A. Yu. Veretennikov

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On partial derivatives of Bernstein-Stancu polynomials for multivariate functions
Sbornik: Mathematics
2025-11-27Paper
On the law of large numbers for nonidentically distributed weakly dependent summands
Theory of Probability and its Applications
2025-08-07Paper
On weak existence of solutions of degenerate McKean-Vlasov equations
Stochastics and Dynamics
2024-12-06Paper
On strong law of large numbers for pairwise independent random variables
Theory of Probability and its Applications
2024-11-05Paper
On averaged control and iteration improvement for a class of multidimensional ergodic diffusions2024-10-01Paper
On recurrence, convergence and mixing rate of generalised Wright-Fisher diffusion with mutation
Markov Processes and Related Fields
2024-05-17Paper
On averaged expected cost control for 1D ergodic diffusions with switching
Markov Processes and Related Fields
2024-05-17Paper
On higher order moments and recurrence of an SDE with switching2022-12-28Paper
On recurrent properties and convergence rates of generalised Fisher -- Wright's diffusion with mutation2022-11-11Paper
On Strong Law of Large Numbers for pairwise independent random variables2022-11-08Paper
Positive recurrence of a solution of an SDE with variable switching intensities
Stochastic and Partial Differential Equations. Analysis and Computations
2022-11-07Paper
On convergence rate bounds for a class of nonlinear Markov chains2022-09-26Paper
An open problem about the rate of convergence in Erlang-Sevastyanov's model
Queueing Systems
2022-06-16Paper
On consistency of Bayesian parameter estimations for a class of ergodic Markov models2022-04-27Paper
On mixed partial derivatives of modified Bernstein-Stancu polynomials for functions of several variables2022-04-26Paper
On improved bounds and conditions for the convergence of Markov chains
Izvestiya: Mathematics
2022-04-05Paper
On Markov--up processes and their recurrence properties2021-12-29Paper
On convergence rates for homogeneous Markov chains
Doklady Mathematics
2021-11-11Paper
On recurrent properties of Fisher-Wright's diffusion on \((0,1)\) with mutation
Random Operators and Stochastic Equations
2021-11-05Paper
Note on local mixing techniques for stochastic differential equations
Modern Stochastics. Theory and Applications
2021-11-05Paper
On pathwise uniqueness of solutions for multidimensional McKean-Vlasov equation
Theory of Probability & Its Applications
2021-11-04Paper
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
Theory of Probability and Mathematical Statistics
2021-07-22Paper
On weak solutions of highly degenerate SDEs
Automation and Remote Control
2021-01-14Paper
On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions
SIAM Journal on Control and Optimization
2020-08-21Paper
On improved convergence conditions and bounds for Markov chains2020-06-22Paper
On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness
Queueing Systems
2020-03-26Paper
On mean-field (\(\mathrm{GI}/\mathrm{GI}/1\)) queueing model: existence and uniqueness
Queueing Systems
2020-03-26Paper
On polynomial recurrence for reliability system with a warm reserve
(available as arXiv preprint)
2020-01-31Paper
On convergence of 1D Markov diffusions to heavy-tailed invariant density2019-06-26Paper
On convergence of 1D Markov diffusions to heavy-tailed invariant density
(available as arXiv preprint)
2019-06-26Paper
An HJB approach to a general continuous-time mean-variance stochastic control problem
Random Operators and Stochastic Equations
2019-01-11Paper
On Polynomial Bounds of Convergence for the Availability Factor
Communications in Computer and Information Science
2018-06-21Paper
scientific article; zbMATH DE number 6887032 (Why is no real title available?)2018-06-12Paper
On Poisson equations with a potential in the whole space for ``ergodic'' generators
Theory of Probability and Mathematical Statistics
2018-03-09Paper
On Poisson equations with a potential in the whole space for ``ergodic'' generators
Theory of Probability and Mathematical Statistics
2018-03-09Paper
Ergodic Markov processes and Poisson equations (lecture notes)2018-03-08Paper
Ergodic Markov processes and Poisson equations (lecture notes)
(available as arXiv preprint)
2018-03-08Paper
Yet again on polynomial convergence for SDEs with a gradient-type drift2017-06-28Paper
On robustness of discrete time optimal filters
Mathematical Methods of Statistics
2017-05-24Paper
On partial derivatives of multivariate Bernstein polynomials
Siberian Advances in Mathematics
2017-02-09Paper
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
The Annals of Probability
2016-07-14Paper
Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
The Annals of Probability
2016-07-14Paper
On SPDE and backward filtering equations for SDE systems (direct approach)2016-07-01Paper
On recurrence and availability factor for single--server system with general arrivals2016-06-09Paper
Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter
Discrete and Continuous Dynamical Systems
2016-03-29Paper
Exponential Convergence of Degenerate Hybrid Stochastic Systems with Full Dependence
Modern Stochastics and Applications
2015-09-16Paper
On asymptotic Borovkov-Sakhanenko inequality with unbounded parameter set
Theory of Probability and Mathematical Statistics
2015-09-08Paper
On convergence of partial derivatives of multivariate Bernstein polynomials2015-07-18Paper
Exponential convergence of multi-dimensional stochastic mechanical systems with switching impacts
Doklady Mathematics
2015-07-07Paper
Differentiability of invariant measures of diffusions with respect to a parameter
Doklady Mathematics
2015-07-07Paper
Simple proof of Dynkin's formula for single-server systems and polynomial convergence rates
(available as arXiv preprint)
2015-01-26Paper
On convergence rate for Erlang--Sevastyanov type models with infinitely many servers2014-12-11Paper
On the rate of convergence for infinite server Erlang-Sevastyanov's problem
Queueing Systems
2014-11-25Paper
On the rate of convergence to the stationary distribution in the single-server queuing systems
Automation and Remote Control
2014-10-15Paper
Diffusion approximation of systems with weakly ergodic Markov perturbations. II
Theory of Probability and Mathematical Statistics
2014-10-15Paper
Diffusion approximation of systems with weakly ergodic Markov perturbations. I
Theory of Probability and Mathematical Statistics
2014-10-15Paper
On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter
Journal of Mathematical Sciences (New York)
2014-06-27Paper
On asymptotics for Vaserstein coupling of Markov chains
Stochastic Processes and their Applications
2014-04-28Paper
Extended Poisson equation for weakly ergodic Markov processes
Theory of Probability and Mathematical Statistics
2013-09-17Paper
On local mixing conditions for SDE approximations
Theory of Probability & Its Applications
2013-06-14Paper
On large deviations in the averaging principle for SDE's with a ``full dependence'', revisited
Discrete and Continuous Dynamical Systems. Series B
2013-03-19Paper
On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems
Problems of Information Transmission
2012-03-13Paper
On filtering with unspecified initial data for nonuniformly ergodic signals2011-07-13Paper
On exponential bounds for mixing and the rate of convergence for Student processes
Theory of Probability and Mathematical Statistics
2011-04-06Paper
scientific article; zbMATH DE number 5855958 (Why is no real title available?)2011-02-22Paper
On Bellman's equations for mean and variance control of a Markov diffusion
Stochastics
2010-08-19Paper
On discrete time ergodic filters with wrong initial data, 2
Stochastics
2010-08-19Paper
On continuous time ergodic filters with wrong initial data
Theory of Probability & Its Applications
2010-04-26Paper
scientific article; zbMATH DE number 5666868 (Why is no real title available?)2010-02-05Paper
On mixing rate and convergence to stationary regime in discrete time Erlang problem
Automation and Remote Control
2010-01-29Paper
On discrete time ergodic filters with wrong initial data
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2008-06-17Paper
On asymptotic information integral inequalities2007-12-16Paper
On ergodic filters with wrong initial data
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2007-06-29Paper
Mixing rates for the Euler scheme for stochastic difference equations
Doklady Mathematics
2007-06-27Paper
On mixing and convergence rates for a family of Markov processes approximating SDEs
Random Operators and Stochastic Equations
2007-05-29Paper
scientific article; zbMATH DE number 5066283 (Why is no real title available?)2006-10-23Paper
An essay on the theme of a theorem of Boris Vladimirovich Gnedenko2006-09-19Paper
On ergodic measures for McKean-Vlasov stochastic equations2006-08-28Paper
On Subexponential Mixing Rate for Markov Processes
Theory of Probability & Its Applications
2005-10-28Paper
On the sub-exponential mixing rate for a class of Markov diffusions
Journal of Mathematical Sciences (New York)
2005-06-28Paper
On the Poisson equation and diffusion approximation. III
The Annals of Probability
2005-06-23Paper
On SDE and Semigroup Approximations and Large Deviations
Theory of Probability & Its Applications
2004-12-16Paper
scientific article; zbMATH DE number 2109310 (Why is no real title available?)2004-10-22Paper
On large deviations for SDEs with small diffusion and averaging.
Stochastic Processes and their Applications
2004-09-07Paper
On the smoothness of an invariant measure of a Markov chain with respect to a parameter.
Doklady Mathematics
2004-06-15Paper
On Poisson equation and diffusion approximation. II.
The Annals of Probability
2004-06-10Paper
scientific article; zbMATH DE number 2062303 (Why is no real title available?)2004-03-25Paper
scientific article; zbMATH DE number 1933009 (Why is no real title available?)2003-10-28Paper
scientific article; zbMATH DE number 1995728 (Why is no real title available?)2003-10-22Paper
On the Poisson equation and diffusion approximation. I
The Annals of Probability
2003-05-06Paper
On large deviations for approximations of SDEs
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2003-05-04Paper
On KPP equations with various wave front speeds, the Larson result via large deviations2002-09-24Paper
scientific article; zbMATH DE number 1777535 (Why is no real title available?)2002-08-08Paper
On polynomial mixing for SDEs with a gradient-type drift
Theory of Probability and its Applications
2001-10-22Paper
On polynomial mixing and convergence rate for stochastic difference and differential equations
Theory of Probability and its Applications
2001-05-02Paper
On Castellana-Leadbetter's condition for diffusion density estimation
Statistical Inference for Stochastic Processes
2001-04-08Paper
scientific article; zbMATH DE number 1526029 (Why is no real title available?)2000-11-06Paper
On Large Deviations for Stochastic DifferentialEquations with a Small Diffusion and Averaging
Theory of Probability & Its Applications
2000-06-06Paper
On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence"
Theory of Probability & Its Applications
2000-06-06Paper
On large deviations in the averaging principle for SDEs with a ``full dependence''
The Annals of Probability
1999-11-09Paper
scientific article; zbMATH DE number 1241996 (Why is no real title available?)1999-10-25Paper
Iteration methods with perturbations in ill-posed problems
Automation and Remote Control
1999-06-03Paper
On polynomial mixing bounds for stochastic differential equations
Stochastic Processes and their Applications
1999-01-14Paper
Lower bound for large deviations for an averaged SDE with a small diffusion
Russian Journal of Mathematical Physics
1998-12-13Paper
A remark on the stability of the l.m.s. tracking algorithm
Stochastic Analysis and Applications
1998-10-11Paper
Averaging of backward stochastic differential equations, with application to semi-linear pde's
Stochastics and Stochastic Reports
1998-07-07Paper
scientific article; zbMATH DE number 1069545 (Why is no real title available?)1998-01-22Paper
Probability Theory III
Encyclopaedia of Mathematical Sciences
1997-12-18Paper
On the estimation of mixing coefficients for a multiphase service system
Queueing Systems
1997-10-26Paper
scientific article; zbMATH DE number 972640 (Why is no real title available?)1997-08-18Paper
scientific article; zbMATH DE number 868190 (Why is no real title available?)1996-06-23Paper
scientific article; zbMATH DE number 862382 (Why is no real title available?)1996-05-14Paper
Large deviations in averaging principle for stochastic differential equation systems (noncompact case)
Stochastics and Stochastic Reports
1996-03-26Paper
scientific article; zbMATH DE number 780719 (Why is no real title available?)1995-11-14Paper
scientific article; zbMATH DE number 758247 (Why is no real title available?)1995-07-17Paper
On Large Deviations for Additive Functionals of Markov Processes I
Theory of Probability & Its Applications
1995-06-20Paper
On large deviations for diffusion processes with measurable coefficients
Russian Mathematical Surveys
1995-01-01Paper
scientific article; zbMATH DE number 695950 (Why is no real title available?)1994-12-19Paper
scientific article; zbMATH DE number 635661 (Why is no real title available?)1994-09-08Paper
On Large Deviations for Systems of Itô Stochastic Equations
Theory of Probability & Its Applications
1993-09-22Paper
scientific article; zbMATH DE number 177232 (Why is no real title available?)1993-05-18Paper
scientific article; zbMATH DE number 177705 (Why is no real title available?)1993-05-18Paper
scientific article; zbMATH DE number 28600 (Why is no real title available?)1992-06-27Paper
Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems
Automation and Remote Control
1992-06-27Paper
ON LARGE DEVIATIONS IN THE AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PERIODIC COEFFICIENTS. II
Mathematics of the USSR-Izvestiya
1992-06-26Paper
scientific article; zbMATH DE number 18824 (Why is no real title available?)1992-06-26Paper
Rate of mixing and the averaging principles for stochastic recursive procedures
Automation and Remote Control
1992-06-26Paper
Estimating the mixing rate for Markov processes
Lithuanian Mathematical Journal
1992-06-25Paper
ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
Mathematics of the USSR-Sbornik
1991-01-01Paper
scientific article; zbMATH DE number 4216483 (Why is no real title available?)1991-01-01Paper
On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II1991-01-01Paper
scientific article; zbMATH DE number 4147221 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4192806 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4211166 (Why is no real title available?)1990-01-01Paper
On Large Deviations of the Sojourn Time for an Ergodic Process
Theory of Probability & Its Applications
1990-01-01Paper
scientific article; zbMATH DE number 4176128 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4186443 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4172084 (Why is no real title available?)1989-01-01Paper
Optimal stabilization of controllable random processes with fast oscillating noise
Automation and Remote Control
1989-01-01Paper
ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS
Mathematics of the USSR-Izvestiya
1989-01-01Paper
scientific article; zbMATH DE number 4115846 (Why is no real title available?)1988-01-01Paper
scientific article; zbMATH DE number 4086676 (Why is no real title available?)1988-01-01Paper
Rate of convergence of stochastic iteration procedures in ill-posed problems
Automation and Remote Control
1988-01-01Paper
The mean-square convergence of stochastic iterative procedures in ill-posed problems
USSR Computational Mathematics and Mathematical Physics
1988-01-01Paper
scientific article; zbMATH DE number 4024435 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4011580 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4121150 (Why is no real title available?)1987-01-01Paper
Bounds for the Mixing Rate in the Theory of Stochastic Equations
Theory of Probability & Its Applications
1987-01-01Paper
On Strong Solutions of Itô Stochastic Equations with Jumps
Theory of Probability & Its Applications
1987-01-01Paper
scientific article; zbMATH DE number 3954180 (Why is no real title available?)1986-01-01Paper
Regularization of ill-posed problems by stochastic iteration procedures in the mean
Automation and Remote Control
1986-01-01Paper
scientific article; zbMATH DE number 3909466 (Why is no real title available?)1985-01-01Paper
PROBABILISTIC PROBLEMS IN THE THEORY OF HYPOELLIPTICITY
Mathematics of the USSR-Izvestiya
1985-01-01Paper
On Strong Solutions of Stochastic Itô-Volterra Equations
Theory of Probability & Its Applications
1985-01-01Paper
scientific article; zbMATH DE number 3925912 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3862165 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3942925 (Why is no real title available?)1984-01-01Paper
ON STOCHASTIC EQUATIONS WITH DEGENERATE DIFFUSION WITH RESPECT TO SOME OF THE VARIABLES
Mathematics of the USSR-Izvestiya
1984-01-01Paper
Iterative methods in ill-posed problems with random errors
Automation and Remote Control
1984-01-01Paper
scientific article; zbMATH DE number 3831007 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3812644 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3864400 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3831006 (Why is no real title available?)1983-01-01Paper
scientific article; zbMATH DE number 3839059 (Why is no real title available?)1983-01-01Paper
Inverse diffusion and direct derivation of stochastic Liouville equations
Mathematical Notes
1983-01-01Paper
Approximation of ordinary differential equations by stochastic differential equations
Mathematical Notes
1983-01-01Paper
A probabilistic approach to hypoellipticity
Russian Mathematical Surveys
1983-01-01Paper
scientific article; zbMATH DE number 3762989 (Why is no real title available?)1982-01-01Paper
On Strong and Weak Solutions of One-Dimensional Stochastic Equations with Boundary Conditions
Theory of Probability & Its Applications
1982-01-01Paper
Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable
Mathematical Notes
1982-01-01Paper
On the Criteria for Existence of a Strong Solution of a Stochastic Equation
Theory of Probability & Its Applications
1982-01-01Paper
On regularization of ill-posed problems by stop-rules of iterative procedures with random errors
Numerical Functional Analysis and Optimization
1982-01-01Paper
ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
Mathematics of the USSR-Sbornik
1981-01-01Paper
scientific article; zbMATH DE number 3770698 (Why is no real title available?)1981-01-01Paper
Ergodicity and invariance principle for multiphase queueing systems
Automation and Remote Control
1981-01-01Paper
Existence of optimal strategy in univariate diffusion process control
Automation and Remote Control
1981-01-01Paper
scientific article; zbMATH DE number 3671437 (Why is no real title available?)1980-01-01Paper
scientific article; zbMATH DE number 3779228 (Why is no real title available?)1980-01-01Paper
On the Strong Solutions of Stochastic Differential Equations
Theory of Probability & Its Applications
1980-01-01Paper
scientific article; zbMATH DE number 3651506 (Why is no real title available?)1979-01-01Paper
ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS
Mathematics of the USSR-Sbornik
1978-01-01Paper
scientific article; zbMATH DE number 3619094 (Why is no real title available?)1978-01-01Paper
The ergodicity of queueing systems with an infinite number of servers
Mathematical Notes
1978-01-01Paper
ON STRONG SOLUTIONS OF SOME STOCHASTIC EQUATIONS
Russian Mathematical Surveys
1978-01-01Paper
scientific article; zbMATH DE number 3635271 (Why is no real title available?)1977-01-01Paper
scientific article; zbMATH DE number 3549914 (Why is no real title available?)1976-01-01Paper
On weak existence of solutions of degenerate McKean--Vlasov equations
(available as arXiv preprint)
N/APaper


Research outcomes over time


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