Persons: Muravlev Alexey Anatol'evich

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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:	8
Citations in Web of Science:	18
Citations in Scopus:	10
Presentations:	16

Number of views:
This page:	1898
Abstract pages:	3168
Full texts:	476
References:	347

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

https://mathscinet.ams.org/mathscinet/MRAuthorID/862957

http://elibrary.ru/author_items.asp?authorid=618986

Full list of publications:

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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 (cited: 1) (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

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
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
5.	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 (cited: 4) (cited: 1) (cited: 1) (cited: 4)

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 (cited: 1) (cited: 1) (cited: 1) (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 (cited: 3) (cited: 4)

2010
8.	A. A. Muravlev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 615–616

2011
9.	A. A. Muravlev, “On one property of Brownian motion with drift and its maximum”, Theory Probab. Appl., 55:2 (2011), 308–315

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

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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