Edit Profile (opens in new tab) Veretennikov, Alexander Yu. Co-Author Distance 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 more...less Homepage: http://www1.maths.leeds.ac.uk/~veretenn/math3723/index.htm External Links: MGP · Google Scholar · Math-Net.Ru · dblp Documents Indexed: 175 Publications since 1976, including 2 Books and 14 Additional arXiv Preprints 2 Contributions as Editor Reviewing Activity: 107 Reviews Co-Authors: 45 Co-Authors with 71 Joint Publications 1,336 Co-Co-Authors all top 5 Co-Authors 105 single-authored 10 Kleptsyna, Marina L. 6 Klokov, Sergey A. 5 Anulova, Svetlana 5 Pardoux, Etienne 4 Krylov, Nicolaĭ Vladimirovich 4 Veretennikova, Maria A. 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 Sineokiy, Roman 1 Abu-Shanab, Reman 1 Akhmiarova, Alina 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 Mazutskiy, N. M. 1 Milstein, Grigori N. 1 Nurieva, A. I. 1 Pakshin, P. V. 1 Priouret, Pierre 1 Röckner, Michael 1 Sakhno, Lyudmyla Mykhaĭlivna 1 Schock, Eberhard 1 Shchegolev, Aleksandr A. 1 Spokoiny, Vladimir G. 1 Uglov, Aleksandr Sergeevich 1 Vainikko, Gennadi 1 Varakin, A. B. 1 Veretennikova, E. V. 1 Veretennikova, Evguenia 1 Zverkina, Galina A. 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 Queueing Systems 5 Doklady Mathematics 5 Markov Processes and Related Fields 4 Mathematical Notes 4 Mathematics of the USSR. Izvestiya 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 Stochastic and Partial Differential Equations. Analysis and Computations 1 Modern Stochastics. Theory and Applications all top 5 Fields 156 Probability theory and stochastic processes (60-XX) 20 Systems theory; control (93-XX) 14 Numerical analysis (65-XX) 13 Partial differential equations (35-XX) 11 Operations research, mathematical programming (90-XX) 10 Operator theory (47-XX) 10 Statistics (62-XX) 6 Dynamical systems and ergodic theory (37-XX) 4 Ordinary differential equations (34-XX) 3 Measure and integration (28-XX) 3 Approximations and expansions (41-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 General and overarching topics; collections (00-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 115 Publications have been cited 1,398 times in 912 Documents Cited by ▼ Year ▼ On the Poisson equation and diffusion approximation. I. Zbl 1029.60053 Pardoux, E.; Veretennikov, A. Yu. 151 2001 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0462.60063 Veretennikov, A. Yu. 117 1981 On Poisson equation and diffusion approximation. II. Zbl 1054.60064 Pardoux, È.; Veretennikov, A. Yu. 90 2003 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042 Veretennikov, A. Yu. 86 1997 On the strong solutions of stochastic differential equations. Zbl 0434.60064 Veretennikov, A. Yu. 72 1980 On strong solutions and explicit formulas for solutions of stochastic integral equations. Zbl 0431.60061 Veretennikov, A. Yu. 61 1980 Iterative procedures in ill-posed problems. (Iteratsionnye protsedury v nekorrektnykh zadachakh). Zbl 0593.65040 Vajnikko, G. M.; Veretennikov, A. Yu. 59 1986 On the averaging principle for systems of stochastic differential equations. Zbl 0724.60069 Veretennikov, A. Yu. 57 1991 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079 Mishura, Yuliya; Veretennikov, Alexander 52 2020 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0663.60046 Veretennikov, A. Yu. 42 1987 On large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012 Veretennikov, A. Yu. 42 1999 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022 Pardoux, E.; Veretennikov, A. Yu. 39 2005 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070 Veretennikov, A. Yu. 35 1999 On ergodic measures for McKean-Vlasov stochastic equations. Zbl 1098.60056 Veretennikov, A. Yu. 33 2006 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065 Veretennikov, A. Yu. 32 2000 Strong uniqueness for SDEs in Hilbert spaces with nonregular drift. Zbl 1347.60077 Da Prato, G.; Flandoli, F.; Röckner, M.; Veretennikov, A. Yu. 23 2016 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337 Kleptsyna, M. L.; Veretennikov, A. Yu. 19 2008 On stochastic averaging and mixing. Zbl 1224.60181 Abourashchi, N.; Veretennikov, A. Yu. 17 2010 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053 Pardoux, E.; Veretennikov, A. Yu. 16 1997 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078 Veretennikov, A. Yu. 15 1999 Large deviations for discrete-time processes with averaging. Zbl 0838.60028 Gulinsky, O. V.; Veretennikov, A. Yu. 13 1993 On subexponential mixing rate for Markov processes. Zbl 1090.60067 Klokov, S. A.; Veretennikov, A. Yu. 13 2004 On explicit formulas for solutions of stochastic equations. Zbl 0376.60067 Veretennikov, A. Yu.; Krylov, N. V. 12 1978 Explicit formulae for the solutions of stochastic equations. Zbl 0353.60059 Veretennikov, A. Yu.; Krylov, N. V. 11 1976 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062 Veretennikov, A. Yu. 11 1986 On the strong solutions of stochastic differential equations. Zbl 0418.60061 Veretennikov, A. Yu. 10 1979 Parabolic equations and Itô’s stochastic equations with coefficients discontinuous in the time variable. Zbl 0563.60056 Veretennikov, A. Yu. 10 1982 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042 Veretennikov, A. Yu. 10 2011 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062 Veretennikov, A. Yu. 9 1987 On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043 Kelbert, Mark; Veretennikov, Alexandre 8 1997 Stochastic calculus. Zbl 0879.60047 Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 8 1989 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087 Veretennikov, A. Yu. 8 2002 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073 Klokov, S. A.; Veretennikov, A. Yu. 8 2004 On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052 Veretennikov, A. Yu. 8 1984 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040 Veretennikov, A. Yu. 8 1990 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070 Veretennikov, A. Yu. 7 2006 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060 Veretennikov, A. Yu. 7 1982 Stochastic calculus. Zbl 0714.60037 Anulova, S. V.; Veretennikov, A. Yu.; Krylov, N. V.; Liptser, R. Sh.; Shiryaev, A. N. 7 1989 On strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0499.60064 Veretennikov, A. Yu. 7 1982 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095 Butkovsky, O. A.; Veretennikov, A. Yu. 6 2013 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091 Veretennikov, A. Yu.; Zverkina, G. A. 6 2014 Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Zbl 0835.60020 Veretennikov, A. Yu. 5 1994 On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138 Veretennikov, A. Yu. 5 2014 On exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127 Abourashchi, N.; Veretennikov, A. Yu. 5 2009 On convergence rates for homogeneous Markov chains. Zbl 1482.60096 Veretennikov, A. Yu.; Veretennikova, M. A. 4 2020 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. 4 2016 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198 Veretennikov, A. Yu.; Kulik, A. M. 4 2014 Differentiability of invariant measures of diffusions with respect to a parameter. Zbl 1325.35226 Bogachev, V. I.; Veretennikov, A. Yu.; Shaposhnikov, S. V. 4 2015 On the approximation of ordinary differential equations by stochastic ones. Zbl 0524.60061 Veretennikov, A. Yu. 4 1983 Extended Poisson equation for weakly ergodic Markov processes. Zbl 1278.60098 Veretennikov, A. Yu.; Kulik, A. M. 4 2012 On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042 Veretennikov, A. Yu. 3 1998 On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030 Veretennikov, A. Yu. 3 1998 On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033 Veretennikov, A. Yu. 3 2000 On ergodic filters with wrong initial data. Zbl 1136.93042 Kleptsyna, Marina L.; Veretennikov, Alexander Yu. 3 2007 On weak solutions of highly degenerate SDEs. Zbl 1455.60077 Veretennikov, A. Yu. 3 2020 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 Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070 Anulova, Svetlana V.; Veretennikov, Alexander Yu. 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 On stochastic equations with degenerate diffusion according to a part of variables. Zbl 0514.60056 Veretennikov, A. Yu. 3 1983 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031 Veretennikov, A. Yu. 3 1991 On large deviations in the averaging principle for SDE’s with a “full dependence”, revisited. Zbl 1306.60019 Veretennikov, Alexander 3 2013 On robustness of discrete time optimal filters. Zbl 1365.60041 Kleptsyna, M. L.; Veretennikov, A. Yu. 3 2016 On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes. Zbl 1183.60028 Abourashchi, Nioulfar; Veretennikov, Alexander Yu. 3 2009 A remark on the stability of the L. M. S. tracking algorithm. Zbl 0907.93065 Priouret, P.; Veretennikov, A. Yu. 2 1998 Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048 Veretennikov, Alexandre Yu. 2 1997 On mixing rate and averaging principle for hypoelliptic stochastic differential equations. Zbl 0664.60060 Veretennikov, A. Yu. 2 1988 On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations. Zbl 0677.60057 Veretennikov, A. Yu. 2 1989 On parameter estimation for “polynomial ergodic” Markov chains with polynomial growth loss functions. Zbl 1022.62074 Varakin, A. B.; Veretennikov, A. Yu. 2 2002 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076 Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 On backward filtering equations for SDE systems (direct approach). Zbl 0827.60027 Veretennikov, A. Yu. 2 1995 On large deviations for diffusion processes with measurable coefficients. Zbl 0856.60034 Veretennikov, A. Yu. 2 1995 On asymptotic information integral inequalities. Zbl 1153.62016 Veretennikov, Alexander 2 2007 On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. Zbl 1452.93037 Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. 2 2020 Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096 Veretennikov, Alexander 2 2017 On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter set. Zbl 1325.62052 Abu-Shanab, R.; Veretennikov, A. Yu. 2 2015 Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts. Zbl 1330.60071 Anulova, S. V.; Veretennikov, A. Yu. 2 2015 Approximation of ordinary differential equations by stochastic differential equations. Zbl 0536.60072 Veretennikov, A. Yu. 2 1983 On the strong solutions of Ito-Volterra stochastic equations. Zbl 0542.60059 Kleptsina, M. L.; Veretennikov, A. Yu. 2 1984 On large deviations for ergodic process empirical measures. Zbl 0770.60027 Veretennikov, A. Yu. 2 1992 On partial derivatives of multivariate Bernstein polynomials. Zbl 1374.41024 Veretennikov, A. Yu.; Veretennikova, E. V. 2 2015 Estimating the mixing rate for Markov processes. Zbl 0786.60109 Veretennikov, A. Yu. 2 1991 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068 Veretennikov, A. Yu.; Gulinsky, O. V. 2 1990 On criteria for the existence of the strong solutions of stochastic equations. Zbl 0485.60058 Veretennikov, A. Yu. 2 1982 On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions. Zbl 0489.60069 Veretennikov, A. Ju. 2 1981 On continuous time ergodic filters with wrong initial data. Zbl 1191.60053 Veretennikov, A. Yu.; Kleptsyna, M. L. 2 2009 On Bellman’s equations for mean and variance control of a Markov diffusion. Zbl 1207.60041 Aivaliotis, G.; Veretennikov, A. Yu. 2 2010 On large deviations for diffusion processes under minimal smoothness conditions. Zbl 0818.60025 Veretennikov, Alexandre 1 1994 On convergence rate for Erlang-Sevastyanov type models with infinitely many servers (In memory and to the 90th anniversary of A. D. Solovyev (06.09.1927–06.04.2001)). Zbl 1399.60145 Veretennikov, A. Yu. 1 2017 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 On the ergodicity of queueing systems with an infinite number of servers. Zbl 0408.60095 Veretennikov, A. Yu. 1 1977 On strong solutions of some stochastic equations. Zbl 0415.60054 Veretennikov, A. Yu. 1 1978 The ergodicity of queueing systems with an infinite number of servers. Zbl 0419.60093 Veretennikov, A. Yu. 1 1978 Mixing rates for the Euler scheme for stochastic difference equations. Zbl 1282.65022 Veretennikov, A. Yu.; Klokov, S. A. 1 2004 On large deviations for additive functionals of Markov processes. I. Zbl 0824.60021 Veretennikov, A. Yu. 1 1993 On the sub-exponential mixing rate for a class of Markov diffusions. Zbl 1076.60068 Klokov, S. A.; Veretennikov, A. Yu. 1 2004 On polynomial bounds of convergence for the availability factor. Zbl 1392.60074 Veretennikov, Alexander; Zverkina, Galina 1 2016 On strong solutions of stochastic Itô-Volterra equations. Zbl 0601.60064 Kleptsina, M. L.; Veretennikov, A. Yu. 1 1985 On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness. Zbl 1434.90044 Veretennikov, A. Yu. 1 2020 A probabilistic approach to hypoellipticity. Zbl 0559.60051 Veretennikov, A. Yu. 1 1983 Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations. Zbl 1482.60079 Mishura, Yuliya; Veretennikov, Alexander 52 2020 On convergence rates for homogeneous Markov chains. Zbl 1482.60096 Veretennikov, A. Yu.; Veretennikova, M. A. 4 2020 On weak solutions of highly degenerate SDEs. Zbl 1455.60077 Veretennikov, A. Yu. 3 2020 On iteration improvement for averaged expected cost control for one-dimensional ergodic diffusions. Zbl 1452.93037 Anulova, Svetlana V.; Mai, Hilmar; Veretennikov, Alexander Yu. 2 2020 On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness. Zbl 1434.90044 Veretennikov, A. Yu. 1 2020 Editorial. Zbl 07351632 1 2020 Ergodic Markov processes and Poisson equations (lecture notes). Zbl 1382.60096 Veretennikov, Alexander 2 2017 On convergence rate for Erlang-Sevastyanov type models with infinitely many servers (In memory and to the 90th anniversary of A. D. Solovyev (06.09.1927–06.04.2001)). Zbl 1399.60145 Veretennikov, A. Yu. 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. 23 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. 4 2016 On robustness of discrete time optimal filters. Zbl 1365.60041 Kleptsyna, M. L.; Veretennikov, A. Yu. 3 2016 On polynomial bounds of convergence for the availability factor. Zbl 1392.60074 Veretennikov, Alexander; Zverkina, Galina 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. 4 2015 On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter set. Zbl 1325.62052 Abu-Shanab, R.; Veretennikov, A. Yu. 2 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. 2 2015 Simple proof of Dynkin’s formula for single-server systems and polynomial convergence rates. Zbl 1309.60091 Veretennikov, A. Yu.; Zverkina, G. A. 6 2014 On the rate of convergence for infinite server Erlang-Sevastyanov’s problem. Zbl 1307.60138 Veretennikov, A. Yu. 5 2014 Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Zbl 1337.60198 Veretennikov, A. Yu.; Kulik, A. M. 4 2014 Exponential convergence of degenerate hybrid stochastic systems with full dependence. Zbl 1319.93070 Anulova, Svetlana V.; Veretennikov, Alexander Yu. 3 2014 On asymptotics for Vaserstein coupling of Markov chains. Zbl 1294.60095 Butkovsky, O. A.; Veretennikov, A. Yu. 6 2013 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 3 2013 Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Zbl 1337.60197 Veretennikov, A. Yu.; Kulik, A. M. 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. 4 2012 On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter. Zbl 1291.35042 Veretennikov, A. Yu. 10 2011 On filtering with unspecified initial data for nonuniformly ergodic signals. Zbl 1237.93167 Kleptsyna, M. L.; Veretennikov, A. Yu. 1 2011 On stochastic averaging and mixing. Zbl 1224.60181 Abourashchi, N.; Veretennikov, A. Yu. 17 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 exponential bounds for mixing and the rate of convergence for Student processes. Zbl 1224.60127 Abourashchi, N.; Veretennikov, A. Yu. 5 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. 2 2009 On discrete time ergodic filters with wrong initial data. Zbl 1141.60337 Kleptsyna, M. L.; Veretennikov, A. Yu. 19 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. 33 2006 On lower bounds for mixing coefficients of Markov diffusions. Zbl 1103.60070 Veretennikov, A. Yu. 7 2006 On the Poisson equation and diffusion approximation. III. Zbl 1071.60022 Pardoux, E.; Veretennikov, A. Yu. 39 2005 On subexponential mixing rate for Markov processes. Zbl 1090.60067 Klokov, S. A.; Veretennikov, A. Yu. 13 2004 Sub-exponential mixing rate for a class of Markov chains. Zbl 1054.60073 Klokov, S. A.; Veretennikov, A. Yu. 8 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. 90 2003 Coupling method for Markov chains under integral Doeblin type condition. Zbl 1026.60087 Veretennikov, A. Yu. 8 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 Freidlin-Wentzell type large deviations for smooth processes. Zbl 1022.60076 Liptser, R.; Spokoiny, V.; Veretennikov, A. Yu. 2 2002 On the Poisson equation and diffusion approximation. I. Zbl 1029.60053 Pardoux, E.; Veretennikov, A. Yu. 151 2001 On large deviations for SDEs with small diffusion and averaging. Zbl 1045.60065 Veretennikov, A. Yu. 32 2000 On polynomial mixing for SDEs with a gradient-type drift. Zbl 0981.60033 Veretennikov, A. Yu. 3 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 large deviations in the averaging principle for SDEs with a “full dependence”. Zbl 0939.60012 Veretennikov, A. Yu. 42 1999 On polynomial mixing and convergence rate for stochastic difference and differential equations. Zbl 0969.60070 Veretennikov, A. Yu. 35 1999 On Castellana-Leadbetter’s condition for diffusion density estimation. Zbl 0958.62078 Veretennikov, A. Yu. 15 1999 On large deviations for stochastic differential equations with a small diffusion and averaging. Zbl 0953.60042 Veretennikov, A. Yu. 3 1998 On large deviations in the averaging principle for stochastic differential equations with “complete dependence”. Zbl 0958.60030 Veretennikov, A. Yu. 3 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. 86 1997 Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053 Pardoux, E.; Veretennikov, A. Yu. 16 1997 On the estimation of mixing coefficients for a multiphase service system. Zbl 0878.90043 Kelbert, Mark; Veretennikov, Alexandre 8 1997 Lower bound for large deviations for an averaged SDE with a small diffusion. Zbl 0912.60048 Veretennikov, Alexandre Yu. 2 1997 On backward filtering equations for SDE systems (direct approach). Zbl 0827.60027 Veretennikov, A. Yu. 2 1995 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. 5 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. 13 1993 On large deviations for additive functionals of Markov processes. I. Zbl 0824.60021 Veretennikov, A. Yu. 1 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. 57 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0783.60031 Veretennikov, A. Yu. 3 1991 Estimating the mixing rate for Markov processes. Zbl 0786.60109 Veretennikov, A. Yu. 2 1991 On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Zbl 0735.60030 Veretennikov, A. Yu. 1 1991 On the estimates of the mixing rate for Markov processes. Zbl 0743.60083 Veretennikov, A. Yu. 1 1991 On the averaging principle for systems of stochastic differential equations. Zbl 0699.60040 Veretennikov, A. Yu. 8 1990 Rate of mixing and the averaging principles for stochastic recursive procedures. Zbl 0752.93068 Veretennikov, A. Yu.; Gulinsky, O. V. 2 1990 On large deviations in averaging principle for stochastic differential equations with periodic coefficients. I. Zbl 0732.60034 Veretennikov, A. Yu. 1 1990 On large deviations of the sojourn time for an ergodic process. Zbl 0716.60025 Veretennikov, A. Yu. 1 1990 On hypoellipticity conditions and estimates of the mixing rate for stochastic differential equations. Zbl 0723.60072 Veretennikov, A. Yu. 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. 7 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. 42 1987 Bounds for the mixing rate in the theory of stochastic equations. Zbl 0629.60062 Veretennikov, A. Yu. 9 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. 59 1986 Regularization of ill-posed problems by stochastic iteration procedures in the mean. Zbl 0623.65062 Veretennikov, A. Yu. 11 1986 Probabilistic problems in the theory of hypoellipticity. Zbl 0659.60081 Veretennikov, A. Yu. 1 1985 On strong solutions of stochastic Itô-Volterra equations. Zbl 0601.60064 Kleptsina, M. L.; Veretennikov, A. Yu. 1 1985 On filtering and properties of conditional laws of Itô-Volterra processes. Zbl 0569.60062 Kleptsina, M. L.; Veretennikov, A. Yu. 1 1985 On stochastic equations with degenerate diffusion with respect to some of the variables. Zbl 0532.60052 Veretennikov, A. Yu. 8 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. 3 1983 Approximation of ordinary differential equations by stochastic differential equations. Zbl 0536.60072 Veretennikov, A. Yu. 2 1983 A probabilistic approach to hypoellipticity. Zbl 0559.60051 Veretennikov, A. Yu. 1 1983 “Inverse diffusion” and direct derivation of stochastic Liouville equations. Zbl 0524.60060 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. 10 1982 On the criteria for existence of a strong solution of a stochastic equation. Zbl 0517.60060 Veretennikov, A. Yu. 7 1982 ...and 15 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,005 Authors 42 Veretennikov, Alexander Yu. 23 Röckner, Michael 22 Flandoli, Franco 18 Xie, Longjie 17 Spiliopoulos, Konstantinos V. 15 Bogachev, Vladimir Igorevich 15 Zhang, Xicheng 13 Kulik, Alexey M. 13 Sun, Xiaobin 12 Borkar, Vivek Shripad 12 Proske, Frank Norbert 11 Pardoux, Etienne 11 Priola, Enrico 11 Shaposhnikov, Stanislav V. 11 Wang, Feng-Yu 10 Delarue, François 10 Moulines, Eric 9 Guillin, Arnaud 9 Liu, Zhenxin 9 Ouknine, Youssef 8 Douc, Randal 8 Liu, Jicheng 8 Xie, Yingchao 8 Yoshida, Nakahiro 7 Butkovsky, Oleg A. 7 Ghosh, Mrinal Kanti 7 Huang, Xing 7 Kleptsyna, Marina L. 7 Luo, Dejun 7 Mishura, Yuliya Stepanivna 7 Pavliotis, Grigorios A. 7 Xu, Jie 7 Yi, Yingfei 7 Zhang, Ye 7 Zhao, GuoHuan 6 Fu, Hongbo 6 Gubinelli, Massimiliano 6 Ji, Min 6 Kulinich, Grygoriĭ Logvynovych 6 Kushnirenko, Svitlana V. 6 Meyer-Brandis, Thilo 6 Panloup, Fabien 6 Perkowski, Nicolas 6 Ren, Panpan 6 Scheutzow, Michael K. R. 6 Szölgyenyi, Michaela 6 Wu, Jianglun 5 Anulova, Svetlana 5 Cerrai, Sandra 5 Chaudru De Raynal, Paul-Eric 5 Da Prato, Giuseppe 5 Fort, Gersende 5 Galeati, Lucio 5 Hairer, Martin 5 Harang, Fabian Andsem 5 Kokurin, Mikhail Mikhailovich 5 Kumar, K. Suresh 5 Lacker, Daniel 5 Li, Zhi 5 Masuda, Hiroki 5 Menoukeu Pamen, Olivier 5 Pagès, Gilles 5 Piatnitski, Andrey L. 5 Pilipenko, Andrey Yu. 5 Uchida, Masayuki 5 Wei, Jinlong 5 Wu, Fuke 5 Xu, Liping 5 Zhang, Tusheng S. 4 Arapostathis, Aristotle 4 Bakushinskĭ, Anatoliĭ Borisovich B. 4 Cattiaux, Patrick 4 Comte, Fabienne 4 Duan, Jinqiao 4 Duncan, Andrew B. 4 Dymov, Andrey V. 4 Gailus, Siragan 4 Gerencsér, Máté 4 Grandits, Peter 4 Gyöngy, István 4 Hämarik, Uno 4 Hofmann, Bernd 4 Huang, Wen 4 Huynh, Le Nhat 4 Kantas, Nikolas 4 Karatzas, Ioannis 4 Kohatsu-Higa, Arturo 4 Kokurin, Mikhail Yur’evich 4 Krylov, Nicolaĭ Vladimirovich 4 Kutoyants, Yury A. 4 Leonenko, Nikolai N. 4 Leonov, Aleksandr Sergeevich 4 Ling, Chengcheng 4 Liu, Wei 4 Mattingly, Jonathan Christopher 4 Menozzi, Stéphane 4 Nilssen, Torstein K. 4 Nualart, David 4 Popier, Alexandre 4 Pradhan, Somnath ...and 905 more Authors all top 5 Cited in 213 Serials 84 Stochastic Processes and their Applications 36 Journal of Differential Equations 32 The Annals of Probability 27 The Annals of Applied Probability 25 Stochastics and Dynamics 24 Probability Theory and Related Fields 23 Bernoulli 21 Applied Mathematics and Optimization 20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 16 Journal of Mathematical Analysis and Applications 16 Theory of Probability and Mathematical Statistics 16 Electronic Journal of Probability 13 Journal of Statistical Physics 13 Journal of Functional Analysis 12 Stochastic and Partial Differential Equations. Analysis and Computations 11 Statistics & Probability Letters 11 Journal of Theoretical Probability 11 Journal of Mathematical Sciences (New York) 11 Doklady Mathematics 10 Communications in Mathematical Physics 10 Stochastic Analysis and Applications 10 Advances in Difference Equations 9 SIAM Journal on Control and Optimization 9 Stochastics 8 Journal de Mathématiques Pures et Appliquées. Neuvième Série 8 SIAM Journal on Mathematical Analysis 8 Potential Analysis 8 Electronic Communications in Probability 8 Statistical Inference for Stochastic Processes 7 The Annals of Statistics 7 Queueing Systems 7 Discrete and Continuous Dynamical Systems 6 Annals of the Institute of Statistical Mathematics 6 Journal of Applied Probability 6 Journal of Computational and Applied Mathematics 6 Systems & Control Letters 6 Russian Mathematics 6 Econometric Theory 5 Stochastics 5 Mathematics of Computation 5 Journal of Optimization Theory and Applications 5 Journal of Statistical Planning and Inference 5 Computational Mathematics and Mathematical Physics 5 Automation and Remote Control 5 Journal of Dynamics and Differential Equations 5 Journal of Inverse and Ill-Posed Problems 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Multiscale Modeling & Simulation 4 Applicable Analysis 4 Nonlinearity 4 Theory of Probability and its Applications 4 Applied Mathematics and Computation 4 SIAM Journal on Numerical Analysis 4 Transactions of the American Mathematical Society 4 Acta Applicandae Mathematicae 4 Random Operators and Stochastic Equations 4 Bulletin des Sciences Mathématiques 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Discrete and Continuous Dynamical Systems. Series B 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Science China. Mathematics 4 SIAM/ASA Journal on Uncertainty Quantification 4 Modern Stochastics. Theory and Applications 3 Inverse Problems 3 Russian Mathematical Surveys 3 Scandinavian Journal of Statistics 3 Ukrainian Mathematical Journal 3 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 3 BIT 3 Mathematics of Operations Research 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 Numerische Mathematik 3 Revista Matemática Iberoamericana 3 Communications in Statistics. Theory and Methods 3 Mathematical Finance 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Mathematical Modelling and Analysis 3 Discrete and Continuous Dynamical Systems. Series S 3 Open Mathematics 3 AIMS Mathematics 2 Computers & Mathematics with Applications 2 Communications on Pure and Applied Mathematics 2 Journal of Applied Mathematics and Mechanics 2 Lithuanian Mathematical Journal 2 Mathematical Notes 2 Metrika 2 Physica A 2 Chaos, Solitons and Fractals 2 Journal of Econometrics 2 Proceedings of the American Mathematical Society 2 Chinese Annals of Mathematics. Series B 2 Physica D 2 Statistics 2 Journal of Complexity 2 MCSS. Mathematics of Control, Signals, and Systems 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Cybernetics and Systems Analysis 2 Mathematical Methods of Statistics 2 NoDEA. Nonlinear Differential Equations and Applications ...and 113 more Serials all top 5 Cited in 39 Fields 733 Probability theory and stochastic processes (60-XX) 225 Partial differential equations (35-XX) 137 Numerical analysis (65-XX) 111 Statistics (62-XX) 93 Systems theory; control (93-XX) 83 Ordinary differential equations (34-XX) 60 Dynamical systems and ergodic theory (37-XX) 60 Operator theory (47-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Calculus of variations and optimal control; optimization (49-XX) 37 Statistical mechanics, structure of matter (82-XX) 25 Mechanics of particles and systems (70-XX) 23 Operations research, mathematical programming (90-XX) 20 Fluid mechanics (76-XX) 18 Biology and other natural sciences (92-XX) 10 Real functions (26-XX) 10 Computer science (68-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 Integral equations (45-XX) 6 Measure and integration (28-XX) 5 Potential theory (31-XX) 4 Difference and functional equations (39-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Approximations and expansions (41-XX) 2 Special functions (33-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-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 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year