Muravlev Alexey Anatol'evich

Presentations in Math-Net.Ru

1. 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
2. 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   
3. Sequential hypothesis testing for a drift of a fractional Brownian motion
   Alexey Muravlev
   International conference "Advanced Finance and Stochastics"
   June 28, 2013 13:50   
4. 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
5. 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   
6. 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