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
3.
A. V. Bulinski, A. A. Gushchin, M. V. Zhitlukhin, V. V. Kozlov, A. D. Manita, A. A. Muravlev, A. A. Novikov, I. V. Pavlov, D. V. Treschev, A. S. Holevo, E. B. Yarovaya, P. A. Yaskov, “Albert Nikolaevich Shiryaev (on his 90th birthday)”, Russian Math. Surveys, 80:1 (2025), 161–168
2021
4.
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
6.
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
7.
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
8.
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
9.
A. A. Muravlev, “Methods of sequential hypothesis testing for the drift of a fractional Brownian motion”, Russian Math. Surveys, 68:3 (2013), 577–579
10.
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
11.
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
12.
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
13.
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
14.
A. A. Muravlev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 615–616
2011
15.
A. A. Muravlev, “On one property of Brownian motion with drift and its maximum”, Theory Probab. Appl., 55:2 (2011), 308–315
2008
16.
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
