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Publications in Math-Net.Ru |
Citations |
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2024 |
1. |
Alexander Veretennikov, “On higher order moments and rates of convergence for SDEs with switching”, Mosc. Math. J., 24:1 (2024), 107–124 |
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 |
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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 ; Izv. Math., 86:1 (2022), 92–125 |
4
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2021 |
4. |
A. Yu. Veretennikov, “On pathwise uniqueness of solutions for multidimensional McKean–Vlasov equation”, Teor. Veroyatnost. i Primenen., 66:3 (2021), 581–588 ; Theory Probab. Appl., 66:3 (2021), 469–473 |
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2020 |
5. |
A. Yu. Veretennikov, “On weak solutions of highly degenerate SDEs”, Avtomat. i Telemekh., 2020, no. 3, 28–43 ; Autom. Remote Control, 81:3 (2020), 398–410 |
3
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6. |
A. Yu. Veretennikov, M. A. Veretennikova, “On convergence rates for homogeneous Markov chains”, Dokl. RAN. Math. Inf. Proc. Upr., 490 (2020), 16–19 ; Dokl. Math., 101:1 (2020), 12–15 |
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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 |
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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 |
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2015 |
9. |
A. Yu. Veretennikov, E. V. Veretennikova, “On partial derivatives of multivariate Bernstein polynomials”, Mat. Tr., 18:2 (2015), 22–38 ; Siberian Adv. Math., 26:4 (2016), 294–305 |
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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 ; Autom. Remote Control, 74:10 (2013), 1620–1629 |
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2012 |
11. |
A. Yu. Veretennikov, S. A. Klokov, “On local mixing conditions for SDE approximations”, Teor. Veroyatnost. i Primenen., 57:1 (2012), 35–61 ; Theory Probab. Appl., 57:1 (2013), 110–131 |
2
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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 ; Problems Inform. Transmission, 46:4 (2010), 382–389 |
2
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13. |
N. Abourashchi, A. Yu. Veretennikov, “On stochastic averaging and mixing”, Theory Stoch. Process., 16(32):1 (2010), 111–129 |
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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 ; Autom. Remote Control, 70:12 (2009), 1992–2002 |
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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 ; Theory Probab. Appl., 53:2 (2009), 269–300 |
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2007 |
16. |
Alexander Veretennikov, “On asymptotic information integral
inequalities”, Theory Stoch. Process., 13(29):2 (2007), 294–307 |
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2004 |
17. |
A. Yu. Veretennikov, S. A. Klokov, “On subexponential mixing rate for Markov processes”, Teor. Veroyatnost. i Primenen., 49:1 (2004), 21–35 ; Theory Probab. Appl., 49:1 (2005), 110–122 |
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2002 |
18. |
A. Yu. Veretennikov, “On sde and semigroup approximations and large deviations”, Teor. Veroyatnost. i Primenen., 47:4 (2002), 772–780 ; Theory Probab. Appl., 47:4 (2003), 733–741 |
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2000 |
19. |
A. Yu. Veretennikov, “On polynomial mixing for SDEs with a gradient-type drift”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 163–166 ; Theory Probab. Appl., 45:1 (2001), 160–164 |
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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 ; Theory Probab. Appl., 44:2 (2000), 361–374 |
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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 ; Theory Probab. Appl., 43:4 (1999), 664–666 |
3
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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 ; Theory Probab. Appl., 43:2 (1999), 335–337 |
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1997 |
23. |
A. Yu. Veretennikov, E. Shock, “Iterative Methods with Perturbationss in Ill-posed Problems”, Avtomat. i Telemekh., 1997, no. 4, 75–84 ; Autom. Remote Control, 58:4 (1997), 579–587 |
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1995 |
24. |
A. Yu. Veretennikov, “On large deviations for diffusion processes with measurable coefficients”, Uspekhi Mat. Nauk, 50:5(305) (1995), 135–146 ; Russian Math. Surveys, 50:5 (1995), 977–987 |
1
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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 ; 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 ; Theory Probab. Appl., 38:4 (1993), 706–719 |
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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 ; 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 ; Math. USSR-Izv., 39:1 (1992), 677–701 |
10
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29. |
A. Yu. Veretennikov, “Large deviations for systems of Itô stochastic equations”, Teor. Veroyatnost. i Primenen., 36:4 (1991), 625–634 ; Theory Probab. Appl., 36:4 (1991), 772–782 |
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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 ; Autom. Remote Control, 51:6 (1990), 779–788 |
1
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31. |
A. Yu. Veretennikov, “On the averaging principle for systems of stochastic differential equations”, Mat. Sb., 181:2 (1990), 256–268 ; Math. USSR-Sb., 69:1 (1991), 271–284 |
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32. |
A. Yu. Veretennikov, “On large deviations of the sojourn time for an ergodic process”, Teor. Veroyatnost. i Primenen., 35:2 (1990), 340–343 ; Theory Probab. Appl., 35:2 (1990), 390–393 |
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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 ; Autom. Remote Control, 50:8 (1989), 1061–1065 |
1
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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 ; 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 |
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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 ; 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 ; Math. USSR-Izv., 33:2 (1989), 221–231 |
7
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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 ; U.S.S.R. Comput. Math. Math. Phys., 28:3 (1988), 125–129 |
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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 ; Theory Probab. Appl., 32:2 (1987), 273–281 |
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40. |
A. Yu. Veretennikov, “Strong Solutions of Îto Stochastic Equations with Jumps”, Teor. Veroyatnost. i Primenen., 32:1 (1987), 159–163 ; Theory Probab. Appl., 32:1 (1987), 148–152 |
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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 ; 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 |
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1984 |
43. |
A. Yu. Veretennikov, “On iterative methods in ill-posed problems with random errors”, Avtomat. i Telemekh., 1984, no. 12, 34–39 ; 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 ; Math. USSR-Izv., 25:3 (1985), 455–473 |
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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 ; Theory Probab. Appl., 29:1 (1985), 153–157 |
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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 |
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 ; Math. USSR-Izv., 22:1 (1984), 173–180 |
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48. |
A. Yu. Veretennikov, “Approximation of ordinary differential equations by stochastic differential equations”, Mat. Zametki, 33:6 (1983), 929–932 ; Math. Notes, 33:6 (1983), 476–477 |
3
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49. |
A. Yu. Veretennikov, “Inverse diffusion and direct derivation of stochastic liouville equations”, Mat. Zametki, 33:5 (1983), 773–780 ; Math. Notes, 33:5 (1983), 397–400 |
50. |
A. Yu. Veretennikov, “A probabilistic approach to hypoellipticity”, Uspekhi Mat. Nauk, 38:3(231) (1983), 113–125 ; Russian Math. Surveys, 38:3 (1983), 127–140 |
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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 ; Math. Notes, 31:4 (1982), 278–283 |
12
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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 ; Theory Probab. Appl., 27:3 (1983), 441–449 |
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1981 |
53. |
A. Yu. Veretennikov, “Ergodicity and invariance principle for multi-phase service systems”, Avtomat. i Telemekh., 1981, no. 7, 70–73 ; Autom. Remote Control, 42:7 (1981), 906–909 |
1
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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 ; 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 ; Theory Probab. Appl., 26:4 (1982), 670–686 |
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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 ; Math. USSR-Sb., 39:3 (1981), 387–403 |
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1979 |
57. |
A. Yu. Veretennikov, “On the strong solutions of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 24:2 (1979), 348–360 ; Theory Probab. Appl., 24:2 (1979), 354–366 |
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1978 |
58. |
A. Yu. Veretennikov, “On strong solutions of some stochastic equations”, Uspekhi Mat. Nauk, 33:5(203) (1978), 173–174 ; Russian Math. Surveys, 33:5 (1978), 215–216 |
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1977 |
59. |
A. Yu. Veretennikov, “The ergodicity of service systems with an infinite number of servomechanisms”, Mat. Zametki, 22:4 (1977), 561–569 ; Math. Notes, 22:4 (1977), 804–808 |
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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 ; Math. USSR-Sb., 29:2 (1976), 239–256 |
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1998 |
61. |
A. Yu. Veretennikov, “Letter to the editors”, Teor. Veroyatnost. i Primenen., 43:4 (1998), 819 ; Theory Probab. Appl., 43:4 (1999), 682 |
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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 ; Theory Probab. Appl., 33:3 (1988), 586–590 |
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Presentations in Math-Net.Ru |
1. |
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
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2. |
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
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3. |
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
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4. |
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
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5. |
Об уравнениях Маккина–Власова A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University March 9, 2022 16:45
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6. |
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
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7. |
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
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8. |
Об эргодическом уравнении Беллмана для управляемой одномерной диффузии A. Yu. Veretennikov, S. V. Anulova
Dobrushin Mathematics Laboratory Seminar March 5, 2019 16:00
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9. |
Стохастические модели со средним полем A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar April 3, 2018 16:00
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10. |
Стохастические модели со средним полем A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar March 20, 2018 16:00
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11. |
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
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12. |
On 1D ergodic controlled diffusion A. Yu. Veretennikov
Principle Seminar of the Department of Probability Theory, Moscow State University September 14, 2016 16:45
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13. |
Об "ускоренном" СДУ с заданным инвариантным распределением O. A. Manita, A. Yu. Veretennikov
Dobrushin Mathematics Laboratory Seminar March 29, 2016 16:00
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14. |
Введение в стохастические дифференциальные уравнения Ито. Лекция 5 A. Yu. Veretennikov
September 24, 2014
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15. |
Введение в стохастические дифференциальные уравнения Ито. Лекция 4 A. Yu. Veretennikov
September 22, 2014
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16. |
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
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17. |
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
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18. |
Введение в стохастические дифференциальные уравнения Ито. Лекция 3 A. Yu. Veretennikov
September 12, 2014
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19. |
Введение в стохастические дифференциальные уравнения Ито. Лекция 2 A. Yu. Veretennikov
September 10, 2014
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20. |
Введение в стохастические дифференциальные уравнения Ито. Лекция 1 A. Yu. Veretennikov
September 8, 2014
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21. |
On Poisson equation with potential A. Yu. Veretennikov
Advances in Stochastic Analysis September 4, 2014 12:00
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22. |
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
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23. |
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
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24. |
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
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25. |
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
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26. |
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
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27. |
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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Organisations |
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