A. Yu. Veretennikov

Publications

1.9K

Citations

H-Index

1980

Active since

Affiliations

Institute for Information Transmission Problems(Current)

University of Leeds

National Research University Higher School of Economics

A. Yu. Veretennikov is an author at Institute for Information Transmission Problems specializing in engineering, stochastic calculus, and stochastic analysis.

ORCID

Top concepts

EngineeringStochastic CalculusProbabilityStochastic AnalysisStochastic Differential EquationsStochastic ProcessesEntropyLarge DeviationsStatisticsApproximation Theory

Publications per year

1980–2021

Publications

On the Poisson Equation and Diffusion Approximation. I

Étienne Pardoux, A. Yu. Veretennikov · The Annals of Probability · 2001 · 224 citations · Full text

Dirichlet Form, Elliptic Equation, Poisson Equation +7

On the Poisson equation and diffusion approximation 3

Étienne Pardoux, A. Yu. Veretennikov · The Annals of Probability · 2005 · 215 citations · Full text

Dirichlet Form, Poisson Equation Lu+f=0, Diffusion Process +4

On polynomial mixing bounds for stochastic differential equations

A. Yu. Veretennikov · Stochastic Processes and their Applications · 1997 · 169 citations

Approximation Theory, Stochastic Differential Equation, Stochastic Dynamical System +1

On the Strong Solutions of Stochastic Differential Equations

A. Yu. Veretennikov · Theory of Probability and Its Applications · 1980 · 159 citations

Stochastic Dynamical System, Stochastic Differential Equations, Stochastic Calculus +1

On Poisson equation and diffusion approximation 2

Étienne Pardoux, A. Yu. Veretennikov · The Annals of Probability · 2003 · 148 citations · Full text

Dirichlet Form, Similar Smoothness, Singularly Perturbed Problem +8

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