Младен Савов

Младен Савов

Професор
Доктор на науките
Имейл: 
msavov@fmi.uni-sofia.bg

За информация и контакти

Кабинет 516

Последни публикации

1.  Sariev, H. and Savov, M. Characterization of exchangeable measure-valued Pólya urn sequences. ELECTRONIC JOURNAL OF PROBABILITY, 2024, 29, paper no. 73, 23 pp., DOI: 10.1214/24-EJP1132, Published: MAY 2024, ISSN: 1083-6489, IF (1.1- 2024), Quartile: Q1 (Statistics and Probability, Scopus); Quartile: Q3 (97/170 Statistics and Probability, JCR-WoS), hyperlink

2.  Doering, L., Savov, M., Trottner, L. and Watson, A.  The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks. BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 2024, Volume: 56, Issue 9, Pages: 2951- 2968, DOI: 10.1112/blms.13112, Published: JUL 2024, ISSN: 0024-6093, IF (0.9 - 2024), Quartile: Q1 (Mathematics, Scopus); Quartile: Q2 (159/483 MATHEMATICS, JCR-WoS), hyperlink

3. Palmowski, Z., Sariev, H. and Savov, M. Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions. BERNOULLI, 2024, Volume: 30, Issue 4, Pages: 2547-2571,  DOI: 10.3150/23-BEJ1684, Published: AUG 24, ISSN: 1350-7265, IF (1.7 - 2024), Quartile: Q1 (Probability and Statistics, Scopus); Quartile: Q2 (47/167 Statistics&Probability, JCR-WoS), hyperlink

4. Ascione, G., Savov, M. and Toaldo, B. Regularity and asymptotics of densities of inverse subordinators. TRANSACTIONS OF THE LONDON MATHEMATICAL SOCIETY, 2024, Volume: 11, Issue 1, Pages: 1-58, DOI: https://doi.org/10.1112/tlm3.70004, Published: DEC 2024, ISSN: 2052-4986, ESSN: 2052-4986, IF (0.8 - 2024), Quartile: Q2 (193/493 Mathematics JCR-WoS), Quartile: Q1 (Mathematics, Scopus), hyperlink 

5. Sariev, H. and Savov, M. Sufficientness postulates for measure-valued Pólya urn sequences. JOURNAL OF APPLIED PROBABILITY, 2025, Volume: 62, Issue 3, Pages:925-949, ISSN:0021-9002, DOI:10.1017/jpr.2024.109, IF (0.7 - 2024), Quartile: Q4 (135/167 Statistics&Probability, JCR-WoS), Quartile: Q2 (Mathematics, Scopus),  hyperlink

6.  Klump, A. and Savov, M. Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. ANNALS OF APPLIED PROBABILITY, 2025, Volume: 35, Issue 3, Pages: 1791-1827, ISSN: 1050-5164, DOI: 10.1214/25-AAP2157, IF (1.8 - 2024), Quartile: Q1 (41/170 Statistics&Probability, WoS), Quartile: Q1 (Mathematics, Scopus), hyperlink

7.  Zaevski, T., Sariev, H. and Savov, M. A Fast and Accurate Numerical Approach for Pricing American-Style Power Options, 2025, MATHEMATICS, Volume: 13, Issue: 17, Pages: 1-25, DOI: 10.3390/math13122031, Published: JUN 2025, ISSN: 2227-7390, IF (2.20- 2024), Quartile: Q1 (29/493 Mathematics, JCR-WoS), hyperlink

8. Gerdjikov, S., Sariev, H. and Savov, M. Characterization of exchangeable Hoeffding-decomposable sequences, 2026, COMPTES RENDUS DE L'ACADEMIE BULGARE DES SCIENCES, Volume: 79, Pages: 3-8, DOI: 10.7546/CRABS.2026.01.01, Published: JAN 2026, ISSN: 1310–1331, IF (0.30 - 2024), Quartile: Q4 (112/136 Multidisciplinary Sciences, JCR-WoS), hyperlink

9. Minchev, M. and Savov, M. Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of Lévy Processes, 2026, TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY,  Volume: 379, Issue: 2,  Pages: 1095-1153, DOI: 10.1090/tran/9519, Published: FEB 2026, ISSN 0002-9947, IF (1.20 - 2024), Quartile: Q1 (84/492 Mathematics, JCR-WoS), hyperlink

10. Nikolov, N., Palejev, D. and Savov, M. Multiple testing procedures under positive dependency with block structure. 2026, FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS, Volume: 12, Pages: 1-12, DOI: 10.3389/fams.2026.1748504, Published: FEB 2026, EISSN: 2297-4687, IF (1.5 - 2024), Quartile: Q3 (76/136 Mathematics, Interdisciplinary Applications, JCR-WoS), hyperlink

11. Martin Minchev and Mladen Savov, Recent developments in exponential functionals of Lévy processes, 2026, PROBABILITY SURVEYS, Volume: 23, Pages: 125 – 180, DOI: 10.1214/26-PS35, Published: JUN 2026, ISSN: 1549-5787, IF (1.4 - 2025), Quartile: Q2 ( Statistics&Probability, JcR- WoS ), hyperlink

Научни интереси

Процеси на Леви; Спектрална теория на Марковски полугрупи; Специални функции в теория на вероятностите; Аномални дифузии; Урнови процеси

Преподавателска дейност

  1. Статистика и емпирични методи
  2. Вероятности и статистика
  3. Случайни процеси 1
  4. Стохастични процеси 2
  5. Семинар по теория на вероятностите и математическа статистика