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Veretennikov, Alexander Yu.

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Author ID: veretennikov.alexander-yu Recent zbMATH articles by "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

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

Publications by Year

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 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
83
2001
On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063
Veretennikov, A. Yu.
72
1981
On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042
Veretennikov, A. Yu.
61
1997
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
49
2003
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
45
1980
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
29
1987
On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070
Veretennikov, A. Yu.
28
1999
On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061
Veretennikov, A. Yu.
28
1980
On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012
Veretennikov, A. Yu.
24
1999
On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069
Veretennikov, A. Yu.
24
1991
Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040
Vajnikko, G. M.; Veretennikov, A. Yu.
21
1986
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
20
2005
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077
Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu.
15
2016
On discrete time ergodic filters with wrong initial data. Zbl 1141.60337
Kleptsyna, M. L.; Veretennikov, A. Yu.
15
2008
On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056
Veretennikov, A. Yu.
13
2006
On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065
Veretennikov, A. Yu.
13
2000
On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078
Veretennikov, A. Yu.
12
1999
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
12
1997
Large deviations for discrete-time processes with averaging. Zbl 0838.60028
Gulinsky, O. V.; Veretennikov, A. Yu.
12
1993
On subexponential mixing rate for Markov processes. Zbl 1090.60067
Klokov, S. A.; Veretennikov, A. Yu.
10
2004
Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062
Veretennikov, A. Yu.
10
1986
On the strong solutions of stochastic differential equations. Zbl 0418.60061
Veretennikov, A. Yu.
10
1979
Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059
Veretennikov, A. Yu.; Krylov, N. V.
10
1976
On stochastic averaging and mixing. Zbl 1224.60181
Abourashchi, N.; Veretennikov, A. Yu.
9
2010
Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087
Veretennikov, A. Yu.
8
2002
Stochastic calculus. Zbl 0879.60047
Anulova, 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 0629.60062
Veretennikov, A. Yu.
8
1987
Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056
Veretennikov, A. Yu.
7
1982
On explicit formulas for solutions of stochastic equations. Zbl 0376.60067
Veretennikov, A. Yu.; Krylov, N. V.
7
1978
On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042
Veretennikov, A. Yu.
6
2011
On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043
Kelbert, Mark; Veretennikov, Alexandre
6
1997
On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070
Veretennikov, A. Yu.
5
2006
Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073
Klokov, S. A.; Veretennikov, A. Yu.
5
2004
Stochastic calculus. Zbl 0714.60037
Anulova, 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 0532.60052
Veretennikov, A. Yu.
4
1984
On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061
Veretennikov, A. Yu.
4
1983
Differentiability of invariant measures of diffusions with respect to a parameter. Zbl 1325.35226
Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V.
3
2015
On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138
Veretennikov, A. Yu.
3
2014
Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198
Veretennikov, A. Yu.; Kulik, A. M.
3
2014
On the rate of convergence to the stationary distribution in the single-server queuing systems. Zbl 1297.90021
Veretennikov, A. Yu.
3
2013
Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098
Veretennikov, A. Yu.; Kulik, A. M.
3
2012
On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127
Abourashchi, N.; Veretennikov, A. Yu.
3
2009
On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028
Abourashchi, Nioulfar; Veretennikov, Alexander Yu.
3
2009
On ergodic filters with wrong initial data. Zbl 1136.93042
Kleptsyna, Marina L.; Veretennikov, Alexander Yu.
3
2007
On the smoothness of an invariant measure of a Markov chain with respect to a parameter. Zbl 1053.60079
Veretennikov, A. Yu.; Pardoux, E.
3
2000
On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030
Veretennikov, A. Yu.
3
1998
Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020
Veretennikov, A. Yu.
3
1994
On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040
Veretennikov, A. Yu.
3
1990
On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060
Veretennikov, A. Yu.
3
1982
On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064
Veretennikov, A. Yu.
3
1982
Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter. Zbl 1346.60099
Bogachev, Vladimir I.; Shaposhnikov, Stanislav V.; Veretennikov, Alexander Yu.
2
2016
Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. Zbl 1330.60071
Anulova, S. V.; Veretennikov, A. Yu.
2
2015
Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070
Anulova, Svetlana V.; Veretennikov, Alexander Yu.
2
2014
Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091
Veretennikov, A. Yu.; Zverkina, G. A.
2
2014
On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019
Veretennikov, Alexander
2
2013
On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041
Aivaliotis, G.; Veretennikov, A. Yu.
2
2010
On asymptotic information integral inequalities. Zbl 1153.62016
Veretennikov, Alexander
2
2007
Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076
Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu.
2
2002
On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074
Varakin, A. B.; Veretennikov, A. Yu.
2
2002
On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033
Veretennikov, A. Yu.
2
2000
On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042
Veretennikov, A. Yu.
2
1998
A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065
Priouret, P.; Veretennikov, A. Yu.
2
1998
On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034
Veretennikov, A. Yu.
2
1995
On large deviations for ergodic process empirical measures. Zbl 0770.60027
Veretennikov, A. Yu.
2
1992
On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031
Veretennikov, A. Yu.
2
1991
On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations. Zbl 0677.60057
Veretennikov, A. Yu.
2
1989
On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060
Veretennikov, A. Yu.
2
1988
On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062
Kleptsina, M. L.; Veretennikov, A. Yu.
2
1985
On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059
Kleptsina, M. L.; Veretennikov, A. Yu.
2
1984
On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056
Veretennikov, A. Yu.
2
1983
On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069
Veretennikov, A. Ju.
2
1981
The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093
Veretennikov, A. Yu.
2
1978
Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096
Veretennikov, Alexander
1
2017
On polynomial bounds of convergence for the availability factor. Zbl 1392.60074
Veretennikov, Alexander; Zverkina, Galina
1
2016
On robustness of discrete time optimal filters. Zbl 1365.60041
Kleptsyna, M. L.; Veretennikov, A. Yu.
1
2016
On partial derivatives of multivariate Bernstein polynomials. Zbl 1374.41024
Veretennikov, A. Yu.; Veretennikova, E. V.
1
2015
Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197
Veretennikov, A. Yu.; Kulik, A. M.
1
2013
On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095
Butkovsky, O. A.; Veretennikov, A. Yu.
1
2013
On local mixing conditions for SDE approximations. Zbl 1276.60073
Veretennikov, 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 1235.60098
Veretennikov, A. Yu.
1
2010
On discrete time ergodic filters with wrong initial data, 2. Zbl 1327.62479
Kleptsyna, M. L.; Veretennikov, A. Yu.
1
2010
On continuous time ergodic filters with wrong initial data. Zbl 1191.60053
Veretennikov, A. Yu.; Kleptsyna, M. L.
1
2009
Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022
Veretennikov, A. Yu.; Klokov, S. A.
1
2004
On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068
Klokov, S. A.; Veretennikov, A. Yu.
1
2004
Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048
Veretennikov, Alexandre Yu.
1
1997
On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025
Veretennikov, Alexandre
1
1994
On the estimates of the mixing rate for Markov processes. Zbl 0743.60083
Veretennikov, A. Yu.
1
1991
On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030
Veretennikov, A. Yu.
1
1991
Estimating the mixing rate for Markov processes. Zbl 0786.60109
Veretennikov, A. Yu.
1
1991
On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025
Veretennikov, A. Yu.
1
1990
Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068
Veretennikov, A. Yu.; Gulinsky, O. V.
1
1990
On strong solutions of Itô stochastic equations with jumps. Zbl 0658.60087
Veretennikov, A. Yu.
1
1987
Probabilistic problems in the theory of hypoellipticity. Zbl 0659.60081
Veretennikov, A. Yu.
1
1985
A probabilistic approach to hypoellipticity. Zbl 0559.60051
Veretennikov, A. Yu.
1
1983
On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058
Veretennikov, A. Yu.
1
1982
Ergodicity and invariance principle for multiphase queueing systems. Zbl 0489.60094
Veretennikov, A. Yu.
1
1981
On the existence of the optimal policy for a multidimensional quasidiffusion controlled process. Zbl 0494.93058
Veretennikov, A. Yu.
1
1980
On strong solutions of some stochastic equations. Zbl 0415.60054
Veretennikov, A. Yu.
1
1978
On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095
Veretennikov, A. Yu.
1
1977
Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096
Veretennikov, Alexander
1
2017
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077
Da 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 1346.60099
Bogachev, Vladimir I.; Shaposhnikov, Stanislav V.; Veretennikov, Alexander Yu.
2
2016
On polynomial bounds of convergence for the availability factor. Zbl 1392.60074
Veretennikov, Alexander; Zverkina, Galina
1
2016
On robustness of discrete time optimal filters. Zbl 1365.60041
Kleptsyna, M. L.; Veretennikov, A. Yu.
1
2016
Differentiability of invariant measures of diffusions with respect to a parameter. Zbl 1325.35226
Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V.
3
2015
Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. Zbl 1330.60071
Anulova, S. V.; Veretennikov, A. Yu.
2
2015
On partial derivatives of multivariate Bernstein polynomials. Zbl 1374.41024
Veretennikov, A. Yu.; Veretennikova, E. V.
1
2015
On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138
Veretennikov, A. Yu.
3
2014
Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198
Veretennikov, A. Yu.; Kulik, A. M.
3
2014
Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070
Anulova, Svetlana V.; Veretennikov, Alexander Yu.
2
2014
Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091
Veretennikov, A. Yu.; Zverkina, G. A.
2
2014
On the rate of convergence to the stationary distribution in the single-server queuing systems. Zbl 1297.90021
Veretennikov, A. Yu.
3
2013
On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019
Veretennikov, Alexander
2
2013
Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197
Veretennikov, A. Yu.; Kulik, A. M.
1
2013
On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095
Butkovsky, O. A.; Veretennikov, A. Yu.
1
2013
On local mixing conditions for SDE approximations. Zbl 1276.60073
Veretennikov, A. Yu.; Klokov, S. A.
1
2013
Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098
Veretennikov, A. Yu.; Kulik, A. M.
3
2012
On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042
Veretennikov, A. Yu.
6
2011
On stochastic averaging and mixing. Zbl 1224.60181
Abourashchi, N.; Veretennikov, A. Yu.
9
2010
On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041
Aivaliotis, 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 1235.60098
Veretennikov, A. Yu.
1
2010
On discrete time ergodic filters with wrong initial data, 2. Zbl 1327.62479
Kleptsyna, M. L.; Veretennikov, A. Yu.
1
2010
On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127
Abourashchi, N.; Veretennikov, A. Yu.
3
2009
On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028
Abourashchi, Nioulfar; Veretennikov, Alexander Yu.
3
2009
On continuous time ergodic filters with wrong initial data. Zbl 1191.60053
Veretennikov, A. Yu.; Kleptsyna, M. L.
1
2009
On discrete time ergodic filters with wrong initial data. Zbl 1141.60337
Kleptsyna, M. L.; Veretennikov, A. Yu.
15
2008
On ergodic filters with wrong initial data. Zbl 1136.93042
Kleptsyna, Marina L.; Veretennikov, Alexander Yu.
3
2007
On asymptotic information integral inequalities. Zbl 1153.62016
Veretennikov, Alexander
2
2007
On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056
Veretennikov, A. Yu.
13
2006
On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070
Veretennikov, A. Yu.
5
2006
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
20
2005
On subexponential mixing rate for Markov processes. Zbl 1090.60067
Klokov, S. A.; Veretennikov, A. Yu.
10
2004
Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073
Klokov, S. A.; Veretennikov, A. Yu.
5
2004
Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022
Veretennikov, A. Yu.; Klokov, S. A.
1
2004
On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068
Klokov, S. A.; Veretennikov, A. Yu.
1
2004
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
49
2003
Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087
Veretennikov, A. Yu.
8
2002
Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076
Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu.
2
2002
On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074
Varakin, A. B.; Veretennikov, A. Yu.
2
2002
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
83
2001
On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065
Veretennikov, A. Yu.
13
2000
On the smoothness of an invariant measure of a Markov chain with respect to a parameter. Zbl 1053.60079
Veretennikov, A. Yu.; Pardoux, E.
3
2000
On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033
Veretennikov, A. Yu.
2
2000
On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070
Veretennikov, A. Yu.
28
1999
On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012
Veretennikov, A. Yu.
24
1999
On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078
Veretennikov, A. Yu.
12
1999
On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030
Veretennikov, A. Yu.
3
1998
On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042
Veretennikov, A. Yu.
2
1998
A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065
Priouret, P.; Veretennikov, A. Yu.
2
1998
On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042
Veretennikov, A. Yu.
61
1997
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
12
1997
On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043
Kelbert, Mark; Veretennikov, Alexandre
6
1997
Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048
Veretennikov, Alexandre Yu.
1
1997
On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034
Veretennikov, A. Yu.
2
1995
Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020
Veretennikov, A. Yu.
3
1994
On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025
Veretennikov, Alexandre
1
1994
Large deviations for discrete-time processes with averaging. Zbl 0838.60028
Gulinsky, O. V.; Veretennikov, A. Yu.
12
1993
On large deviations for ergodic process empirical measures. Zbl 0770.60027
Veretennikov, A. Yu.
2
1992
On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069
Veretennikov, A. Yu.
24
1991
On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031
Veretennikov, A. Yu.
2
1991
On the estimates of the mixing rate for Markov processes. Zbl 0743.60083
Veretennikov, A. Yu.
1
1991
On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030
Veretennikov, A. Yu.
1
1991
Estimating the mixing rate for Markov processes. Zbl 0786.60109
Veretennikov, A. Yu.
1
1991
On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040
Veretennikov, A. Yu.
3
1990
On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025
Veretennikov, A. Yu.
1
1990
Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068
Veretennikov, A. Yu.; Gulinsky, O. V.
1
1990
Stochastic calculus. Zbl 0879.60047
Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N.
8
1989
Stochastic calculus. Zbl 0714.60037
Anulova, 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 0677.60057
Veretennikov, A. Yu.
2
1989
On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060
Veretennikov, A. Yu.
2
1988
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046
Veretennikov, A. Yu.
29
1987
Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062
Veretennikov, A. Yu.
8
1987
On strong solutions of Itô stochastic equations with jumps. Zbl 0658.60087
Veretennikov, A. Yu.
1
1987
Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040
Vajnikko, G. M.; Veretennikov, A. Yu.
21
1986
Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062
Veretennikov, A. Yu.
10
1986
On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062
Kleptsina, M. L.; Veretennikov, A. Yu.
2
1985
Probabilistic problems in the theory of hypoellipticity. Zbl 0659.60081
Veretennikov, A. Yu.
1
1985
On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052
Veretennikov, A. Yu.
4
1984
On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059
Kleptsina, M. L.; Veretennikov, A. Yu.
2
1984
On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061
Veretennikov, A. Yu.
4
1983
On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056
Veretennikov, A. Yu.
2
1983
A probabilistic approach to hypoellipticity. Zbl 0559.60051
Veretennikov, A. Yu.
1
1983
Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056
Veretennikov, A. Yu.
7
1982
On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060
Veretennikov, A. Yu.
3
1982
On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064
Veretennikov, A. Yu.
3
1982
On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058
Veretennikov, A. Yu.
1
1982
On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063
Veretennikov, A. Yu.
72
1981
On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069
Veretennikov, A. Ju.
2
1981
Ergodicity and invariance principle for multiphase queueing systems. Zbl 0489.60094
Veretennikov, A. Yu.
1
1981
On the strong solutions of stochastic differential equations. Zbl 0434.60064
Veretennikov, A. Yu.
45
1980
On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061
Veretennikov, A. Yu.
28
1980
On the existence of the optimal policy for a multidimensional quasidiffusion controlled process. Zbl 0494.93058
Veretennikov, A. Yu.
1
1980
On the strong solutions of stochastic differential equations. Zbl 0418.60061
Veretennikov, A. Yu.
10
1979
On explicit formulas for solutions of stochastic equations. Zbl 0376.60067
Veretennikov, A. Yu.; Krylov, N. V.
7
1978
The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093
Veretennikov, A. Yu.
2
1978
On strong solutions of some stochastic equations. Zbl 0415.60054
Veretennikov, A. Yu.
1
1978
On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095
Veretennikov, A. Yu.
1
1977
Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059
Veretennikov, A. Yu.; Krylov, N. V.
10
1976
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