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Veretennikov, Alexander Yurievich
Statistics Math-Net.Ru
Total publications: 62
Scientific articles: 60
Presentations: 28

Number of views:
This page:3841
Abstract pages:21618
Full texts:10969
References:1665
Professor
Doctor of physico-mathematical sciences (1990)
E-mail: ,
Website: https://iitp.ru/ru/users/293.htm

https://www.mathnet.ru/eng/person18551
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/177920

Publications in Math-Net.Ru Citations
2024
1. Alexander Veretennikov, “On higher order moments and rates of convergence for SDEs with switching”, Mosc. Math. J., 24:1 (2024),  107–124  mathnet
2. A. T. Akhmyarova, A. Yu. Veretennikov, “On strong law of large numbers for pairwise independent random variables”, Teor. Veroyatnost. i Primenen., 69:3 (2024),  427–438  mathnet; Theory Probab. Appl., 69:3 (2024), 337–345  scopus
2022
3. A. Yu. Veretennikov, M. A. Veretennikova, “On improved bounds and conditions for the convergence of Markov chains”, Izv. RAN. Ser. Mat., 86:1 (2022),  98–133  mathnet  mathscinet; Izv. Math., 86:1 (2022), 92–125  isi  scopus 4
2021
4. A. Yu. Veretennikov, “On pathwise uniqueness of solutions for multidimensional McKean–Vlasov equation”, Teor. Veroyatnost. i Primenen., 66:3 (2021),  581–588  mathnet  zmath; Theory Probab. Appl., 66:3 (2021), 469–473  scopus
2020
5. A. Yu. Veretennikov, “On weak solutions of highly degenerate SDEs”, Avtomat. i Telemekh., 2020, no. 3,  28–43  mathnet  elib; Autom. Remote Control, 81:3 (2020), 398–410  isi  scopus 3
6. A. Yu. Veretennikov, M. A. Veretennikova, “On convergence rates for homogeneous Markov chains”, Dokl. RAN. Math. Inf. Proc. Upr., 490 (2020),  16–19  mathnet  zmath  elib; Dokl. Math., 101:1 (2020), 12–15 5
2019
7. O. A. Manita, A. Yu. Veretennikov, “On convergence of 1D Markov diffusions to heavy-tailed invariant density”, Mosc. Math. J., 19:1 (2019),  89–106  mathnet
2017
8. A. Yu. Veretennikov, “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)”, Theory Stoch. Process., 22(38):1 (2017),  89–103  mathnet  mathscinet  zmath 1
2015
9. A. Yu. Veretennikov, E. V. Veretennikova, “On partial derivatives of multivariate Bernstein polynomials”, Mat. Tr., 18:2 (2015),  22–38  mathnet  mathscinet  elib; Siberian Adv. Math., 26:4 (2016), 294–305 9
2013
10. A. Yu. Veretennikov, “On the rate of convergence to the stationary distribution in the single-server queuing systems”, Avtomat. i Telemekh., 2013, no. 10,  23–35  mathnet; Autom. Remote Control, 74:10 (2013), 1620–1629  isi  scopus 10
2012
11. A. Yu. Veretennikov, S. A. Klokov, “On local mixing conditions for SDE approximations”, Teor. Veroyatnost. i Primenen., 57:1 (2012),  35–61  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 57:1 (2013), 110–131  isi  elib  scopus 2
2010
12. A. Yu. Veretennikov, “On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems”, Probl. Peredachi Inf., 46:4 (2010),  122–129  mathnet  mathscinet; Problems Inform. Transmission, 46:4 (2010), 382–389  isi  scopus 2
13. N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010),  111–129  mathnet  mathscinet  zmath
2009
14. A. Yu. Veretennikov, “On mixing rate and convegence to stationary regime in discrete time Erlang problem”, Avtomat. i Telemekh., 2009, no. 12,  59–70  mathnet  mathscinet  zmath; Autom. Remote Control, 70:12 (2009), 1992–2002  isi  scopus 4
2008
15. A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008),  240–276  mathnet  zmath  elib; Theory Probab. Appl., 53:2 (2009), 269–300  isi  scopus 3
2007
16. Alexander Veretennikov, “On asymptotic information integral inequalities”, Theory Stoch. Process., 13(29):2 (2007),  294–307  mathnet  mathscinet  zmath
2004
17. A. Yu. Veretennikov, S. A. Klokov, “On subexponential mixing rate for Markov processes”, Teor. Veroyatnost. i Primenen., 49:1 (2004),  21–35  mathnet  mathscinet  zmath; Theory Probab. Appl., 49:1 (2005), 110–122  isi 34
2002
18. A. Yu. Veretennikov, “On sde and semigroup approximations and large deviations”, Teor. Veroyatnost. i Primenen., 47:4 (2002),  772–780  mathnet  mathscinet  zmath; Theory Probab. Appl., 47:4 (2003), 733–741  isi
2000
19. A. Yu. Veretennikov, “On polynomial mixing for SDEs with a gradient-type drift”, Teor. Veroyatnost. i Primenen., 45:1 (2000),  163–166  mathnet  mathscinet  zmath; Theory Probab. Appl., 45:1 (2001), 160–164  isi 9
1999
20. A. Yu. Veretennikov, “On polynomial mixing and convergence rate for stochastic difference and differential equations”, Teor. Veroyatnost. i Primenen., 44:2 (1999),  312–327  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:2 (2000), 361–374  isi 73
1998
21. A. Yu. Veretennikov, “On large deviations in the averaging principle for stochastic differential equations with “complete dependence””, Teor. Veroyatnost. i Primenen., 43:4 (1998),  765–767  mathnet  mathscinet  zmath; Theory Probab. Appl., 43:4 (1999), 664–666  isi 3
22. A. Yu. Veretennikov, “On large deviations for stochastic differentialequations with a small diffusion and averaging”, Teor. Veroyatnost. i Primenen., 43:2 (1998),  349–351  mathnet  mathscinet  zmath; Theory Probab. Appl., 43:2 (1999), 335–337  isi 4
1997
23. A. Yu. Veretennikov, E. Shock, “Iterative Methods with Perturbationss in Ill-posed Problems”, Avtomat. i Telemekh., 1997, no. 4,  75–84  mathnet  mathscinet  zmath; Autom. Remote Control, 58:4 (1997), 579–587
1995
24. A. Yu. Veretennikov, “On large deviations for diffusion processes with measurable coefficients”, Uspekhi Mat. Nauk, 50:5(305) (1995),  135–146  mathnet  mathscinet  zmath; Russian Math. Surveys, 50:5 (1995), 977–987  isi 1
1993
25. A. Yu. Veretennikov, “On large deviations in the averaging principle for stochastic difference equations on a torus”, Trudy Mat. Inst. Steklov., 202 (1993),  33–41  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 202 (1994), 27–33
26. A. Yu. Veretennikov, “On large deviations for additive functionals of Markov processes. I”, Teor. Veroyatnost. i Primenen., 38:4 (1993),  758–774  mathnet  mathscinet  zmath; Theory Probab. Appl., 38:4 (1993), 706–719
1991
27. A. Yu. Veretennikov, A. V. Dobrovidov, P. V. Pakshin, “Ergodicity and mixing conditions for Markov processes in nonparametric filtering problems”, Avtomat. i Telemekh., 1991, no. 4,  36–45  mathnet  mathscinet  zmath; Autom. Remote Control, 52:4 (1991), 472–479
28. A. Yu. Veretennikov, “On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II”, Izv. Akad. Nauk SSSR Ser. Mat., 55:4 (1991),  691–715  mathnet  mathscinet  zmath; Math. USSR-Izv., 39:1 (1992), 677–701  isi 10
29. A. Yu. Veretennikov, “Large deviations for systems of Itô stochastic equations”, Teor. Veroyatnost. i Primenen., 36:4 (1991),  625–634  mathnet  mathscinet  zmath; Theory Probab. Appl., 36:4 (1991), 772–782  isi 1
1990
30. A. Yu. Veretennikov, O. V. Gulinsky, “The mixing rate and the averaging principle for recursive stochastic procedures”, Avtomat. i Telemekh., 1990, no. 6,  68–78  mathnet  mathscinet  zmath; Autom. Remote Control, 51:6 (1990), 779–788 1
31. A. Yu. Veretennikov, “On the averaging principle for systems of stochastic differential equations”, Mat. Sb., 181:2 (1990),  256–268  mathnet  mathscinet  zmath; Math. USSR-Sb., 69:1 (1991), 271–284  isi 67
32. A. Yu. Veretennikov, “On large deviations of the sojourn time for an ergodic process”, Teor. Veroyatnost. i Primenen., 35:2 (1990),  340–343  mathnet  mathscinet  zmath; Theory Probab. Appl., 35:2 (1990), 390–393  isi 1
1989
33. A. Yu. Veretennikov, “On the optimal stabilization problem for random control processes with fast oscillating noise”, Avtomat. i Telemekh., 1989, no. 8,  75–80  mathnet  mathscinet  zmath; Autom. Remote Control, 50:8 (1989), 1061–1065 1
34. A. Yu. Veretennikov, “Conditions for hypo-ellipticity and estimates for the rate of mixing for stochastic differential equations”, Dokl. Akad. Nauk SSSR, 307:3 (1989),  524–526  mathnet  mathscinet  zmath; Dokl. Math., 40:1 (1990), 94–97
35. S. V. Anulova, A. Yu. Veretennikov, N. V. Krylov, R. Sh. Liptser, A. N. Shiryaev, “Stochastic calculus”, Itogi Nauki i Tekhniki. Ser. Sovrem. Probl. Mat. Fund. Napr., 45 (1989),  5–253  mathnet  mathscinet  zmath 15
1988
36. A. Yu. Veretennikov, “On the rate of convergence of stochastically iterative procedures in ill-posed problems”, Avtomat. i Telemekh., 1988, no. 1,  72–77  mathnet  mathscinet  zmath; Autom. Remote Control, 49:1 (1988), 56–60
37. A. Yu. Veretennikov, “On rate of mixing and the averaging principle for hypoelliptic stochastic differential equations”, Izv. Akad. Nauk SSSR Ser. Mat., 52:5 (1988),  899–908  mathnet  mathscinet  zmath; Math. USSR-Izv., 33:2 (1989), 221–231 7
38. A. Yu. Veretennikov, “The mean-square convergence of stochastic iterative processes in ill-posed problems”, Zh. Vychisl. Mat. Mat. Fiz., 28:6 (1988),  809–814  mathnet  mathscinet  zmath; U.S.S.R. Comput. Math. Math. Phys., 28:3 (1988), 125–129
1987
39. A. Yu. Veretennikov, “Bounds for the Mixing Rate in the Theory of Stochastic Equations”, Teor. Veroyatnost. i Primenen., 32:2 (1987),  299–308  mathnet  mathscinet  zmath; Theory Probab. Appl., 32:2 (1987), 273–281  isi 74
40. A. Yu. Veretennikov, “Strong Solutions of Îto Stochastic Equations with Jumps”, Teor. Veroyatnost. i Primenen., 32:1 (1987),  159–163  mathnet  mathscinet  zmath; Theory Probab. Appl., 32:1 (1987), 148–152  isi 8
1986
41. A. Yu. Veretennikov, “Regularization of ill-posed problems by stochastic iterative procedures in the mean”, Avtomat. i Telemekh., 1986, no. 10,  64–69  mathnet  mathscinet  zmath; Autom. Remote Control, 47:10 (1986), 1367–1372
42. A. Yu. Veretennikov, “On evaluation of the blending rate for autoregression processes”, Avtomat. i Telemekh., 1986, no. 3,  170–171  mathnet
1984
43. A. Yu. Veretennikov, “On iterative methods in ill-posed problems with random errors”, Avtomat. i Telemekh., 1984, no. 12,  34–39  mathnet  mathscinet  zmath; Autom. Remote Control, 45:12 (1984), 1564–1569
44. A. Yu. Veretennikov, “Probabilistic problems in the theory of hypoellipticity”, Izv. Akad. Nauk SSSR Ser. Mat., 48:6 (1984),  1151–1170  mathnet  mathscinet  zmath; Math. USSR-Izv., 25:3 (1985), 455–473 3
45. M. L. Klepcina, A. Yu. Veretennikov, “On the strong solutions of Itô–Volterra stochastic equations”, Teor. Veroyatnost. i Primenen., 29:1 (1984),  154–158  mathnet  mathscinet  zmath; Theory Probab. Appl., 29:1 (1985), 153–157  isi 4
1983
46. A. Yu. Veretennikov, M. A. Krasnosel'skii, “Regularizing stopping rules under conditions of random errors”, Dokl. Akad. Nauk SSSR, 268:3 (1983),  521–524  mathnet  mathscinet  zmath
47. A. Yu. Veretennikov, “On stochastic equations with degenerate diffusion with respect to some of the variables”, Izv. Akad. Nauk SSSR Ser. Mat., 47:1 (1983),  189–196  mathnet  mathscinet  zmath; Math. USSR-Izv., 22:1 (1984), 173–180 19
48. A. Yu. Veretennikov, “Approximation of ordinary differential equations by stochastic differential equations”, Mat. Zametki, 33:6 (1983),  929–932  mathnet  mathscinet  zmath; Math. Notes, 33:6 (1983), 476–477  isi 3
49. A. Yu. Veretennikov, “Inverse diffusion and direct derivation of stochastic liouville equations”, Mat. Zametki, 33:5 (1983),  773–780  mathnet  mathscinet  zmath; Math. Notes, 33:5 (1983), 397–400  isi
50. A. Yu. Veretennikov, “A probabilistic approach to hypoellipticity”, Uspekhi Mat. Nauk, 38:3(231) (1983),  113–125  mathnet  mathscinet  zmath; Russian Math. Surveys, 38:3 (1983), 127–140  isi 3
1982
51. A. Yu. Veretennikov, “Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable”, Mat. Zametki, 31:4 (1982),  549–557  mathnet  mathscinet  zmath; Math. Notes, 31:4 (1982), 278–283  isi 12
52. A. Yu. Veretennikov, “On criteria for the existence of the strong solution of the stochastic equation”, Teor. Veroyatnost. i Primenen., 27:3 (1982),  417–424  mathnet  mathscinet  zmath; Theory Probab. Appl., 27:3 (1983), 441–449  isi 11
1981
53. A. Yu. Veretennikov, “Ergodicity and invariance principle for multi-phase service systems”, Avtomat. i Telemekh., 1981, no. 7,  70–73  mathnet  mathscinet  zmath; Autom. Remote Control, 42:7 (1981), 906–909 1
54. A. Yu. Veretennikov, “Existence of an optimal strategy in control of a single dimensional diffusional process”, Avtomat. i Telemekh., 1981, no. 6,  28–34  mathnet  mathscinet  zmath; Autom. Remote Control, 42:6 (1981), 722–727
55. A. Ju. Veretennikov, “On the strong and weak solutions of one-dimensional stochastic equations with boundary conditions”, Teor. Veroyatnost. i Primenen., 26:4 (1981),  685–701  mathnet  mathscinet  zmath; Theory Probab. Appl., 26:4 (1982), 670–686  isi 12
1980
56. A. Yu. Veretennikov, “On strong solutions and explicit formulas for solutions of stochastic integral equations”, Mat. Sb. (N.S.), 111(153):3 (1980),  434–452  mathnet  mathscinet  zmath; Math. USSR-Sb., 39:3 (1981), 387–403  isi 195
1979
57. A. Yu. Veretennikov, “On the strong solutions of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 24:2 (1979),  348–360  mathnet  mathscinet  zmath; Theory Probab. Appl., 24:2 (1979), 354–366  isi 89
1978
58. A. Yu. Veretennikov, “On strong solutions of some stochastic equations”, Uspekhi Mat. Nauk, 33:5(203) (1978),  173–174  mathnet  mathscinet  zmath; Russian Math. Surveys, 33:5 (1978), 215–216 4
1977
59. A. Yu. Veretennikov, “The ergodicity of service systems with an infinite number of servomechanisms”, Mat. Zametki, 22:4 (1977),  561–569  mathnet  mathscinet  zmath; Math. Notes, 22:4 (1977), 804–808 4
1976
60. A. Yu. Veretennikov, N. V. Krylov, “On explicit formulas for solutions of stochastic equations”, Mat. Sb. (N.S.), 100(142):2(6) (1976),  266–284  mathnet  mathscinet  zmath; Math. USSR-Sb., 29:2 (1976), 239–256  isi 30
1998
61. A. Yu. Veretennikov, “Letter to the editors”, Teor. Veroyatnost. i Primenen., 43:4 (1998),  819  mathnet  mathscinet; Theory Probab. Appl., 43:4 (1999), 682 1
1988
62. A. Yu. Veretennikov, “Book review: «Algorithmes adaptifs et approximations stochastiques. Théorie et applications à l'identification, au traitement du signal et à la reconnaissance des formes» A. Benveniste, M. Metivier, P. Priouret”, Teor. Veroyatnost. i Primenen., 33:3 (1988),  633–634  mathnet; Theory Probab. Appl., 33:3 (1988), 586–590

Presentations in Math-Net.Ru
1. Review of the theory of stochastic McKean-Vlasov equations
A. Yu. Veretennikov
Scientific seminar on the differential and functional differential equations
October 22, 2024 12:00   
2. Ломоносовские чтения
A. D. Manita, L. A. Manita, A. Yu. Veretennikov, A. T. Akhmyarova
Principle Seminar of the Department of Probability Theory, Moscow State University
April 3, 2024 16:45
3. О положительной возвратности процесса рождения и гибели и системы $M/GI/1$
A. Yu. Veretennikov
Branching processes and discrete mathematics, a conference dedicated to the 100th anniversary of Sevastyanov's birth
October 3, 2023 16:20   
4. Эргодические свойства и эргодические коэффициенты для цепей Маркова (по совместным работам с Олегом Бутковским, Марией Веретенниковой и Александром Щеголевым)
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
May 10, 2023 16:45
5. On convergence rate bounds for linear and nonlinear Markov chains
A. Yu. Veretennikov
One-Parameter Semigroups of Operators (OPSO 2023)
March 1, 2023 19:00   
6. Об уравнениях Маккина–Власова
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
March 9, 2022 16:45
7. On averaged expected cost control for a class of multidimensional ergodic diffusions
Alexander Veretennikov
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 19, 2021 17:00   
8. Ломоносовские чтения.
A. Yu. Veretennikov, A. A. Zamyatin, V. A. Malyshev, E. A. Illarionov, D. D. Sokoloff, A. E. Kondratenko, V. N. Sobolev
Principle Seminar of the Department of Probability Theory, Moscow State University
April 28, 2021 16:45
9. Об эргодическом уравнении Беллмана для управляемой одномерной диффузии
A. Yu. Veretennikov, S. V. Anulova
Dobrushin Mathematics Laboratory Seminar
March 5, 2019 16:00
10. Стохастические модели со средним полем
A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
April 3, 2018 16:00
11. Стохастические модели со средним полем
A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
March 20, 2018 16:00
12. Об идее среднего поля в стохастических дифференциальных уравнениях и в теории массового обслуживания
A. Yu. Veretennikov
Seminar on Probability Theory and Mathematical Statistics
December 22, 2017 18:00
13. On 1D ergodic controlled diffusion
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
September 14, 2016 16:45
14. Об "ускоренном" СДУ с заданным инвариантным распределением
O. A. Manita, A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
March 29, 2016 16:00
15. Введение в стохастические дифференциальные уравнения Ито. Лекция 5
A. Yu. Veretennikov

September 24, 2014   
16. Введение в стохастические дифференциальные уравнения Ито. Лекция 4
A. Yu. Veretennikov

September 22, 2014   
17. О скорости сходимости к стационарному распределению для кусочно-линейных марковских процессов
A. Yu. Veretennikov
Seminar on Probability Theory and Mathematical Statistics
September 19, 2014 18:00
18. On coupling method for some Markov and non-Markov processes with applications to queueing theory
A. Yu. Veretennikov, G. A. Zverkina
Principle Seminar of the Department of Probability Theory, Moscow State University
September 17, 2014 16:45
19. Введение в стохастические дифференциальные уравнения Ито. Лекция 3
A. Yu. Veretennikov

September 12, 2014   
20. Введение в стохастические дифференциальные уравнения Ито. Лекция 2
A. Yu. Veretennikov

September 10, 2014   
21. Введение в стохастические дифференциальные уравнения Ито. Лекция 1
A. Yu. Veretennikov

September 8, 2014   
22. On Poisson equation with potential
A. Yu. Veretennikov
Advances in Stochastic Analysis
September 4, 2014 12:00   
23. About Dynkin formula and rate of convergence for single-channel queuing (joint work with G.A. Zverkina, Moscow State University of Railway Communications)
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
May 22, 2013 16:45
24. Перспективы неравновесной статистической физики и социологии: вывод уравнений типа Больцмана и нелинейных марковских процессов
A. Yu. Veretennikov
Problems in Stochastic Analysis
January 10, 2013 12:00   
25. Harnack inequality for diffusion with jumps: parabolic case with comparable distributions of jumps
S. V. Anulova, A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
October 2, 2012 16:00
26. On the Poisson equation ‘in the whole space’ for an ‘ergodic’ second order operator
A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar
January 10, 2012 16:00
27. Об уравнениях Маккина–Власова (совместная работа с Ю. С. Мишурой, Киев)
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
April 20, 2011 16:45
28. Фильтрация при ошибке в начальных данных
A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University
December 28, 2005

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