O. A. Manita, A. Yu. Veretennikov, “O skhodimosti odnomernoi markovskoi diffuzii k statsionarnoi plotnosti s tyazhelymi khvostami”, Mosc. Math. J., 19:1 (2019), 89–106
Cristina Costantini, Thomas G. Kurtz, “Markov selection for constrained martingale problems”, Electron. J. Probab., 24:none (2019)
Kazuo Yamazaki, “Markov Selections for the Magnetohydrodynamics and the Hall-Magnetohydrodynamics Systems”, J Nonlinear Sci, 29:4 (2019), 1761
Svetlana V. Anulova, Alexander Yu. Veretennikov, Springer Optimization and Its Applications, 90, Modern Stochastics and Applications, 2014, 159
S. V. Anulova, A. Yu Veretennikov, P. S. Shcherbakov, 52nd IEEE Conference on Decision and Control, 2013, 1217
Johannes Ruf, “HEDGING UNDER ARBITRAGE”, Mathematical Finance, 2012, no
A. Yu. Veretennikov, S. A. Klokov, “On local mixing conditions for SDE approximations”, Theory Probab. Appl., 57:1 (2013), 110–131
A. Yu. Veretennikov, “On Sobolev solutions of Poisson equations in ℝ d with a parameter”, J Math Sci, 2011
Daniel Fernholz, Ioannis Karatzas, “Optimal arbitrage under model uncertainty”, Ann. Appl. Probab., 21:6 (2011)
G. Aivaliotis, A.Yu. Veretennikov, “On Bellman's equations for mean and variance control of a Markov diffusion”, Stochastics An Int. J. of Probability & Stochastic Processes, 82:1 (2010), 41
N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010), 111–129
Svetlana Anulova, Alexander Veretennikov, 49th IEEE Conference on Decision and Control (CDC), 2010, 2292
Dirk Blömker, Franco Flandoli, Marco Romito, “Markovianity and ergodicity for a surface growth PDE”, Ann. Probab., 37:1 (2009)
M. N. Malyshkin, “Subexponential Estimates of the Rate of Convergence to the Invariant Measure for Stochastic Differential Equations”, Theory Probab Appl, 45:3 (2001), 466
N. V. Krylov, “Mean value theorems for stochastic integrals”, Ann. Probab., 29:1 (2001)
Klaus Fleischmann, Jie Xiong, “A Cyclically Catalytic Super-Brownian Motion”, Ann. Probab., 29:2 (2001)
A.Yu. Veretennikov, “On polynomial mixing bounds for stochastic differential equations”, Stochastic Processes and their Applications, 70:1 (1997), 115
A. Yu. Veretennikov, “On large deviations for diffusion processes with measurable coefficients”, Russian Math. Surveys, 50:5 (1995), 977–987
V.S. Borkar, T.E. Govindan, “Optimal control of semilinear stochastic evolution equations”, Nonlinear Analysis: Theory, Methods & Applications, 23:1 (1994), 15
N. V. Krylov, N. V. Krylov, “On One-Point Weak Uniqueness for Elliptic Equations”, Communications in Partial Differential Equations, 17:11-12 (1992), 405