Edit Profile Veretennikov, Alexander Yu. Compute Distance To: Compute Author ID: veretennikov.alexander-yu Published as: Veretennikov, A.; Veretennikov, A. Ju.; Veretennikov, A. Yu; Veretennikov, A. Yu.; Veretennikov, Alexander; Veretennikov, Alexander Yu.; Veretennikov, Alexandre; Veretennikov, Alexandre Yu. Documents Indexed: 154 Publications since 1976, including 2 Books Reviewing Activity: 106 Reviews all top 5 Co-Authors 96 single-authored 10 Kleptsyna, Marina L. 6 Klokov, Sergey A. 5 Pardoux, Etienne 4 Krylov, Nicolaĭ Vladimirovich 3 Abourashchi, Nioulfar 3 Anulova, Svetlana V. 3 Kulik, Alexey M. 3 Liptser, Robert 2 Aivaliotis, Georgios 2 Anulova, Svetlana 2 Bogachev, Vladimir Igorevich 2 Gulinsky, Oleg V. 2 Krasnosel’skiĭ, Mark Aleksandrovich 2 Shaposhnikov, Stanislav V. 2 Shiryaev, Al’bert Nikolaevich 1 Abu-Shanab, Reman 1 Butkovsky, O. A. 1 Da Prato, Giuseppe 1 Dobrovidov, Alexander V. 1 Emelin, I. V. 1 Flandoli, Franco 1 Kelbert, Mark Ya. 1 Korshunov, Dmitry 1 Mai, Hilmar 1 Manita, Oxana A. 1 Milstein, Grigori N. 1 Pakshin, P. V. 1 Priouret, Pierre 1 Röckner, Michael 1 Schock, Eberhard 1 Spokoiny, Vladimir G. 1 Vainikko, Gennadi M. 1 Varakin, A. B. 1 Veretennikova, E. V. 1 Zverkina, G. A. 1 Zverkina, Galina all top 5 Serials 17 Theory of Probability and its Applications 12 Automation and Remote Control 7 Teoriya Veroyatnosteĭ i eë Primeneniya 5 The Annals of Probability 5 Theory of Probability and Mathematical Statistics 5 Markov Processes and Related Fields 4 Mathematical Notes 4 Mathematics of the USSR. Izvestiya 4 Queueing Systems 4 Izvestiya Akademii Nauk SSSR. Seriya Matematicheskaya 4 Doklady Mathematics 4 Theory of Stochastic Processes 3 Matematicheskie Zametki 3 Russian Mathematical Surveys 3 Mathematics of the USSR, Sbornik 3 Stochastic Processes and their Applications 2 Uspekhi Matematicheskikh Nauk [N. S.] 2 Matematicheskiĭ Sbornik. Novaya Seriya 2 Soviet Mathematics. Doklady 2 Probability Theory and Related Fields 2 Stochastics and Stochastics Reports 2 Journal of Mathematical Sciences (New York) 2 Random Operators and Stochastic Equations 2 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 2 Mathematical Communications 2 Stochastics 1 Lithuanian Mathematical Journal 1 Problems of Information Transmission 1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 1 Numerical Functional Analysis and Optimization 1 SIAM Journal on Control and Optimization 1 Stochastic Analysis and Applications 1 Litovskiĭ Matematicheskiĭ Sbornik 1 U.S.S.R. Computational Mathematics and Mathematical Physics 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Matematicheskiĭ Sbornik 1 Russian Journal of Mathematical Physics 1 Mathematical Methods of Statistics 1 Georgian Mathematical Journal 1 Discrete and Continuous Dynamical Systems 1 Matematicheskie Trudy 1 Statistical Inference for Stochastic Processes 1 Discrete and Continuous Dynamical Systems. Series B 1 Moscow Mathematical Journal 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Itogi Nauki i Tekhniki. Seriya Sovremennye Problemy Matematiki. Fundamental’nye Napravleniya all top 5 Fields 133 Probability theory and stochastic processes (60-XX) 20 Systems theory; control (93-XX) 13 Numerical analysis (65-XX) 12 Partial differential equations (35-XX) 10 Operator theory (47-XX) 9 Statistics (62-XX) 9 Operations research, mathematical programming (90-XX) 4 Ordinary differential equations (34-XX) 3 Measure and integration (28-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Approximations and expansions (41-XX) 2 Mechanics of particles and systems (70-XX) 1 General and overarching topics; collections (00-XX) 1 Potential theory (31-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 99 Publications have been cited 811 times in 537 Documents Cited by ▼ Year ▼ On the Poisson equation and diffusion approximation. I. Zbl 1029.60053Pardoux, E.; Veretennikov, A. Yu. 83 2001 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063Veretennikov, A. Yu. 72 1981 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 61 1997 On Poisson equation and diffusion approximation. II. Zbl 1054.60064Pardoux, È.; Veretennikov, A. Yu. 49 2003 On the strong solutions of stochastic differential equations. Zbl 0434.60064Veretennikov, A. Yu. 45 1980 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 29 1987 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 28 1999 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061Veretennikov, A. Yu. 28 1980 On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012Veretennikov, A. Yu. 24 1999 On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069Veretennikov, A. Yu. 24 1991 Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040Vajnikko, G. M.; Veretennikov, A. Yu. 21 1986 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022Pardoux, E.; Veretennikov, A. Yu. 20 2005 Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu. 15 2016 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337Kleptsyna, M. L.; Veretennikov, A. Yu. 15 2008 On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056Veretennikov, A. Yu. 13 2006 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065Veretennikov, A. Yu. 13 2000 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078Veretennikov, A. Yu. 12 1999 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053Pardoux, E.; Veretennikov, A. Yu. 12 1997 Large deviations for discrete-time processes with averaging. Zbl 0838.60028Gulinsky, O. V.; Veretennikov, A. Yu. 12 1993 On subexponential mixing rate for Markov processes. Zbl 1090.60067Klokov, S. A.; Veretennikov, A. Yu. 10 2004 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062Veretennikov, A. Yu. 10 1986 On the strong solutions of stochastic differential equations. Zbl 0418.60061Veretennikov, A. Yu. 10 1979 Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059Veretennikov, A. Yu.; Krylov, N. V. 10 1976 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 9 2010 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087Veretennikov, A. Yu. 8 2002 Stochastic calculus. Zbl 0879.60047Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 8 1989 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062Veretennikov, A. Yu. 8 1987 Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056Veretennikov, A. Yu. 7 1982 On explicit formulas for solutions of stochastic equations. Zbl 0376.60067Veretennikov, A. Yu.; Krylov, N. V. 7 1978 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042Veretennikov, A. Yu. 6 2011 On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043Kelbert, Mark; Veretennikov, Alexandre 6 1997 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070Veretennikov, A. Yu. 5 2006 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073Klokov, S. A.; Veretennikov, A. Yu. 5 2004 Stochastic calculus. Zbl 0714.60037Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 5 1989 On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052Veretennikov, A. Yu. 4 1984 On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061Veretennikov, A. Yu. 4 1983 Differentiability of invariant measures of diffusions with respect to a parameter. Zbl 1325.35226Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V. 3 2015 On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138Veretennikov, A. Yu. 3 2014 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198Veretennikov, A. Yu.; Kulik, A. M. 3 2014 On the rate of convergence to the stationary distribution in the single-server queuing systems. Zbl 1297.90021Veretennikov, A. Yu. 3 2013 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098Veretennikov, A. Yu.; Kulik, A. M. 3 2012 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127Abourashchi, N.; Veretennikov, A. Yu. 3 2009 On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028Abourashchi, Nioulfar; Veretennikov, Alexander Yu. 3 2009 On ergodic filters with wrong initial data. Zbl 1136.93042Kleptsyna, Marina L.; Veretennikov, Alexander Yu. 3 2007 On the smoothness of an invariant measure of a Markov chain with respect to a parameter. Zbl 1053.60079Veretennikov, A. Yu.; Pardoux, E. 3 2000 On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030Veretennikov, A. Yu. 3 1998 Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020Veretennikov, A. Yu. 3 1994 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040Veretennikov, A. Yu. 3 1990 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060Veretennikov, A. Yu. 3 1982 On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064Veretennikov, A. Yu. 3 1982 Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter. Zbl 1346.60099Bogachev, Vladimir I.; Shaposhnikov, Stanislav V.; Veretennikov, Alexander Yu. 2 2016 Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. Zbl 1330.60071Anulova, S. V.; Veretennikov, A. Yu. 2 2015 Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070Anulova, Svetlana V.; Veretennikov, Alexander Yu. 2 2014 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091Veretennikov, A. Yu.; Zverkina, G. A. 2 2014 On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019Veretennikov, Alexander 2 2013 On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041Aivaliotis, G.; Veretennikov, A. Yu. 2 2010 On asymptotic information integral inequalities. Zbl 1153.62016Veretennikov, Alexander 2 2007 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074Varakin, A. B.; Veretennikov, A. Yu. 2 2002 On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033Veretennikov, A. Yu. 2 2000 On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042Veretennikov, A. Yu. 2 1998 A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065Priouret, P.; Veretennikov, A. Yu. 2 1998 On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034Veretennikov, A. Yu. 2 1995 On large deviations for ergodic process empirical measures. Zbl 0770.60027Veretennikov, A. Yu. 2 1992 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031Veretennikov, A. Yu. 2 1991 On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations. Zbl 0677.60057Veretennikov, A. Yu. 2 1989 On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060Veretennikov, A. Yu. 2 1988 On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062Kleptsina, M. L.; Veretennikov, A. Yu. 2 1985 On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059Kleptsina, M. L.; Veretennikov, A. Yu. 2 1984 On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056Veretennikov, A. Yu. 2 1983 On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069Veretennikov, A. Ju. 2 1981 The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093Veretennikov, A. Yu. 2 1978 Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096Veretennikov, Alexander 1 2017 On polynomial bounds of convergence for the availability factor. Zbl 1392.60074Veretennikov, Alexander; Zverkina, Galina 1 2016 On robustness of discrete time optimal filters. Zbl 1365.60041Kleptsyna, M. L.; Veretennikov, A. Yu. 1 2016 On partial derivatives of multivariate Bernstein polynomials. Zbl 1374.41024Veretennikov, A. Yu.; Veretennikova, E. V. 1 2015 Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197Veretennikov, A. Yu.; Kulik, A. M. 1 2013 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095Butkovsky, O. A.; Veretennikov, A. Yu. 1 2013 On local mixing conditions for SDE approximations. Zbl 1276.60073Veretennikov, A. Yu.; Klokov, S. A. 1 2013 On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems. Zbl 1235.60098Veretennikov, A. Yu. 1 2010 On discrete time ergodic filters with wrong initial data, 2. Zbl 1327.62479Kleptsyna, M. L.; Veretennikov, A. Yu. 1 2010 On continuous time ergodic filters with wrong initial data. Zbl 1191.60053Veretennikov, A. Yu.; Kleptsyna, M. L. 1 2009 Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022Veretennikov, A. Yu.; Klokov, S. A. 1 2004 On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068Klokov, S. A.; Veretennikov, A. Yu. 1 2004 Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048Veretennikov, Alexandre Yu. 1 1997 On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025Veretennikov, Alexandre 1 1994 On the estimates of the mixing rate for Markov processes. Zbl 0743.60083Veretennikov, A. Yu. 1 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030Veretennikov, A. Yu. 1 1991 Estimating the mixing rate for Markov processes. Zbl 0786.60109Veretennikov, A. Yu. 1 1991 On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025Veretennikov, A. Yu. 1 1990 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068Veretennikov, A. Yu.; Gulinsky, O. V. 1 1990 On strong solutions of Itô stochastic equations with jumps. Zbl 0658.60087Veretennikov, A. Yu. 1 1987 Probabilistic problems in the theory of hypoellipticity. Zbl 0659.60081Veretennikov, A. Yu. 1 1985 A probabilistic approach to hypoellipticity. Zbl 0559.60051Veretennikov, A. Yu. 1 1983 On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058Veretennikov, A. Yu. 1 1982 Ergodicity and invariance principle for multiphase queueing systems. Zbl 0489.60094Veretennikov, A. Yu. 1 1981 On the existence of the optimal policy for a multidimensional quasidiffusion controlled process. Zbl 0494.93058Veretennikov, A. Yu. 1 1980 On strong solutions of some stochastic equations. Zbl 0415.60054Veretennikov, A. Yu. 1 1978 On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095Veretennikov, A. Yu. 1 1977 Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096Veretennikov, Alexander 1 2017 Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu. 15 2016 Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter. Zbl 1346.60099Bogachev, Vladimir I.; Shaposhnikov, Stanislav V.; Veretennikov, Alexander Yu. 2 2016 On polynomial bounds of convergence for the availability factor. Zbl 1392.60074Veretennikov, Alexander; Zverkina, Galina 1 2016 On robustness of discrete time optimal filters. Zbl 1365.60041Kleptsyna, M. L.; Veretennikov, A. Yu. 1 2016 Differentiability of invariant measures of diffusions with respect to a parameter. Zbl 1325.35226Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V. 3 2015 Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. Zbl 1330.60071Anulova, S. V.; Veretennikov, A. Yu. 2 2015 On partial derivatives of multivariate Bernstein polynomials. Zbl 1374.41024Veretennikov, A. Yu.; Veretennikova, E. V. 1 2015 On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138Veretennikov, A. Yu. 3 2014 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198Veretennikov, A. Yu.; Kulik, A. M. 3 2014 Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070Anulova, Svetlana V.; Veretennikov, Alexander Yu. 2 2014 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091Veretennikov, A. Yu.; Zverkina, G. A. 2 2014 On the rate of convergence to the stationary distribution in the single-server queuing systems. Zbl 1297.90021Veretennikov, A. Yu. 3 2013 On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019Veretennikov, Alexander 2 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197Veretennikov, A. Yu.; Kulik, A. M. 1 2013 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095Butkovsky, O. A.; Veretennikov, A. Yu. 1 2013 On local mixing conditions for SDE approximations. Zbl 1276.60073Veretennikov, A. Yu.; Klokov, S. A. 1 2013 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098Veretennikov, A. Yu.; Kulik, A. M. 3 2012 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042Veretennikov, A. Yu. 6 2011 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 9 2010 On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041Aivaliotis, G.; Veretennikov, A. Yu. 2 2010 On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems. Zbl 1235.60098Veretennikov, A. Yu. 1 2010 On discrete time ergodic filters with wrong initial data, 2. Zbl 1327.62479Kleptsyna, M. L.; Veretennikov, A. Yu. 1 2010 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127Abourashchi, N.; Veretennikov, A. Yu. 3 2009 On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028Abourashchi, Nioulfar; Veretennikov, Alexander Yu. 3 2009 On continuous time ergodic filters with wrong initial data. Zbl 1191.60053Veretennikov, A. Yu.; Kleptsyna, M. L. 1 2009 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337Kleptsyna, M. L.; Veretennikov, A. Yu. 15 2008 On ergodic filters with wrong initial data. Zbl 1136.93042Kleptsyna, Marina L.; Veretennikov, Alexander Yu. 3 2007 On asymptotic information integral inequalities. Zbl 1153.62016Veretennikov, Alexander 2 2007 On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056Veretennikov, A. Yu. 13 2006 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070Veretennikov, A. Yu. 5 2006 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022Pardoux, E.; Veretennikov, A. Yu. 20 2005 On subexponential mixing rate for Markov processes. Zbl 1090.60067Klokov, S. A.; Veretennikov, A. Yu. 10 2004 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073Klokov, S. A.; Veretennikov, A. Yu. 5 2004 Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022Veretennikov, A. Yu.; Klokov, S. A. 1 2004 On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068Klokov, S. A.; Veretennikov, A. Yu. 1 2004 On Poisson equation and diffusion approximation. II. Zbl 1054.60064Pardoux, È.; Veretennikov, A. Yu. 49 2003 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087Veretennikov, A. Yu. 8 2002 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074Varakin, A. B.; Veretennikov, A. Yu. 2 2002 On the Poisson equation and diffusion approximation. I. Zbl 1029.60053Pardoux, E.; Veretennikov, A. Yu. 83 2001 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065Veretennikov, A. Yu. 13 2000 On the smoothness of an invariant measure of a Markov chain with respect to a parameter. Zbl 1053.60079Veretennikov, A. Yu.; Pardoux, E. 3 2000 On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033Veretennikov, A. Yu. 2 2000 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 28 1999 On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012Veretennikov, A. Yu. 24 1999 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078Veretennikov, A. Yu. 12 1999 On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030Veretennikov, A. Yu. 3 1998 On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042Veretennikov, A. Yu. 2 1998 A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065Priouret, P.; Veretennikov, A. Yu. 2 1998 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 61 1997 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053Pardoux, E.; Veretennikov, A. Yu. 12 1997 On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043Kelbert, Mark; Veretennikov, Alexandre 6 1997 Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048Veretennikov, Alexandre Yu. 1 1997 On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034Veretennikov, A. Yu. 2 1995 Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020Veretennikov, A. Yu. 3 1994 On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025Veretennikov, Alexandre 1 1994 Large deviations for discrete-time processes with averaging. Zbl 0838.60028Gulinsky, O. V.; Veretennikov, A. Yu. 12 1993 On large deviations for ergodic process empirical measures. Zbl 0770.60027Veretennikov, A. Yu. 2 1992 On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069Veretennikov, A. Yu. 24 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031Veretennikov, A. Yu. 2 1991 On the estimates of the mixing rate for Markov processes. Zbl 0743.60083Veretennikov, A. Yu. 1 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030Veretennikov, A. Yu. 1 1991 Estimating the mixing rate for Markov processes. Zbl 0786.60109Veretennikov, A. Yu. 1 1991 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040Veretennikov, A. Yu. 3 1990 On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025Veretennikov, A. Yu. 1 1990 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068Veretennikov, A. Yu.; Gulinsky, O. V. 1 1990 Stochastic calculus. Zbl 0879.60047Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 8 1989 Stochastic calculus. Zbl 0714.60037Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 5 1989 On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations. Zbl 0677.60057Veretennikov, A. Yu. 2 1989 On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060Veretennikov, A. Yu. 2 1988 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 29 1987 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062Veretennikov, A. Yu. 8 1987 On strong solutions of Itô stochastic equations with jumps. Zbl 0658.60087Veretennikov, A. Yu. 1 1987 Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040Vajnikko, G. M.; Veretennikov, A. Yu. 21 1986 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062Veretennikov, A. Yu. 10 1986 On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062Kleptsina, M. L.; Veretennikov, A. Yu. 2 1985 Probabilistic problems in the theory of hypoellipticity. Zbl 0659.60081Veretennikov, A. Yu. 1 1985 On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052Veretennikov, A. Yu. 4 1984 On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059Kleptsina, M. L.; Veretennikov, A. Yu. 2 1984 On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061Veretennikov, A. Yu. 4 1983 On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056Veretennikov, A. Yu. 2 1983 A probabilistic approach to hypoellipticity. Zbl 0559.60051Veretennikov, A. Yu. 1 1983 Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056Veretennikov, A. Yu. 7 1982 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060Veretennikov, A. Yu. 3 1982 On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064Veretennikov, A. Yu. 3 1982 On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058Veretennikov, A. Yu. 1 1982 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063Veretennikov, A. Yu. 72 1981 On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069Veretennikov, A. Ju. 2 1981 Ergodicity and invariance principle for multiphase queueing systems. Zbl 0489.60094Veretennikov, A. Yu. 1 1981 On the strong solutions of stochastic differential equations. Zbl 0434.60064Veretennikov, A. Yu. 45 1980 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061Veretennikov, A. Yu. 28 1980 On the existence of the optimal policy for a multidimensional quasidiffusion controlled process. Zbl 0494.93058Veretennikov, A. Yu. 1 1980 On the strong solutions of stochastic differential equations. Zbl 0418.60061Veretennikov, A. Yu. 10 1979 On explicit formulas for solutions of stochastic equations. Zbl 0376.60067Veretennikov, A. Yu.; Krylov, N. V. 7 1978 The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093Veretennikov, A. Yu. 2 1978 On strong solutions of some stochastic equations. Zbl 0415.60054Veretennikov, A. Yu. 1 1978 On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095Veretennikov, A. Yu. 1 1977 Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059Veretennikov, A. Yu.; Krylov, N. V. 10 1976 all cited Publications top 5 cited Publications all top 5 Cited by 588 Authors 33 Veretennikov, Alexander Yu. 16 Flandoli, Franco 14 Bogachev, Vladimir Igorevich 14 Röckner, Michael 12 Pardoux, Etienne 11 Borkar, Vivek Shripad 10 Kulik, Alexey M. 10 Moulines, Eric 10 Shaposhnikov, Stanislav V. 10 Spiliopoulos, Konstantinos V. 9 Guillin, Arnaud 9 Ouknine, Youssef 9 Zhang, Xicheng 8 Delarue, François 8 Douc, Randal 8 Priola, Enrico 8 Proske, Frank Norbert 7 Kleptsyna, Marina L. 6 Fu, Hongbo 6 Yi, Yingfei 6 Yoshida, Nakahiro 5 Cerrai, Sandra 5 Da Prato, Giuseppe 5 Fort, Gersende 5 Ghosh, Mrinal Kanti 5 Ji, Min 5 Kulinich, Grygoriĭ L. 5 Kushnirenko, Svitlana V. 5 Liu, Jicheng 5 Mishura, Yuliya Stepanivna 5 Panloup, Fabien 5 Piatnitski, Andrey L. 5 Wang, Feng-Yu 4 Anulova, Svetlana V. 4 Cattiaux, Patrick 4 Dymov, Andrey V. 4 Gubinelli, Massimiliano 4 Hairer, Martin 4 Huang, Wen 4 Karatzas, Ioannis 4 Kumar, K. Suresh 4 Kutoyants, Yury A. 4 Liu, Zhenxin 4 Masuda, Hiroki 4 Mattingly, Jonathan C. 4 Menoukeu Pamen, Olivier 4 Meyer-Brandis, Thilo 4 Pagès, Gilles 4 Popier, Alexandre 4 Ramm, Alexander G. 4 Scheutzow, Michael K. R. 4 Sun, Xiaobin 4 Szölgyenyi, Michaela 4 Uchida, Masayuki 4 Wan, Li 4 Xie, Longjie 4 Xie, Yingchao 3 Aivaliotis, Georgios 3 Bahlali, Khaled 3 Butkovskiĭ, Oleg Yaroslavovich 3 Comets, Francis M. 3 Comte, Fabienne 3 Deng, Youjun 3 Dupuis, Paul G. 3 Gapeev, Pavel V. 3 Gyöngy, István 3 Helmes, Kurt L. 3 Hernández-Lerma, Onésimo 3 Jasso-Fuentes, Héctor 3 Jin, Qinian 3 Kohatsu-Higa, Arturo 3 Lejay, Antoine 3 Leonenko, Nikolai N. 3 Luo, Dejun 3 Minkevičius, Saulius 3 Namachchivaya, N. Sri 3 Nilssen, Torstein K. 3 Nualart, David 3 Olsson, Jimmy 3 Pavliotis, Grigorios A. 3 Perkowski, Nicolas 3 Pilipenko, Andrey Yu. 3 Simpson, David John Warwick 3 Stuart, Andrew M. 3 Taguchi, Dai 3 Zverkina, Galina 2 Bachmann, Stefan 2 Bakushinskĭ, Anatoliĭ Borisovich B. 2 Bandi, Federico M. 2 Bao, Jianhai 2 Barbu, Viorel 2 Bardi, Martino 2 Bianchi, Annamaria 2 Blanke, Delphine 2 Budhiraja, Amarjit S. 2 Cesaroni, Annalisa 2 Christopeit, Norbert 2 Dehay, Dominique 2 Diakhaby, Aboubakary 2 Diédhiou, Alassane ...and 488 more Authors all top 5 Cited in 158 Serials 60 Stochastic Processes and their Applications 25 The Annals of Probability 17 Probability Theory and Related Fields 15 The Annals of Applied Probability 14 Journal of Differential Equations 14 Stochastics and Dynamics 12 Journal of Functional Analysis 11 Journal of Mathematical Analysis and Applications 11 Theory of Probability and Mathematical Statistics 10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Bernoulli 8 Journal of Statistical Physics 8 Applied Mathematics and Optimization 8 Stochastic Analysis and Applications 8 Journal of Mathematical Sciences (New York) 7 Statistics & Probability Letters 7 Journal of Theoretical Probability 7 Statistical Inference for Stochastic Processes 7 Stochastics 6 The Annals of Statistics 6 Systems & Control Letters 6 Discrete and Continuous Dynamical Systems 6 Doklady Mathematics 5 Communications in Mathematical Physics 5 Stochastics 5 Mathematics of Computation 5 Journal of Computational and Applied Mathematics 5 SIAM Journal on Control and Optimization 5 Queueing Systems 5 Automation and Remote Control 5 Electronic Journal of Probability 5 Econometric Theory 4 Annals of the Institute of Statistical Mathematics 4 Journal of Optimization Theory and Applications 4 Journal of Statistical Planning and Inference 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Journal of Dynamics and Differential Equations 4 Russian Mathematics 4 Bulletin des Sciences Mathématiques 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Advances in Difference Equations 3 Scandinavian Journal of Statistics 3 Journal of Applied Probability 3 Numerische Mathematik 3 Acta Applicandae Mathematicae 3 SIAM Journal on Mathematical Analysis 3 Potential Analysis 3 Electronic Communications in Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Multiscale Modeling & Simulation 3 SIAM/ASA Journal on Uncertainty Quantification 3 Modern Stochastics. Theory and Applications 2 Journal of Applied Mathematics and Mechanics 2 Lithuanian Mathematical Journal 2 Mathematical Notes 2 Metrika 2 Nonlinearity 2 Russian Mathematical Surveys 2 Theory of Probability and its Applications 2 BIT 2 Journal of Econometrics 2 Mathematics of Operations Research 2 Transactions of the American Mathematical Society 2 Chinese Annals of Mathematics. Series B 2 Journal of Complexity 2 Computational Mathematics and Mathematical Physics 2 Mathematical Methods of Statistics 2 Random Operators and Stochastic Equations 2 NoDEA. Nonlinear Differential Equations and Applications 2 Journal of Nonparametric Statistics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Methodology and Computing in Applied Probability 2 Nonlinear Analysis. Real World Applications 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 SIAM Journal on Financial Mathematics 2 Afrika Matematika 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Advances in Applied Probability 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 Communications on Pure and Applied Mathematics 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Mathematical Biology 1 Physica A 1 Ukrainian Mathematical Journal 1 Chaos, Solitons and Fractals 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Applied Mathematics and Computation 1 Automatica 1 Czechoslovak Mathematical Journal 1 Inventiones Mathematicae 1 Journal of Approximation Theory 1 Journal of Economic Theory 1 Journal of the Mathematical Society of Japan 1 Mathematische Annalen 1 Memoirs of the American Mathematical Society 1 Monatshefte für Mathematik 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Osaka Journal of Mathematics ...and 58 more Serials all top 5 Cited in 37 Fields 436 Probability theory and stochastic processes (60-XX) 125 Partial differential equations (35-XX) 82 Statistics (62-XX) 65 Numerical analysis (65-XX) 65 Systems theory; control (93-XX) 51 Ordinary differential equations (34-XX) 34 Dynamical systems and ergodic theory (37-XX) 27 Calculus of variations and optimal control; optimization (49-XX) 26 Operator theory (47-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Statistical mechanics, structure of matter (82-XX) 15 Operations research, mathematical programming (90-XX) 12 Mechanics of particles and systems (70-XX) 12 Fluid mechanics (76-XX) 7 Biology and other natural sciences (92-XX) 6 Integral equations (45-XX) 6 Computer science (68-XX) 5 Real functions (26-XX) 4 Measure and integration (28-XX) 4 Approximations and expansions (41-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 General and overarching topics; collections (00-XX) 3 Difference and functional equations (39-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year