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Muravlev, Alexey Anatol'evich

Total publications: 13 (13)
in MathSciNet: 11 (11)
in zbMATH: 8 (8)
in Web of Science: 12 (12)
in Scopus: 12 (12)
Cited articles: 9
Citations: 46
Presentations: 15

Number of views:
This page:3110
Abstract pages:6157
Full texts:2105
References:645
Candidate of physico-mathematical sciences (2013)
Speciality: 01.01.05 (Probability theory and mathematical statistics)
E-mail:

https://www.mathnet.ru/eng/person42613
List of publications on Google Scholar
https://zbmath.org/authors/?q=ai:muravlev.a-a
https://mathscinet.ams.org/mathscinet/MRAuthorID/862957
https://elibrary.ru/author_items.asp?authorid=618986
https://www.scopus.com/authid/detail.url?authorId=40661808400

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


Citations (Crossref Cited-By Service + Math-Net.Ru)

Articles

1. 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  mathnet  crossref  mathscinet  isi  scopus 1
2. A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib  scopus
3. 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  mathnet  crossref  mathscinet  isi  scopus
4. 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  adsnasa  isi  elib  elib  scopus
5. 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
6. 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
7. 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
8. 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  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  elib  scopus
9. 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  elib  elib  scopus
10. 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  elib  elib  scopus
11. A. A. Muravlev, Teor. Veroyatnost. i Primenen., 55:3 (2010), 615–616  mathnet  crossref  mathscinet  elib
12. A. A. Muravlev, “On one property of Brownian motion with drift and its maximum”, Theory Probab. Appl., 55:2 (2011), 308–315  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
13. 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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