The following pages link to Alexander Yu. Veretennikov (Q262031):
Displayed 50 items.
- On the smoothness of an invariant measure of a Markov chain with respect to a parameter. (Q1432167) (← links)
- On Castellana-Leadbetter's condition for diffusion density estimation (Q1567083) (← links)
- (Q1599465) (redirect page) (← links)
- Optimal control of point processes with noisy observations: the maximum principle (Q1599466) (← links)
- (Q1703910) (redirect page) (← links)
- Ergodic Markov processes and Poisson equations (lecture notes) (Q1703911) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
- On the sub-exponential mixing rate for a class of Markov diffusions (Q1781718) (← links)
- Controlled equilibrium selection in stochastically perturbed dynamics (Q1800819) (← links)
- On large deviations in the averaging principle for SDEs with a ``full dependence'' (Q1807194) (← links)
- Martingale representation and the Malliavin calculus (Q1826205) (← links)
- On nodal lines of Neumann eigenfunctions (Q1860590) (← links)
- On large deviations for approximations of SDEs (Q1871746) (← links)
- On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
- On large deviations for SDEs with small diffusion and averaging. (Q1877523) (← links)
- An introduction to analysis on Wiener space (Q1899206) (← links)
- Forecast of random oscillation processes based on the method of exponential smoothing (Q1920373) (← links)
- Global exponential stabilization for a class of uncertain nonlinear systems with time-varying delay arguments and input deadzone nonlinearities (Q1921954) (← links)
- On large deviations in the averaging principle for SDE's with a ``full dependence'', revisited (Q1943313) (← links)
- Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos (Q1958464) (← links)
- Positive recurrence of a solution of an SDE with variable switching intensities (Q2093311) (← links)
- An open problem about the rate of convergence in Erlang-Sevastyanov's model (Q2146413) (← links)
- Spectral criteria to stability and observability of mean-field stochastic periodic systems (Q2151865) (← links)
- On recurrent properties of Fisher-Wright's diffusion on \((0,1)\) with mutation (Q2239789) (← links)
- Note on local mixing techniques for stochastic differential equations (Q2240080) (← links)
- On convergence rates for homogeneous Markov chains (Q2243690) (← links)
- On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter (Q2248586) (← links)
- On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness (Q2308279) (← links)
- Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts (Q2353063) (← links)
- Differentiability of invariant measures of diffusions with respect to a parameter (Q2353067) (← links)
- On ergodic filters with wrong initial data (Q2370806) (← links)
- On robustness of discrete time optimal filters (Q2396743) (← links)
- Curvature and transport inequalities for Markov chains in discrete spaces (Q2405199) (← links)
- On the relations between Markov chain lumpability and reversibility (Q2406431) (← links)
- On asymptotics for Vaserstein coupling of Markov chains (Q2447721) (← links)
- MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
- On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations (Q2711125) (← links)
- On Polynomial Mixing for SDEs with a Gradient-Type Drift (Q2752976) (← links)
- (Q2769918) (← links)
- Extended Poisson equation for weakly ergodic Markov processes (Q2849272) (← links)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. I (Q2923379) (← links)
- Diffusion approximation of systems with weakly ergodic Markov perturbations. II (Q2923395) (← links)
- Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates (Q2940158) (← links)
- On asymptotic Borovkov–Sakhanenko inequality with unbounded parameter set (Q2944727) (← links)
- Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence (Q2946091) (← links)
- On partial derivatives of multivariate Bernstein polynomials (Q2959172) (← links)
- (Q3015746) (← links)
- The mean-square convergence of stochastic iterative procedures in ill-posed problems (Q3033219) (← links)
- (Q3036410) (← links)