A. A. Muravlev, “On the correspondence between optimal stopping problems with finite and infinite time horizons”, Theory Probab. Appl., 70:1 (2025), 159–161
2.
A. A. Muravlev, A. L. Yakymiv, “Asymptotic properties of some random variables defined by stopping times of Brownian motion”, 10th International Conference on Stochastic Methods ICSM-10 (May 31–June 6, 2025 Divnomorskoe, Russia), Theory Probab. Appl., 70, no. 3, 2025, 470–471
2021
3.
Alexey Muravlev, Mikhail Urusov, Mikhail Zhitlukhin, “Sequential tracking of an unobservable two-state Markov process under Brownian noise”, Sequential Anal., 40:1 (2021), 1–16
A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382
5.
Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. in Appl. Probab., 52:4 (2020), 1308–1324
2016
6.
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
2014
7.
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
8.
A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579
9.
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
10.
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
2011
11.
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
12.
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
2010
13.
A. A. Muravlev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 615–616
2011
14.
A. A. Muravlev, “On one property of Brownian motion with drift and its maximum”, Theory Probab. Appl., 55:2 (2011), 308–315
2008
15.
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
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
13.
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
2025
