A. Muravlev

MaRDI QIDQ2001263zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On a correspondence between optimal stopping problems on finite and infinite time intervals Theory of Probability and its Applications	2025-05-12	Paper
Albert Nikolaevich Shiryaev (on his 90th birthday) Russian Mathematical Surveys	2025-05-12	Paper
A Bayesian sequential test for the drift of a fractional Brownian motion Advances in Applied Probability	2021-08-04	Paper
Sequential tracking of an unobservable two-state Markov process under Brownian noise Sequential Analysis	2021-04-29	Paper
On Chernoff's test for a fractional Brownian motion	2019-07-02	Paper
On confidence intervals for Brownian motion change point times Russian Mathematical Surveys	2016-06-30	Paper
Two-sided disorder problem for a Brownian motion in a Bayesian setting Proceedings of the Steklov Institute of Mathematics	2015-08-20	Paper
On Chernoff's hypotheses testing problem for the drift of a Brownian motion Theory of Probability and its Applications	2014-01-28	Paper
Information on the eleventh ``Kolmogorov Students' Contest on Probability Theory'' Theory of Probability and its Applications	2014-01-28	Paper
Methods of sequential hypothesis testing for the drift of a fractional Brownian motion Russian Mathematical Surveys	2013-10-17	Paper
The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion Russian Mathematical Surveys	2013-08-07	Paper
On equations for the optimal stopping boundaries in Chernoff's two-hypotheses testing problem Russian Mathematical Surveys	2012-02-25	Paper

Research outcomes over time

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