The following pages link to Alexander Yu. Veretennikov (Q262031):
Displaying 50 items.
- Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter (Q262032) (← links)
- Approximations to the stochastic Burgers equation (Q413955) (← links)
- Brownian motion, reflection groups and Tanaka formula (Q442626) (← links)
- (Q462076) (redirect page) (← links)
- On the rate of convergence to the stationary distribution in the single-server queuing systems (Q462077) (← links)
- On the rate of convergence for infinite server Erlang-Sevastyanov's problem (Q475089) (← links)
- Interpolation theory on Sobolev spaces over the abstract Wiener space (Q582673) (← links)
- Strong uniqueness for SDEs in Hilbert spaces with nonregular drift (Q726799) (← links)
- Optimal stabilization of controllable random processes with fast oscillating noise (Q753782) (← links)
- On the rate of beta-mixing and convergence to a stationary distribution in continuous-time Erlang-type systems (Q764091) (← links)
- Inverse diffusion and direct derivation of stochastic Liouville equations (Q792008) (← links)
- Approximation of ordinary differential equations by stochastic differential equations (Q792009) (← links)
- Some results on small random perturbations of an infinite dimensional dynamical system (Q811010) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- On mixing rate and convergence to stationary regime in discrete time Erlang problem (Q845467) (← links)
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise (Q855928) (← links)
- Mixing rates for the Euler scheme for stochastic difference equations (Q886575) (← links)
- On discrete time ergodic filters with wrong initial data (Q929372) (← links)
- Generalized solutions of nonlinear parabolic equations and diffusion processes (Q996725) (← links)
- Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable (Q1057570) (← links)
- Iterative methods in ill-posed problems with random errors (Q1064018) (← links)
- The Malliavin calculus for pure jump processes and applications to local time (Q1077813) (← links)
- Hypoellipticité et hypoellipticité partielle pour les diffusions avec une condition frontière (Hypoellipticity and partial hypoellipticity for diffusions with a boundary condition) (Q1077816) (← links)
- On the prevalence of stochastic differential equations with unique strong solutions (Q1081207) (← links)
- Regularization of ill-posed problems by stochastic iteration procedures in the mean (Q1091769) (← links)
- On the propagation of chaos for diffusion processes with drift coefficients not of average form (Q1098480) (← links)
- A Malliavin-type anticipative stochastic calculus (Q1099881) (← links)
- Rate of convergence of stochastic iteration procedures in ill-posed problems (Q1106544) (← links)
- The ergodicity of queueing systems with an infinite number of servers (Q1132469) (← links)
- Existence of optimal strategy in univariate diffusion process control (Q1156116) (← links)
- Ergodicity and invariance principle for multiphase queueing systems (Q1166844) (← links)
- Estimating the mixing rate for Markov processes (Q1175816) (← links)
- Optimal control in a differential-difference system with a random quantization in time (Q1175868) (← links)
- Rate of mixing and the averaging principles for stochastic recursive procedures (Q1177622) (← links)
- Applications of Malliavin calculus to stochastic differential equations with time-dependent coefficients (Q1180498) (← links)
- Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems (Q1180934) (← links)
- (Q1261738) (redirect page) (← links)
- Estimation of the density of a strongly degenerated diffusion. Study of an example (Q1261739) (← links)
- Lower bound for large deviations for an averaged SDE with a small diffusion (Q1267459) (← links)
- On polynomial mixing bounds for stochastic differential equations (Q1275955) (← links)
- Compactification methods in a control problem of jump processes under partial observations (Q1277214) (← links)
- Optimal solution control for a first-order partial stochastic differential equation (Q1280959) (← links)
- Iteration methods with perturbations in ill-posed problems (Q1290755) (← links)
- White noise driven parabolic SPDEs with measurable drift (Q1328281) (← links)
- Uniform upper bounds for hypoelliptic kernels with drift (Q1340376) (← links)
- Optimal controller for dithered systems with backslash or hysteresis (Q1367788) (← links)
- (Q1370375) (redirect page) (← links)
- On the estimation of mixing coefficients for a multiphase service system (Q1370376) (← links)
- From Tanaka's formula to Itô's formula: The fundamental theorem of stochastic calculus (Q1386780) (← links)
- On Poisson equation and diffusion approximation. II. (Q1431482) (← links)
