views:
This page:1702
Abstract pages:2593
Full texts:337
References:290
Candidate of physico-mathematical sciences (2013)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:

http://www.mathnet.ru/eng/person42613
List of publications on Google Scholar
http://zbmath.org/authors/?q=ai:muravlev.a-a
http://www.ams.org/mathscinet/search/author.html?return=viewitems&mrauthid=862957
http://elibrary.ru/author_items.asp?authorid=618986

Full list of publications:
| by years | by types | by times cited | scientific publications | common list |



   2016
1. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “On confidence intervals for Brownian motion changepoint times”, Russian Math. Surveys, 71:1 (2016), 159–160  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 1)  elib  elib  scopus (cited: 1)

   2014
2. A. A. Muravlev, A. N. Shiryaev, “Two-sided disorder problem for a Brownian motion in a Bayesian setting”, Proc. Steklov Inst. Math., 287:1 (2014), 202–224  mathnet  crossref  crossref  isi  elib  elib  scopus

   2013
3. A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus
4. M. V. Zhitlukhin, A. A. Muravlev, A. N. Shiryaev, “The optimal decision rule in the Kiefer–Weiss problem for a Brownian motion”, Russian Math. Surveys, 68:2 (2013), 389–391  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus

   2012
5. M. V. Zhitlukhin, A. A. Muravlëv, “O zadache Chernova proverki gipotez o znachenii snosa brounovskogo dvizheniya”, TVP, 57:4 (2012), 778–788  mathnet (cited: 3)  crossref  mathscinet (cited: 3)  zmath  elib (cited: 2); M. V. Zhitlukhin, A. A. Muravlev, “On Chernoff’s hypotheses testing problem for the drift of a Brownian motion”, Theory Probab. Appl., 57:4 (2013), 708–717  crossref  mathscinet  zmath  isi (cited: 1)  elib (cited: 1)  scopus (cited: 2)

   2011
6. M. V. Zhitlukhin, A. A. Muravlev, “On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem”, Russian Math. Surveys, 66:5 (2011), 1012–1013  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib (cited: 1)  elib (cited: 1)  scopus (cited: 1)
7. A. A. Muravlev, “Representation of a fractional Brownian motion in terms of an infinite-dimensional Ornstein–Uhlenbeck process”, Russian Math. Surveys, 66:2 (2011), 439–441  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi (cited: 1)  elib  elib  scopus (cited: 1)

   2010
8. A. A. Muravlev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 615–616  mathnet  crossref  mathscinet  elib
9. A. A. Muravlëv, “Ob odnom svoistve raspredeleniya brounovskogo dvizheniya so snosom i ego maksimuma”, TVP, 55:2 (2010), 362–368  mathnet  crossref  mathscinet; A. A. Muravlev, “On one property of Brownian motion with drift and its maximum”, Theory Probab. Appl., 55:2 (2011), 308–315  crossref  mathscinet  isi  elib  scopus

   2008
10. A. A. Muravlev, “On stopping times connected with drawdowns and rallies of a Brownian motion with drift”, Russian Math. Surveys, 63:6 (2008), 1149–1151  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  elib  scopus

Presentations in Math-Net.Ru
1. PDE approach to the study of drawdowns for diffusions
A. A. Muravlev
Traditional winter session MIAN–POMI devoted to the topic "Probability theory"
December 14, 2016 12:30
2. On conditional probabilistic characteristics related to “falling” of the Brownian motion with a drift
A. A. Muravlev
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
June 4, 2015 13:00
3. Sequential testing problem of two hypotheses for a fractional Brownian motion
A. A. Muravlev
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 14, 2014 18:10   
4. Марковское представление для фрактального броуновского движения
A. A. Muravlev
Scientific session of the Steklov Mathematical Institute dedicated to the results of 2013
November 20, 2013 16:00   
5. Sequential hypothesis testing for a drift of a fractional Brownian motion
Alexey Muravlev
International conference "Advanced Finance and Stochastics"
June 28, 2013 13:50   
6. On a series of papers devoted to the optimal stopping of Brownian motion with drift
A. N. Shiryaev, A. A. Muravlev, M. V. Zhitlukhin
Principle Seminar of the Department of Probability Theory, Moscow State University
November 14, 2012 16:45
7. The fractal Brownian motion: a new representation and its corollaries
A. A. Muravlev
Traditional winter session MIAN–POMI devoted to the topic "Probability and Functional Analysis"
February 17, 2012 16:40   
8. Максимальное неравенство для фрактального броуновского движения
A. A. Muravlev
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
November 3, 2011 15:30
9. Конференция «Ломоносов»
Ya. A. Lyulko, M. V. Zhitlukhin, P. Chernega, A. A. Muravlev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 13, 2011 16:45
10. О фрактальном броуновском движении
A. A. Muravlev
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
February 10, 2011 15:30
11. On the distributional properties of the ratio of the Brownian motion and its maximum
A. Muravlev
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 1, 2010 16:40   
12. Последовательные тесты для среднего нормального распределения (по статье Herman Chernoff). Продолжение
A. A. Muravlev
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
October 21, 2010 15:30
13. Последовательные тесты для среднего нормального распределения (по статье Herman Chernoff)
A. A. Muravlev
Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS
October 14, 2010 15:30
14. О некоторых свойствах локального времени
A. A. Muravlev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 7, 2010 16:45
15. О моментах остановки, связанных с падением и ростом броуновского движения со сносом
A. A. Muravlev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 15, 2009 16:45

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