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Venttsel', Aleksandr Dmitrievich


https://www.mathnet.ru/eng/person18044
List of publications on Google Scholar
https://zbmath.org/authors/ai:wentzell.alexander-dmitrievich
https://mathscinet.ams.org/mathscinet/MRAuthorID/217776

Publications in Math-Net.Ru Citations
1990
1. A. D. Venttsel', S. A. Molchanov, V. N. Tutubalin, “Asymptotic problems in probability theory and the theory of random media”, Teor. Veroyatnost. i Primenen., 35:1 (1990),  27–34  mathnet  mathscinet  zmath; Theory Probab. Appl., 35:1 (1990), 87–93  isi 1
1989
2. O. G. Bulycheva, A. D. Ventzel, “On the Differentiability of Expectations of Functionals of a Wiener Process”, Teor. Veroyatnost. i Primenen., 34:3 (1989),  565–568  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:3 (1989), 509–512  isi 2
3. A. D. Ventzel, “Refinement of the Central Limit Theorem for Stationary Processes”, Teor. Veroyatnost. i Primenen., 34:3 (1989),  451–464  mathnet  mathscinet  zmath; Theory Probab. Appl., 34:3 (1989), 402–415  isi 1
1985
4. A. D. Ventsel, “Infinitesimal characteristics of Markov processes in a functional space decribing the past”, Teor. Veroyatnost. i Primenen., 30:4 (1985),  625–639  mathnet  mathscinet  zmath; Theory Probab. Appl., 30:4 (1986), 661–676  isi 3
1984
5. A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein, “Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals”, Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:4 (1985), 744–752  isi 2
1982
6. A. D. Wentzel', “Rough limit theorems on large deviations for Markov stochastic processes. IV”, Teor. Veroyatnost. i Primenen., 27:2 (1982),  209–227  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:2 (1983), 209–227  isi 2
1979
7. A. D. Wentzell, “Rough limit theorems on large deviations for Markov stochastic processes. III”, Teor. Veroyatnost. i Primenen., 24:4 (1979),  673–691  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:4 (1980), 675–692  isi 8
1977
8. A. D. Venttsel', “The first boundary exit point of a diffusion process with small diffusion”, Mat. Zametki, 22:3 (1977),  411–420  mathnet  mathscinet  zmath; Math. Notes, 22:3 (1977), 720–725
1976
9. A. D. Wentzell, “Rough limit theorems on large deviations for Markov stochastic processes. II”, Teor. Veroyatnost. i Primenen., 21:3 (1976),  512–526  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:3 (1977), 499–512 20
10. A. D. Wentzell, “Routh limit theorems on large deviations for Markov stochastic processes. I”, Teor. Veroyatnost. i Primenen., 21:2 (1976),  235–252  mathnet  mathscinet  zmath; Theory Probab. Appl., 21:2 (1977), 227–242 32
1975
11. A. D. Wentzel', “On the asymptotic behaviour of the first eigenvalue of a second-order differential operator with small parameter by the higher derivatives”, Teor. Veroyatnost. i Primenen., 20:3 (1975),  610–613  mathnet  zmath 2
1973
12. A. D. Wentzell, “Formulas for eigen-functions and eigen-measures associated with Markov process”, Teor. Veroyatnost. i Primenen., 18:1 (1973),  3–28  mathnet  mathscinet  zmath; Theory Probab. Appl., 18:1 (1973), 1–26 10
1972
13. A. D. Venttsel', “On the asymptotics of eigenvalues of matrices with elements of order $\operatorname{eõð}\{-V{ij}/(2\varepsilon^2)\}$”, Dokl. Akad. Nauk SSSR, 202:2 (1972),  263–265  mathnet  mathscinet  zmath 3
14. A. D. Ventcel, “On the asymptotic behavior of the greatest eigenvalue of a second-order elliptic differential operator with a small parameter in the higher derivatives”, Dokl. Akad. Nauk SSSR, 202:1 (1972),  19–22  mathnet  mathscinet  zmath 2
15. A. D. Venttsel', “A formula for eigenmeasures connected with Markov processes”, Uspekhi Mat. Nauk, 27:1(163) (1972),  239–240  mathnet  mathscinet  zmath
16. A. D. Venttsel', “Theorems on the action functional for Gaussian random functions”, Teor. Veroyatnost. i Primenen., 17:3 (1972),  542–545  mathnet  mathscinet  zmath; Theory Probab. Appl., 17:3 (1973), 515–517 2
17. A. D. Venttsel', M. I. Freidlin, “Some problems concerning stability under small stochastic perturbations”, Teor. Veroyatnost. i Primenen., 17:2 (1972),  281–295  mathnet  mathscinet  zmath; Theory Probab. Appl., 17:2 (1973), 269–283 30
1970
18. A. D. Venttsel', M. I. Freidlin, “On small random perturbations of dynamical systems”, Uspekhi Mat. Nauk, 25:1(151) (1970),  3–55  mathnet  mathscinet  zmath; Russian Math. Surveys, 25:1 (1970), 1–55 255
1969
19. A. D. Venttsel', M. I. Freidlin, “The limiting behavior of the invariant measure under small perturbations of a dynamical system”, Dokl. Akad. Nauk SSSR, 188:1 (1969),  13–16  mathnet  mathscinet  zmath
20. A. D. Venttsel', M. I. Freidlin, “Small random perturbations of a dynamical system with stable equilibrium position”, Dokl. Akad. Nauk SSSR, 187:3 (1969),  506–509  mathnet  mathscinet  zmath
21. A. D. Venttsel', M. I. Freidlin, “The motion of a diffusing particle against the flow”, Uspekhi Mat. Nauk, 24:5(149) (1969),  229–230  mathnet  mathscinet  zmath 1
1968
22. A. D. Venttsel', “On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion”, Teor. Veroyatnost. i Primenen., 13:1 (1968),  3–16  mathnet  mathscinet  zmath; Theory Probab. Appl., 13:1 (1968), 1–4
1965
23. A. D. Venttsel', “On functions which are continuous along trajectories of a Wiener process”, Teor. Veroyatnost. i Primenen., 10:4 (1965),  730–732  mathnet  mathscinet  zmath; Theory Probab. Appl., 10:4 (1965), 662–664 1
1962
24. A. D. Venttsel', “On continuous additive functionals of a multidimensional Wiener process”, Dokl. Akad. Nauk SSSR, 142:6 (1962),  1223–1226  mathnet  mathscinet  zmath 1
1961
25. A. D. Venttsel', “Additive functionals on a multi-dimensional Wiener process”, Dokl. Akad. Nauk SSSR, 139:1 (1961),  13–16  mathnet  mathscinet
26. A. D. Venttsel', “Non-negative additive functionals of Markov processes”, Dokl. Akad. Nauk SSSR, 137:1 (1961),  17–20  mathnet  mathscinet  zmath
27. A. D. Venttsel', “Sur la Continuité Absolue des Probabilites de transition d'un Processus de Diffucion un-dimensionnel”, Teor. Veroyatnost. i Primenen., 6:4 (1961),  439–446  mathnet; Theory Probab. Appl., 6:4 (1961), 404–410 1
1959
28. A. D. Venttsel', “On Boundary Conditions For Multidimensional Diffusion Processes”, Teor. Veroyatnost. i Primenen., 4:2 (1959),  172–185  mathnet; Theory Probab. Appl., 4:2 (1959), 164–177 206

2004
29. S. R. S. Varadhan, A. D. Venttsel', E. B. Dynkin, S. A. Molchanov, S. P. Novikov, Ya. G. Sinai, I. M. Sonin, D. Struk, “Mark Iosifovich Freidlin”, Uspekhi Mat. Nauk, 59:3(357) (2004),  185–188  mathnet  mathscinet  zmath; Russian Math. Surveys, 59:3 (2004), 593–597  isi 1
1981
30. A. D. Wentzel, “Letter to the editors”, Teor. Veroyatnost. i Primenen., 26:2 (1981),  446  mathnet; Theory Probab. Appl., 26:2 (1982), 435
1966
31. A. D. Venttsel', E. B. Dynkin, “Ðåöåíçèÿ íà êíèãó Ê. Itô, Í. Ð. Ìñ Êåàï «Diffusion processes and their sample paths»”, Teor. Veroyatnost. i Primenen., 11:2 (1966),  356–359  mathnet; Theory Probab. Appl., 11:2 (1966), 314–319 1

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