| Глава от книга |
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Alili, L., Bartholmé, C., Chaumont, L., Patie, P, Savov, M., Vakeroudis, S., On Doney’s Striking Factorization of the Arc-Sine Law, ISSN (print):, Birkhäuser, Cham, Progress in Probability, Ref, Рецензирано, International
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2021
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| Научен проект |
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1
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Младен Савов, Стохастични модели, алгоритми и приложения (СтохМАП), Ръководител,
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2024
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2
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Младен Савов, Случайни процеси, Ръководител,
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2023
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3
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Младен Савов, Стохастични модели, алгоритми и приложения (СтохМАП), Ръководител,
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2023
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| Научно ръководство |
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1
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Младен Савов, „Функционали на процеси на Леви и техни приложения (Functionals of Levy processes and their applications)“, ФМИ-СУ дисертация д-р:Мартин Минчев
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2024
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2
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Младен Савов, Path Properties of Lévy Processes, University of Reading, UK дисертация д-р:Адам Баркър
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2019
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| Статия в научно списание |
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1
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P.K. Jordanova, M. Savov, A. Tchorbadjieff, M. Stehlík, Mixed Poisson process with Stacy mixing variable, Stochastic Analysis and Applications, vol:42, issue:2, 2024, pages:289-305, ISSN (print):0736-2994, doi:10.1080/07362994.2023.2242471, Ref, Web of Science, IF (0.8 - 2023), Web of Science Quartile: Q3 (Statistics and Probability), SCOPUS, SJR (0.527 - ), SCOPUS Quartile: Q2 (Applied Mathematics), International
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2024
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2
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Nikolov, N, M. Savov, Properties and conjectures regarding discrete renewal sequences. , Математика и информатика, vol:67, issue:2, 2024, pages:111-118, ISSN (print):1310–2230, doi:10.53656/math2024-2-1-pro, Ref, IF, IF (0.2 - 2023), Web of Science Quartile: Q4 (2024)
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2024
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3
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Doering, L., Savov, M., Trottner, L., Watson, A., The uniqueness of the Wiener–Hopf factorisation of Lévy
processes and random walks, Bulletin of the London Mathematical Society, vol:56, issue:9, 2024, pages:2951-2968, ISSN (print):0024-6093, doi:10.1112/blms.13112, Ref, Web of Science, IF (0.8 - 2023), Web of Science Quartile: Q2 (Mathematics), SCOPUS, SJR (1.043 - 2023), SCOPUS Quartile: Q1 (Mathematics), International
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2024
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4
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Palejev, Dean, M. Savov, On the Convergence of the Benjamini–Hochberg Procedure, Mathematics, vol:9, issue:17, 2021, pages:1-19, ISSN (print):2227-7390, doi:https://doi.org/10.3390/math9172154, Ref, Web of Science, IF (2.258 - 2020), Web of Science Quartile: Q1 (Mathematics), SCOPUS, SJR (2.2 - 2020), SCOPUS Quartile: Q1 (General Mathematics)
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2021
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5
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Kolb, Martin, M. Savov, A characterization of the finiteness of perpetual integrals of Lévy processes, Bernoulli, vol:26, issue:2, 2020, pages:1453-1472, ISSN (print):1350-7265, doi:10.3150/19-BEJ1167, Ref, Web of Science, IF (1.757 - 2019), Web of Science Quartile: Q1 (2020), SCOPUS, SJR (1.813 - 2020), SCOPUS Quartile: Q1 (2020), International
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2020
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6
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Dimov, I., Savov, M., Probabilistic analysis of the Single Particle Wigner Monte-Carlo method, Mathematics and Computers in Simulation, vol:173, 2020, pages:32-50, ISSN (print):0378-4754, doi:https://doi.org/10.1016/j.matcom.2020.01.008, Ref, Web of Science, IF (1.89 - 2019), Web of Science Quartile: Q2 (2020), SCOPUS, SJR (0.541 - 2020), SCOPUS Quartile: Q1 (2020)
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2020
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7
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Loeffen, R., Patie, P., Savov, M., Extinction Time of Non-Markovian Self-Similar Processes, Persistence, Annihilation of Jumps and the Fréchet Distribution., Journal of Statistical Physics, vol:175, issue:5, 2019, pages:1022-1041, ISSN (print):0022-4715, doi:https://doi.org/10.1007/s10955-019-02279-3,, Ref, Web of Science, IF (1.496 - 2019), Web of Science Quartile: Q2 (2019), SCOPUS, SJR (0.861 - 2019), SCOPUS Quartile: Q2 (2019), International
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2019
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8
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Zaevsky, T., Kounchev, O., Savov, M., Two frameworks for pricing defaultable derivatives, Chaos, Solitons and Fractals, vol:123, 2019, pages:309-319, doi:https://doi.org/10.1016/j.chaos.2019.04.025,, Ref, IF, IF (3.064 - 2019), Web of Science Quartile: Q1 (2019), SCOPUS, SJR ( - 2019), SCOPUS Quartile: Q1 (2019)
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2019
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9
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Savov, Mladen, Wang,S.D., Fluctuation limits of a locally regulated population and generalized Langevin equations, INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, vol:18, issue:2, 2015, ISSN (print):0219-0257, ISSN (online):1793-6306, doi:10.1142/S0219025715500095
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2015
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10
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Kolb, Martin, M. Savov, Exponential Ergodicity of killed Levy processes in a finite interval, ELECTRONIC COMMUNICATIONS IN PROBABILITY, vol:19, 2014, pages:1-9, ISSN (print):1083-589X, doi:10.1214/ECP.v19-3006
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2014
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11
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M. Savov, On the range of subordinators, ELECTRONIC COMMUNICATIONS IN PROBABILITY, vol:19, 2014, pages:1-10, ISSN (print):1083-589X, doi:10.1214/ECP.v19-3629
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2014
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12
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Kolb, Martin, Savov, Mladen, M. Savov, (NON-) ERGODICITY OF A DEGENERATE DIFFUSION MODELING THE FIBER LAY DOWN PROCESS, SIAM JOURNAL ON MATHEMATICAL ANALYSIS, vol:45, issue:1, 2013, pages:1-13, ISSN (print):0036-1410, ISSN (online):1095-7154, doi:10.1137/120870724
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2013
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13
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Patie, Pierre, M. Savov, Exponential functional of Levy processes: Generalized Weierstrass products and Wiener-Hopf factorization, COMPTES RENDUS MATHEMATIQUE, vol:351, issue:9-10, 2013, pages:393-396, ISSN (print):1631-073X, ISSN (online):1778-3569, doi:10.1016/j.crma.2013.04.023
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2013
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14
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Chan, T., Kyprianou, A. E., Savov, M., Smoothness of scale functions for spectrally negative L,vy processes, PROBABILITY THEORY AND RELATED FIELDS, vol:150, issue:3-4, 2011, pages:691-708, ISSN (print):0178-8051, doi:10.1007/s00440-010-0289-4
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2011
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15
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Bertoin, Jean, M. Savov, Some applications of duality for Levy processes in a half-line, BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, vol:43, 2011, pages:97-110, ISSN (print):0024-6093, ISSN (online):1469-2120, doi:10.1112/blms/bdq084
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2011
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16
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Doering, Leif, M. Savov, AN APPLICATION OF RENEWAL THEOREMS TO EXPONENTIAL MOMENTS OF LOCAL TIMES, ELECTRONIC COMMUNICATIONS IN PROBABILITY, vol:15, 2010, pages:263-269, ISSN (print):1083-589X
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2010
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17
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Doney, Ron, M. Savov, RIGHT INVERSES OF LEVY PROCESSES, ANNALS OF PROBABILITY, vol:38, issue:4, 2010, pages:1390-1400, ISSN (print):0091-1798, doi:10.1214/09-AOP515, Ref, Web of Science, Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS Quartile: Q1 (Statistics and Probability), International
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2010
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18
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Savov, Mladen, M. Savov, RIGHT INVERSES OF LEVY PROCESSES: THE EXCURSION MEASURE IN THE GENERAL CASE, ELECTRONIC COMMUNICATIONS IN PROBABILITY, vol:15, 2010, pages:572-584, ISSN (print):1083-589X
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2010
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19
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Doney, R. A., M. Savov, THE ASYMPTOTIC BEHAVIOR OF DENSITIES RELATED TO THE SUPREMUM OF A STABLE PROCESS, ANNALS OF PROBABILITY, vol:38, issue:1, 2010, pages:316-326, ISSN (print):0091-1798, doi:10.1214/09-AOP479, Web of Science, Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS Quartile: Q1 (Statistics and Probability), International
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2010
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20
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M. Savov, Small time two-sided LIL behavior for L,vy processes at zero, PROBABILITY THEORY AND RELATED FIELDS, vol:144, issue:1-2, 2009, pages:79-98, ISSN (print):0178-8051, doi:10.1007/s00440-008-0142-1
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2009
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21
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M. Savov, Curve crossing for the reflected Levy process at zero and infinity, ELECTRONIC JOURNAL OF PROBABILITY, vol:13, 2008, ISSN (print):1083-6489
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2008
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| Статия в сборник (на конференция и др.) |
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1
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Savov, M., Recent developments in anomalous diffusions, Mathematics and Education in Mathematics, Publisher:Съюз на математиците в България, 2023, pages:39-49, ISSN (print):1313-3330, ISSN (online):2815-4002, Ref
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2023
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2
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Palejev, D., Savov, M., Estimating the Statistical Power of the Benjamini-Hochberg Procedure, Studies in Computational Intelligence, 2021, Ref, IR , SCOPUS, SJR (0.185 - 2020), SCOPUS Quartile: Q4 (2021)
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2021
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| Студия в научно списание |
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1
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Sariev, H., Savov, M., Characterization of exchangeable measure-valued Pólya urn sequences , Electronic Journal of Probability, vol:29, issue:paper no. 73, 2024, pages:1-23, ISSN (online):1083-6489, doi:10.1214/24-EJP1132, Ref, Web of Science, IF (1.3 - 2023), Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS, SJR (1.419 - 2023), SCOPUS Quartile: Q1 (Statistics and Probability)
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2024
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2
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Palmowski, Z., Sariev, H., Savov, M., Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions, Bernoulli, vol:30, issue:4, 2024, pages:2547-2571, ISSN (print):1350-7265, doi:10.3150/23-BEJ1684, Ref, Web of Science, IF (1.5 - 2023), Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS, SJR (1.522 - 2023), SCOPUS Quartile: Q1 (Statistics and Probability), International
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2024
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3
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Ascoine, G., Savov, M., Toaldo, B., Regularity and asymptotics of densities of inverse subordinators, Transactions of the London Mathematical Society, vol:11, issue:1, 2024, pages:1-58, ISSN (print):2052-4986, doi:10.1112/tlm3.70004, Ref, IF (1.1 - 2023), Web of Science Quartile: Q1 (Mathematics), SCOPUS, SJR (0.96 - 2023), SCOPUS Quartile: Q1 (Mathematics), International
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2024
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4
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Martin Minchev, Mladen Savov, Asymptotics for densities of exponential functionals of subordinators, Bernoulli, vol:29, issue:4, 2023, pages:3307-3333, doi:https://doi.org/10.3150/23-BEJ1584, Ref, Web of Science, IF (1.5 - 2022), Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS, SJR (1.522 - 2022), SCOPUS Quartile: Q1 (Statistics and Probability)
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2023
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5
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A.Barker, M.Savov, Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators, Stochastic Processes and their Applications, vol:131, 2021, pages:454-497, doi:https://doi.org/10.1016/j.spa.2020.09.017, Ref, Web of Science, IF (1.467 - 2020), Web of Science Quartile: Q2 (2021), SCOPUS, SJR (1.478 - 2020), SCOPUS Quartile: Q1 (2021), International, PhD
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2021
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6
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Patie, P., Savov, M., Spectral expansions of non-self-adjoint generalized Laguerre semigroups, Memoirs of the American Mathematical Society, vol:272, issue:1336, 2021, pages:1-194, ISSN (print):0065-9266, doi:10.1090/memo/1336, Ref, Web of Science, IF (2.773 - 2020), Web of Science Quartile: Q1 (Mathematics), SCOPUS, SJR (3.034 - 2020), SCOPUS Quartile: Q1 (General Mathematics), International
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2021
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7
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Mutafchiev, L.R, Savov, M., On the maximal multiplicity of block sizes in a random set partition, Random Structures and Algorithms, vol:56, issue:3, 2020, pages:1-25, ISSN (print):1042-9832, doi:10.1002/rsa.20891, Ref, Web of Science, IF (1.161 - 2019), Web of Science Quartile: Q1 (2020), SCOPUS, SJR (1.314 - 2020), SCOPUS Quartile: Q1 (2020)
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2020
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8
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Mladen Savov, Bruno Toaldo, Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, vol:56, issue:4, 2020, pages:2640-2671, doi:10.1214/20-AIHP1053, Ref, Web of Science, IF (1.341 - 2019), Web of Science Quartile: Q2 (2020), SCOPUS, SJR (2.12 - 2020), SCOPUS Quartile: Q1 (2020), International
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2020
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9
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Patie, P., Savov, M., Zhao, Y., Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups , Annals of Probability, vol:47, issue:5, 2019, pages:3231-3277, ISSN (print):0091-1798, doi:10.1214/19-AOP1338, Ref, IF, IF (2.377 - 2019), Web of Science Quartile: Q1 (2019), International
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2019
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10
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Patie, Pierre, M. Savov, Bernstein-gamma functions and exponential functionals of Lévy processes, Electronic Journal of Probability, vol:23, 2018, pages:1-101, ISSN (online):1083-6489, doi:10.1214/18-EJP202, Ref, IF, IF (0.994 - 2018), Web of Science Quartile: Q3 (2018), International
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2018
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11
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Patie, Pierre, M. Savov, Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials, JOURNAL OF SPECTRAL THEORY, vol:7, issue:3, 2017, pages:797-846, ISSN (print):1664-039X, ISSN (online):1664-0403, doi:10.4171/JST/178
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2017
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12
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Kolb, M., Savov, M., Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case, Electronic Journal of Probability, vol:22, issue:14, 2017, pages:1-29, ISSN (online):1083-6489 , doi:10.1214/17-EJP4468, Ref, IF, IF (0.901 - 2017), Web of Science Quartile: Q3 (2017), International
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2017
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13
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Kolb, Martin, M. Savov, TRANSIENCE AND RECURRENCE OF A BROWNIAN PATH WITH LIMITED LOCAL TIME, ANNALS OF PROBABILITY, vol:44, issue:6, 2016, pages:4083-4132, ISSN (print):0091-1798, doi:10.1214/15-AOP1069, Ref, IF (1.94 - 2016), Web of Science Quartile: Q1 (2016), SCOPUS, SJR (4.41 - 2016), SCOPUS Quartile: Q1 (2016), International
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2016
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14
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Aurzada, F., Kramm, T., Savov, M., First Passage Times of Levy Processes Over a One-Sided Moving Boundary, MARKOV PROCESSES AND RELATED FIELDS, vol:21, issue:1, 2015, pages:1-38, ISSN (print):1024-2953
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2015
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15
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Aurzada, Frank, Doering, Leif, M. Savov, Small time Chung-type LIL for Levy processes, BERNOULLI, vol:19, issue:1, 2013, pages:115-136, ISSN (print):1350-7265, ISSN (online):1573-9759, doi:10.3150/11-BEJ395
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2013
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16
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Pardo, J. C., Patie, P., Savov, M., A Wiener-Hopf type factorization for the exponential functional of Levy processes, JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES, vol:86, 2012, pages:930-956, ISSN (print):0024-6107, ISSN (online):1469-7750, doi:10.1112/jlms/jds028
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2012
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17
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Kuznetsov, A., Pardo, J. C., Savov, M., Distributional properties of exponential functionals of Levy processes, ELECTRONIC JOURNAL OF PROBABILITY, vol:17, 2012, pages:1-35, ISSN (print):1083-6489, doi:10.1214/EJP.v17-1755
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2012
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18
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Patie, Pierre, M. Savov, Extended factorizations of exponential functionals of Levy processes, ELECTRONIC JOURNAL OF PROBABILITY, vol:17, 2012, pages:1-22, ISSN (print):1083-6489, doi:10.1214/EJP.v17-2057
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2012
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19
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Doering, Leif, M. Savov, (Non)Differentiability and Asymptotics for Potential Densities of Subordinators, ELECTRONIC JOURNAL OF PROBABILITY, vol:16, 2011, pages:470-503, ISSN (print):1083-6489
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2011
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20
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M. Savov, Small Time One-Sided LIL Behavior for Levy Processes at Zero, JOURNAL OF THEORETICAL PROBABILITY, vol:23, issue:1, 2010, pages:209-236, ISSN (print):0894-9840, doi:10.1007/s10959-008-0202-6
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2010
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21
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Doney, Ron, Maller, Ross, M. Savov, Renewal theorems and stability for the reflected process, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, vol:119, issue:4, 2009, pages:1270-1297, ISSN (print):0304-4149, ISSN (online):1879-209X, doi:10.1016/j.spa.2008.06.009, Ref, IF, IF (1.543 - 2009), Web of Science Quartile: Q2 (Statistics and Probability), SCOPUS, SJR ( - 2009), SCOPUS Quartile: Q1 (Statistics and Probability), International
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2009
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| Участие в конференция |
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1
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Пленарен доклад, Младен Савов, Asymptotics of densities of inverse subordinators
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2024
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2
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Пленарен доклад, Младен Савов, Bernstein-gamma functions and their applications in probability theory
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2024
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3
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Пленарен доклад, Младен Савов, Intertwining of non-self-adjoint Markov semigroups
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2024
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4
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Пленарен доклад, Младен Савов, The inverse first-passage time problem for
stochastic processes including Lévy processes and
diffusions
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2024
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5
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Пленарен доклад, Младен Савов, „Bernstein-Gamma functions and their applications”, , 2023,, Romania
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2023
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6
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Пленарен доклад, Младен Савов, Asymptotics of densities of exponential functionals of subordinators
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2022
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7
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Пленарен доклад, Младен Савов, Fractional diffusion of variable order and anomalous aggregation phenomenon
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2022
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8
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Пленарен доклад, Младен Савов, Bivariate Bernstein-Gamma functions and asymptotic behaviour of exponential functionals on deterministic horizon
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2022
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9
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Пленарен доклад, Младен Савов, Asymptotics of densities of exponential functionals of subordinators
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2022
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10
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Пленарен доклад, Младен Савов, „Bernstein-Gamma functions and their applications”
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2022
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11
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Пленарен доклад, Младен Савов, A characterization of the finiteness of perpetual Integrals of Lévy processes
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2020
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| Участие в редколегия |
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1
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Младен Савов, Serdika Mathematical Journal, Участие в редколегия
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2023
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2
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Младен Савов, Serdica Mathematical Journal, Участие в редколегия
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2018
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