Edit Profile (opens in new tab) Veretennikov, Alexander Yu. Compute Distance To: Compute Author ID: veretennikov.alexander-yu Published as: Veretennikov, A. Yu.; Veretennikov, Alexander; Veretennikov, Alexander Yu.; Veretennikov, Alexandre; Veretennikov, A.; Veretennikov, Alexandre Yu.; Veretennikov, A. Ju.; Veretennikov, A. Yu Homepage: http://www1.maths.leeds.ac.uk/~veretenn/math3723/index.htm External Links: MGP · Google Scholar · Math-Net.Ru · dblp Documents Indexed: 159 Publications since 1976, including 2 Books 2 Contributions as Editor Reviewing Activity: 106 Reviews Co-Authors: 40 Co-Authors with 63 Joint Publications 1,225 Co-Co-Authors all top 5 Co-Authors 98 single-authored 10 Kleptsyna, Marina L. 6 Klokov, Sergey A. 5 Anulova, Svetlana 5 Pardoux, Etienne 4 Krylov, Nicolaĭ Vladimirovich 3 Abourashchi, Nioulfar 3 Kulik, Alexey M. 3 Liptser, Robert 2 Aivaliotis, Georgios 2 Bogachev, Vladimir Igorevich 2 Gulinsky, Oleg V. 2 Krasnosel’skiĭ, Mark Aleksandrovich 2 Mishura, Yuliya Stepanivna 2 Shaposhnikov, Stanislav V. 2 Shiryaev, Al’bert Nikolaevich 2 Veretennikova, Maria A. 1 Abu-Shanab, Reman 1 Butkovsky, Oleg A. 1 Da Prato, Giuseppe 1 Dobrovidov, Alexander V. 1 Emelin, I. V. 1 Flandoli, Franco 1 Kelbert, Mark Ya. 1 Korshunov, Dmitry Alekseevich 1 Kukush, Oleksandr Georgiĭovych 1 Mai, Hilmar 1 Manita, Oxana A. 1 Milstein, Grigori N. 1 Pakshin, P. V. 1 Priouret, Pierre 1 Röckner, Michael 1 Sakhno, Lyudmyla Mykhaĭlivna 1 Schock, Eberhard 1 Sineokiy, Roman 1 Spokoiny, Vladimir G. 1 Vainikko, Gennadi 1 Varakin, A. B. 1 Veretennikova, E. V. 1 Zverkina, G. A. 1 Zverkina, Galina all top 5 Serials 18 Theory of Probability and its Applications 12 Automation and Remote Control 7 Teoriya Veroyatnosteĭ i eë Primeneniya 7 Theory of Probability and Mathematical Statistics 5 The Annals of Probability 5 Doklady Mathematics 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 Theory of Stochastic Processes 3 Matematicheskie Zametki 3 Russian Mathematical Surveys 3 Mathematics of the USSR, Sbornik 3 Stochastic Processes and their Applications 3 Random Operators and Stochastic Equations 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 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 Izvestiya: Mathematics 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 1 Modern Stochastics. Theory and Applications all top 5 Fields 139 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) 6 Dynamical systems and ergodic theory (37-XX) 4 Ordinary differential equations (34-XX) 3 Measure and integration (28-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 General and overarching topics; collections (00-XX) 2 Approximations and expansions (41-XX) 2 Mechanics of particles and systems (70-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) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 102 Publications have been cited 997 times in 651 Documents Cited by ▼ Year ▼ On the Poisson equation and diffusion approximation. I. Zbl 1029.60053Pardoux, E.; Veretennikov, A. Yu. 112 2001 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063Veretennikov, A. Yu. 88 1981 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 71 1997 On Poisson equation and diffusion approximation. II. Zbl 1054.60064Pardoux, È.; Veretennikov, A. Yu. 67 2003 On the strong solutions of stochastic differential equations. Zbl 0434.60064Veretennikov, A. Yu. 55 1980 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061Veretennikov, A. Yu. 41 1980 On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069Veretennikov, A. Yu. 34 1991 On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012Veretennikov, A. Yu. 33 1999 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 32 1987 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022Pardoux, E.; Veretennikov, A. Yu. 29 2005 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 28 1999 Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu. 18 2016 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337Kleptsyna, M. L.; Veretennikov, A. Yu. 18 2008 On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056Veretennikov, A. Yu. 17 2006 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065Veretennikov, A. Yu. 16 2000 Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040Vajnikko, G. M.; Veretennikov, A. Yu. 14 1986 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078Veretennikov, A. Yu. 14 1999 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079Mishura, Yuliya; Veretennikov, Alexander 14 2020 Large deviations for discrete-time processes with averaging. Zbl 0838.60028Gulinsky, O. V.; Veretennikov, A. Yu. 13 1993 On subexponential mixing rate for Markov processes. Zbl 1090.60067Klokov, S. A.; Veretennikov, A. Yu. 12 2004 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 11 2010 Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056Veretennikov, A. Yu. 10 1982 Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059Veretennikov, A. Yu.; Krylov, N. V. 10 1976 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053Pardoux, E.; Veretennikov, A. Yu. 10 1997 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062Veretennikov, A. Yu. 9 1987 Stochastic calculus. Zbl 0879.60047Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 9 1989 On the strong solutions of stochastic differential equations. Zbl 0418.60061Veretennikov, A. Yu. 9 1979 On explicit formulas for solutions of stochastic equations. Zbl 0376.60067Veretennikov, A. Yu.; Krylov, N. V. 9 1978 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062Veretennikov, A. Yu. 8 1986 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087Veretennikov, A. Yu. 8 2002 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073Klokov, S. A.; Veretennikov, A. Yu. 7 2004 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042Veretennikov, A. Yu. 7 2011 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060Veretennikov, A. Yu. 6 1982 On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052Veretennikov, A. Yu. 6 1984 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070Veretennikov, A. Yu. 6 2006 On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064Veretennikov, A. Yu. 6 1982 On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043Kelbert, Mark; Veretennikov, Alexandre 6 1997 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040Veretennikov, A. Yu. 5 1990 Stochastic calculus. Zbl 0714.60037Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 5 1989 On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061Veretennikov, A. Yu. 4 1983 On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138Veretennikov, A. Yu. 4 2014 Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020Veretennikov, A. Yu. 4 1994 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098Veretennikov, A. Yu.; Kulik, A. M. 4 2012 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127Abourashchi, N.; Veretennikov, A. Yu. 4 2009 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031Veretennikov, A. Yu. 3 1991 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091Veretennikov, A. Yu.; Zverkina, G. A. 3 2014 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 ergodic filters with wrong initial data. Zbl 1136.93042Kleptsyna, Marina L.; Veretennikov, Alexander Yu. 3 2007 On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028Abourashchi, Nioulfar; Veretennikov, Alexander Yu. 3 2009 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 On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033Veretennikov, A. Yu. 3 2000 On the rate of convergence to the stationary distribution in the single-server queuing systems. Zbl 1297.90021Veretennikov, A. Yu. 3 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198Veretennikov, A. Yu.; Kulik, A. M. 3 2014 On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019Veretennikov, Alexander 3 2013 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095Butkovsky, O. A.; Veretennikov, A. Yu. 3 2013 On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056Veretennikov, A. Yu. 2 1983 On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059Kleptsina, M. L.; Veretennikov, A. Yu. 2 1984 Estimating the mixing rate for Markov processes. Zbl 0786.60109Veretennikov, A. Yu. 2 1991 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068Veretennikov, A. Yu.; Gulinsky, O. V. 2 1990 On large deviations for ergodic process empirical measures. Zbl 0770.60027Veretennikov, A. Yu. 2 1992 On robustness of discrete time optimal filters. Zbl 1365.60041Kleptsyna, M. L.; Veretennikov, A. 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 On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069Veretennikov, A. Ju. 2 1981 On asymptotic information integral inequalities. Zbl 1153.62016Veretennikov, Alexander 2 2007 Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048Veretennikov, Alexandre Yu. 2 1997 On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034Veretennikov, A. Yu. 2 1995 On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations. Zbl 0677.60057Veretennikov, A. Yu. 2 1989 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 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042Veretennikov, A. Yu. 2 1998 On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074Varakin, A. B.; Veretennikov, A. Yu. 2 2002 A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065Priouret, P.; Veretennikov, A. Yu. 2 1998 On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058Veretennikov, A. Yu. 2 1982 On weak solutions of highly degenerate SDEs. Zbl 1455.60077Veretennikov, A. Yu. 2 2020 On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. Zbl 1452.93037Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. 2 2020 On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041Aivaliotis, G.; Veretennikov, A. Yu. 2 2010 Approximation of ordinary differential equations by stochastic differential equations. Zbl 0536.60072Veretennikov, A. Yu. 1 1983 A probabilistic approach to hypoellipticity. Zbl 0559.60051Veretennikov, A. Yu. 1 1983 On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062Kleptsina, M. L.; Veretennikov, A. Yu. 1 1985 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 Ergodicity and invariance principle for multiphase queueing systems. Zbl 0489.60094Veretennikov, A. Yu. 1 1981 On backward filtering equations for SDE systems (direct approach). Zbl 0827.60027Veretennikov, A. Yu. 1 1995 Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022Veretennikov, A. Yu.; Klokov, S. A. 1 2004 On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025Veretennikov, Alexandre 1 1994 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 On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060Veretennikov, A. Yu. 1 1988 On the existence of the optimal policy for a multidimensional quasidiffusion controlled process. Zbl 0494.93058Veretennikov, A. Yu. 1 1980 On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068Klokov, S. A.; Veretennikov, A. Yu. 1 2004 On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095Veretennikov, A. Yu. 1 1977 On strong solutions of some stochastic equations. Zbl 0415.60054Veretennikov, A. Yu. 1 1978 The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093Veretennikov, A. Yu. 1 1978 Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096Veretennikov, Alexander 1 2017 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 large deviations of the sojourn time for an ergodic process. Zbl 0716.60025Veretennikov, A. Yu. 1 1990 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030Veretennikov, A. Yu. 1 1991 On the estimates of the mixing rate for Markov processes. Zbl 0743.60083Veretennikov, A. Yu. 1 1991 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079Mishura, Yuliya; Veretennikov, Alexander 14 2020 On weak solutions of highly degenerate SDEs. Zbl 1455.60077Veretennikov, A. Yu. 2 2020 On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. Zbl 1452.93037Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. 2 2020 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. 18 2016 On robustness of discrete time optimal filters. Zbl 1365.60041Kleptsyna, M. L.; Veretennikov, A. Yu. 2 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 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. 4 2014 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091Veretennikov, A. Yu.; Zverkina, G. A. 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 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 3 2013 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095Butkovsky, O. A.; Veretennikov, A. Yu. 3 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197Veretennikov, A. Yu.; Kulik, A. M. 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. 4 2012 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042Veretennikov, A. Yu. 7 2011 On stochastic averaging and mixing. Zbl 1224.60181Abourashchi, N.; Veretennikov, A. Yu. 11 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 exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127Abourashchi, N.; Veretennikov, A. Yu. 4 2009 On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028Abourashchi, Nioulfar; Veretennikov, Alexander Yu. 3 2009 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337Kleptsyna, M. L.; Veretennikov, A. Yu. 18 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. 17 2006 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070Veretennikov, A. Yu. 6 2006 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022Pardoux, E.; Veretennikov, A. Yu. 29 2005 On subexponential mixing rate for Markov processes. Zbl 1090.60067Klokov, S. A.; Veretennikov, A. Yu. 12 2004 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073Klokov, S. A.; Veretennikov, A. Yu. 7 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. 67 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. 112 2001 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065Veretennikov, A. Yu. 16 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. 3 2000 On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012Veretennikov, A. Yu. 33 1999 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070Veretennikov, A. Yu. 28 1999 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078Veretennikov, A. Yu. 14 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. 71 1997 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053Pardoux, E.; Veretennikov, A. Yu. 10 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. 2 1997 On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034Veretennikov, A. Yu. 2 1995 On backward filtering equations for SDE systems (direct approach). Zbl 0827.60027Veretennikov, A. Yu. 1 1995 Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020Veretennikov, A. Yu. 4 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. 13 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. 34 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031Veretennikov, A. Yu. 3 1991 Estimating the mixing rate for Markov processes. Zbl 0786.60109Veretennikov, A. Yu. 2 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030Veretennikov, A. Yu. 1 1991 On the estimates of the mixing rate for Markov processes. Zbl 0743.60083Veretennikov, A. Yu. 1 1991 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040Veretennikov, A. Yu. 5 1990 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068Veretennikov, A. Yu.; Gulinsky, O. V. 2 1990 On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025Veretennikov, A. Yu. 1 1990 Stochastic calculus. Zbl 0879.60047Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 9 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. 1 1988 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046Veretennikov, A. Yu. 32 1987 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062Veretennikov, A. Yu. 9 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. 14 1986 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062Veretennikov, A. Yu. 8 1986 On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062Kleptsina, M. L.; Veretennikov, A. Yu. 1 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. 6 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 Approximation of ordinary differential equations by stochastic differential equations. Zbl 0536.60072Veretennikov, A. Yu. 1 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. 10 1982 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060Veretennikov, A. Yu. 6 1982 On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064Veretennikov, A. Yu. 6 1982 On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058Veretennikov, A. Yu. 2 1982 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063Veretennikov, A. Yu. 88 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. 55 1980 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061Veretennikov, A. Yu. 41 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. 9 1979 On explicit formulas for solutions of stochastic equations. Zbl 0376.60067Veretennikov, A. Yu.; Krylov, N. V. 9 1978 On strong solutions of some stochastic equations. Zbl 0415.60054Veretennikov, A. Yu. 1 1978 The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093Veretennikov, A. Yu. 1 1978 ...and 2 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 703 Authors 38 Veretennikov, Alexander Yu. 19 Flandoli, Franco 18 Röckner, Michael 14 Bogachev, Vladimir Igorevich 13 Kulik, Alexey M. 12 Spiliopoulos, Konstantinos V. 11 Borkar, Vivek Shripad 11 Pardoux, Etienne 10 Moulines, Eric 10 Priola, Enrico 10 Shaposhnikov, Stanislav V. 10 Zhang, Xicheng 9 Delarue, François 9 Guillin, Arnaud 9 Ouknine, Youssef 9 Xie, Longjie 8 Douc, Randal 8 Proske, Frank Norbert 7 Ghosh, Mrinal Kanti 7 Mishura, Yuliya Stepanivna 7 Sun, Xiaobin 7 Yi, Yingfei 7 Yoshida, Nakahiro 6 Fu, Hongbo 6 Ji, Min 6 Kleptsyna, Marina L. 6 Kulinich, Grygoriĭ L. 6 Kushnirenko, Svitlana V. 6 Liu, Jicheng 6 Szölgyenyi, Michaela 6 Xie, Yingchao 6 Zhao, GuoHuan 5 Butkovsky, Oleg A. 5 Cerrai, Sandra 5 Da Prato, Giuseppe 5 Fort, Gersende 5 Gubinelli, Massimiliano 5 Kumar, K. Suresh 5 Liu, Zhenxin 5 Luo, Dejun 5 Masuda, Hiroki 5 Panloup, Fabien 5 Piatnitski, Andrey L. 5 Pilipenko, Andrey Yu. 5 Scheutzow, Michael K. R. 5 Uchida, Masayuki 4 Anulova, Svetlana 4 Cattiaux, Patrick 4 Comte, Fabienne 4 Dymov, Andrey V. 4 Gailus, Siragan 4 Hairer, Martin 4 Huang, Wen 4 Karatzas, Ioannis 4 Kutoyants, Yury A. 4 Leonenko, Nikolai N. 4 Mattingly, Jonathan Christopher 4 Menoukeu Pamen, Olivier 4 Meyer-Brandis, Thilo 4 Pagès, Gilles 4 Pavliotis, Grigorios A. 4 Perkowski, Nicolas 4 Popier, Alexandre 4 Pradhan, Somnath 4 Stuart, Andrew M. 4 Wan, Li 4 Yin, George Gang 3 Aivaliotis, Georgios 3 Bouchet, Freddy 3 Bréhier, Charles-Edouard 3 Chaudru De Raynal, Paul-Eric 3 Comets, Francis M. 3 Diédhiou, Alassane 3 Dupuis, Paul G. 3 Durmus, Alain 3 Gapeev, Pavel V. 3 Genon-Catalot, Valentine 3 Grandits, Peter 3 Gyöngy, István 3 Helmes, Kurt L. 3 Hernández-Lerma, Onésimo 3 Jasso-Fuentes, Héctor 3 Jia, Chen 3 Jin, Qinian 3 Kaino, Yusuke 3 Kohatsu-Higa, Arturo 3 Krylov, Nicolaĭ Vladimirovich 3 Lacker, Daniel 3 Lejay, Antoine 3 Löcherbach, Eva 3 Minkevičius, Saulius 3 Namachchivaya, N. Sri 3 Nilssen, Torstein K. 3 Nualart, David 3 Olsson, Jimmy 3 Pavlyukevich, Ilya 3 Russo, Francesco 3 Simpson, David John Warwick 3 Taguchi, Dai 3 Wang, Feng-Yu ...and 603 more Authors all top 5 Cited in 174 Serials 66 Stochastic Processes and their Applications 29 The Annals of Probability 21 Journal of Differential Equations 19 Probability Theory and Related Fields 18 Stochastics and Dynamics 17 The Annals of Applied Probability 17 Bernoulli 16 Theory of Probability and Mathematical Statistics 14 Annales de l’Institut Henri Poincaré. 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