With E.Pardoux. On the Poisson equation and diffusion approximation. I. Ann. Probab. 29(3) (2001), 1061--1085. DOI: 10.1214/aop/1015345596

On large deviations for SDEs with small diffusion and averaging. Stochastic Process. Appl. 89(1) (2000), 69-79

With G.N.Milstein. On deterministic and stochastic sliding modes via small diffusion approximation. Markov Process. Related Fields 6(3) (2000), 371-395

On KPP equations with various wave front speeds, the Larson result via large deviations, in: Probability Theory and Mathematical Statistics: Proceedings of the 7th Vilnius Conference (1998) Vilnius, Lithuania (12-18 August, 1998), TEV, Vilnius, Lithuania, and VSP, Utrecht, the Netherlands & Tokyo, Japan, 1999, 707-714

On Castellana--Leadbetter"s Condition for Diffusion Density Estimation, Statistical Inference for Stochastic Processes, 2(1), 1-9
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On large deviations in the averaging principle for SDE"s with a "full dependence", Ann. Probab. 1999, 27(1), 284-296

On parameter estimation for ergodic Markov chains with unbounded loss functions. WIAS, Berlin, 1998, preprint 448. (Version of the paper in MPRF 2002.)
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(with Anulova, S.V., Krylov, N.V., Liptser, R.S., Shyriaev, A.N.) Probability III. Stochastic Calculus. Berlin: Springer.

(with P.Priouret) A remark on the stability of the l.m.s. tracking algorithm, Stoch. Anal. Appl. 16(1) (1998), 118-128

(with E.Pardoux) Averaging for backward stochastic differential equations, with applications to semi-linear PDE"s, Stoch. Stoch. Rep. 60 (1997), 255-270.

On polynomial mixing bounds for stochastic differential equations, Stoch. Processes Appl. 70 (1997), 115-127. https://doi.org/10.1016/S0304-4149(97)00056-2
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(with M.Kelbert) On the estimation of mixing coefficients for a multiphase service systems, Queueing Systems and Applications (QUESTA), 25, 325-337

On polynomial mixing bounds for stochastic differential equations, IRISA, publication interne no 1026. (Extended version of the paper in SPA 1997)
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On large deviations for SDE systems without bounded coefficient derivatives, Stoch. Anal. and Appl., Proc. 5th Gregynog Symp., Gregynog, Powys, 9-14 July 1995, Publ.Co. World Sci. Press, 1996, 471-478

On large deviations for stationary processes under local ratio-mixing conditions, Uspehi Teorii Veroyatnostej i ee Primenenij, Proc. 4th Russian-Finnish Symp. on Probability Theory and Mathematical Statistics (3-8 oct. 1993, Moscow), ed. by A.N.Shiryaev et al., TVP, Moscow, 1996, 217-222

On backward filtering equations for SDE systems (direct approach). In: Stochastic Partial Differential Equations, ed. by A.Etheridge. London Math. Soc. Lecture Notes Series, Cambridge Univ. Press, vol. 216 (1995), 304-311

On large deviations in averaging principle for systems of stochastic differential equations with unbounded coefficients. Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP, Utrecht, The Netherlands and Tokyo, Japan

On large deviations for diffusion processes under minimal smoothness conditions. C.R.Acad.Sci Paris, ser. Matem, vol. 319, Ser. A, N 7, Oct. 1994, 727-732

Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Stochastics and Stochastics Reports, 1994, 48, 83-96.

On large deviations and averaging principle for stochastic - difference equation on a torus. Proc. Steklov Inst. of Math., (1994), Issue 4, 27--33.

On large deviations in averaging principle for systems of stochastic differential equations with unbounded coefficients. Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP, Utrecht, The Netherlands and Tokyo, Japan, 1994, 735-742

On weak Bernoulli, mixing rate and large deviations for SDE"s and stochastic difference systems with averaging. Proc. Internat. Workshop on Stochastic Partial Differential Equations (Univ. of North Carolina, Chapel Hill, NC, June 19-21, 1994), part 2, 5 pages (non-refereed extended abstract).

Совместно с О.В.Гулинским (O.V.Gulinsky), Large deviations for discrete - time processes with averaging. VSP, Utrecht, The Netherlands.

On large deviations for ergodic process empirical measures. Advances in Soviet Math. Vol. 12, 125-133 (this Journal exists only in English).

On asymptotic properties of stationary processes: large deviations and exponential mixing. Proc. VI Soviet - Japan Symp. on Probab. Theory and Mathem. Stat. (Kiev, 1991). World Scientific, Singapore et al. 1992, 403-413

On large deviations for stochastic iterative procedures in Hilbert space. Numerical Methods and Optimization, Vol.3. Tallinn: Estonian Academy of Sciences, 1992, 88-96

(with O.V.Gulinskii) Rate of mixing and the averaging principle for stochastic recursive procedures. Aut. Remote Control. 51(6), 779-788

On large deviations in averaging principle for stochastic differential equations with periodic coefficients. 1. - Probab. Theory and Math. Statistics. Proc. Fifth Vilnius Conf. (1989). Ed. by B.Grigelionis et. al.Vilnius, Lithuania: Mokslas and Utrecht, The Netherlands: VSP, Vol. 2, 542-551

Optimal stabilization of controllable random processes with fast oscillating noise. Aut. Remote Control, 50(8), 1061-1065

Probability density of stochastic differential equations. In: Statistics and Control of Stochastic Processes. Steklov seminar 1985-1986. Vol. 2. Ed. by A.N.Shiryaev et al. N.Y. Optimization Software, Inc. Publ. Divizion. 233-237

Rate of convergence of stochastic iteration procedures in ill - posed problems. Aut. Remote Control. 49(1), 56-60