In the first example, "I am working on it" could, in a colloquial context, mean the same as "I have been working on it". However, they are two different tenses, the first implying that you are NOW working on it, the second implying that you were up to this point working on it. In the second example, it would be unusual to use "I am married since 2001" - 'since' and 'am' do not go together very well, although I couldn't say why grammatically.
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