A.Yu. Veretennikov, On efficient estimates of the rate of convergence for Markov chains, Markov processes and related fields, accepted for publication: 2026, 32, no.3, 1-24. [K2 in the RCSI White journal list]
А.Ю. Веретенников, И. В. Козлов, Об усиленном законе больших чисел для неодинаково распределенных, частично зависимых случайных величин, принято к печати: Математические заметки, Том 120 выпуск 5 ноябрь 2026, 718-724. [Белый список К1] [Л1]
Andrea Pascucci, Alessio Rondelli, Alexander Yu Veretennikov, Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients, Stochastic Processes and their Applications,
Available online 28 April 2026, 104978; https://doi.org/10.1016/j.spa.2026.104978 [Scopus Q1, Белый список Q2! WoS?] [Л4] Перейти к публикации
А. Ю. Веретенников, А. А. Ляппиева, “О сильных решениях многомерных СДУ с диагональными матрицами диффузии”, Теория вероятн. и ее примен., 71:2 (2026), 295–304 [Л4]; https://doi.org/10.4213/tvp5906 & https://www.mathnet.ru/rus/tvp5906 [RSCI Q1] [Л4]; Eng.: A. Yu. Veretennikov and A. A. Lyappieva, On strong solutions of multidimensional SDEs with diagonal diffusion matrices, Theory Probab. Appl., 2026, Vol. 71, No. 2, pp. 228–235. Перейти к публикации
A.Yu. Veretennikov, A.I. Nurieva, On Dobrushin"s Central Limit Theorem for non-homogeneous Markov chains, accepted (to appear in November 2026 (earlier was scheduled for autumn 2025, then for October 2026)) for publication at Springer volume collection of papers in Probability and Statistics: Statistics of Random Processes and Optimal Control, 978-3-032-26264-6 (ISBN). The preprint is available at arXiv:2406.16156 (l4).
А.Ю.Веретенников, А.И.Нуриева, Об условиях для центральной предельной теоремы Добрушина для неоднородных цепей Маркова. Доклады Российской академии наук. Математика, информатика, процессы управления, 2025 (том 525), 24-30. https://www.mathnet.ru/rus/danma708 & https://www.mathnet.ru/rus/danma/v525/p24 [Белый список: Q1 (2023), Scopus: Q2 (2022-24); WoS: "delisted" in 2024] (Л4) (Eng: Alexander Veretennikov, Aisha Nurieva, On conditions for Dobrushin"s Central limit theorem for non-homogeneous Markov chains, preprint arXiv:2506.07287 [math.PR], 2025, https://doi.org/10.48550/arXiv.2506.07287);
А. Ю. Веретенников, Н. М. Мазутский, “О частных производных модифицированных полиномов Бернштейна–Станку для функций нескольких переменных”, Матем. сб., 216:7 (2025), 3–27. https://doi.org/10.4213/sm10154 [WoS Q2; Scopus Q2; Белый список РЦНИ (rcsi) Q1] (л4);
A. Yu. Veretennikov, N. M. Mazutskiy, "On partial derivatives of Bernstein--Stancu polynomials for multivariate functions", Sbornik: Mathematics, 2025, Volume 216, Issue 7, Pages 877–901, DOI: https://doi.org/10.4213/sm10154e (Matematicheskii Sbornik, 2025, Volume 216, Number 7, Pages 3–27 DOI: https://doi.org/10.4213/sm10154) Перейти к публикации
А. Т. Ахмярова, А. Ю. Веретенников, О законе больших чисел для неодинаково распределенных слабо зависимых слагаемых, Теория вероятностей и ее применения, 2025, том 70, выпуск 2, страницы 211–227
DOI: https://doi.org/10.4213/tvp5725 (Mi tvp5725) [WoS Q4, Scopus Q3, "Белый список РАН" Q2, IF mathnet.ru 0.581 (2023)] препринт: arXiv:2405.17850 (Л1)
A. T. Akhmyarova, A. Yu. Veretennikov, “On the law of large numbers for nonidentically distributed weakly dependent summands”, Theory Probab. Appl., 70:2 (2025), 171–184. DOI: https://doi.org/10.1137/S0040585X97T99232X
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A. Yu. Veretennikov, On weak existence of solutions of degenerate McKean-Vlasov equations, Stochastics and Dynamics, World Scientific, 2024, vol. 24(5), paper no. 2450032, https://doi.org/10.1142/S0219493724500321 [Белый список Q2, WoS Q3, Scopus Q2, IF = 0,8] (preprint at arXiv:2301.01532) Перейти к публикации
А. Т. Ахмярова, А. Ю. Веретенников, “Об усиленном законе больших чисел для попарно независимых случайных величин”, Теория вероятн. и ее примен., 69:3 (2024), 427–438 [WoS Q4, Scopus Q3, Белый список Q1; IF WoS 0.500 (2023), IF mathnet.ru 0.581 (2023)] https://www.mathnet.ru/rus/tvp5662; https://doi.org/10.4213/tvp5662; Eng. translation: A. T. Akhmiarova and A. Yu. Veretennikov, On Strong Law of Large Numbers for Pairwise Independent Random Variables, Theory of Probability and its Applications, 2024, Volume 69, Issue 3, Pages 337–345
DOI: https://doi.org/10.1137/S0040585X97T991969 Перейти к публикации
Alexander Yu. Veretennikov, On Averaged Control and Iteration Improvement for a Class of Multidimensional Ergodic Diffusions, in: Kolmogorov Operators and Their Applications, Stéphane Menozzi (ed.), Andrea Pascucci (ed.), Sergio Polidoro (ed.), ser. CONFERENCE PROCEEDINGS, Springer Singapore (Singapore), 315-349. https://doi.org/10.1007/978-981-97-0225-1_10
A.Yu.Veretennikov, On Higher Order Moments and Rates of Convergence for SDEs with Switching, Moscow Mathematical Journal, 24, № 1, 107-124 [Scopus Q1, Белый список Q1] http://www.mathjournals.org/mmj/2024-024-001/ (http://www.mathjournals.org/mmj/2024-024-001/2024-024-001-006.html)
A.A. Shchegolev, A.Yu. Veretennikov, On Convergence Rate Bounds for a Class of Nonlinear Markov Chains, Markov processes and related fields, 2023, v.29, Issue 5, 619-639. doi:10.61102/1024-2953-mprf.2023.29.5.001; the preprint at arXiv:2209.12834 [Scopus Q4, WoS? JCI 2022 = 0,15] Перейти к публикации
Veretennikov, A. On Positive Recurrence of the Mn/GI/1/∞ Model. Mathematics 2023, 11, 4514. [Special Issue "Probability and Stochastic Processes with Applications to Communications, Systems and Networks, 2nd Edition", Eds Prof. Dr. Gurami Tsitsiashvili and Dr. Alexander Bochkov] https://doi.org/10.3390/math11214514 [Scopus Q2; WoS Q1, JCI 2022 = 2,10] The paper is available at http://www.mdpi.com/2227-7390/11/21/4514 Перейти к публикации
A.Yu.Veretennikov, On averaged expected cost control for 1D controlled ergodic diffusions with switching, MPRF, 2023, 23(2), 259 - 294. [Scopus Q4, WoS? JCI 2022 = 0,15] Перейти к публикации
R.Yu.Sineokiy, A.Yu.Veretennikov, On recurrence, convergence and mixing rate for generalised Wright - Fisher"s diffusion with mutation, Markov Processes and Related Fields (MPRF), 2023, 23(2), 241 - 258. [Scopus Q4, Белый список Q2, WoS? JCI 2022 = 0,15] Перейти к публикации
Veretennikov, A. Polynomial Recurrence for SDEs with a Gradient-Type Drift, Revisited. Mathematics 2023, 11, 3096. (16 pages, 30 refs) https://doi.org/10.3390/math11143096 In the Special Issue "New Advances and Applications of Extreme Value Theory" https://www.mdpi.com/journal/mathematics/special_issues/extreme_value_theory, ed. by Prof Dr N. Markovich [Scopus Q2; WoS Q1, JCI 2022 = 2,10] Перейти к публикации
A.I. Nurieva, A.Yu. Veretennikov, On consistency of Bayesian parameter estimators for a class of ergodic Markov models. Reliability: Theory & Applications. 2022, vol. 17, December 4(71): 521-529. https://doi.org/10.24412/1932-2321-2022-471-521-529 [Scopus Q4; IF Scopus 2021 = 0,14] Перейти к публикации
A.Yu. Veretennikov, M.A. Veretennikova, On Markov–up processes and their recurrence properties, Reliability: Theory & Applications, Vol.17, No 3(69), 2022, 273-291; https://doi.org/10.24412/1932-2321-2022-369-273-291 [Scopus Q4; IF Scopus 2021 = 0,14] Перейти к публикации
Positive recurrence of a solution of an SDE with variable switching intensities. Stoch PDE: Anal Comp, 10, 1165–1179 (2022). https://doi.org/10.1007/s40072-022-00265-7 [Stochastics and Partial Differential Equations: Analysis and Computations] (Scopus Q1; WoS Q2); SharedIt link: https://rdcu.be/cRkgO; https://doi.org/10.1007/s40072-022-00265-7 [IF Scopus =1,46 (2021)] Перейти к публикации
An open problem about the rate of convergence in Erlang-Sevastyanov’s model. Queueing Syst 100, 357–359 (2022), DOI https://doi.org/10.1007/s11134-022-09791-6, SharedIt link: https://rdcu.be/cKYtE [Scopus 2020 Q2; WoS Q4] IF WoS = 1.114; IF Scopus = 1.439 Перейти к публикации
А. Ю. Веретенников, М. А. Веретенникова, “Об улучшенных оценках и условиях сходимости для цепей Маркова”, Изв. РАН. Сер. матем., 86:1 (2022), 98–133, DOI: https://doi.org/10.4213/im9076; A Yu Veretennikov, M A Veretennikova, On improved bounds and conditions for the convergence of Markov chains, Izvestiya Mathematics, 86:1 (2022), 92–125, DOI https://doi.org/10.1070/IM9076; препринт (Eng.) https://arxiv.org/abs/2006.12134 [Scopus 2020: Q1; WoS 2019-2021 Q2] Перейти к публикации
Veretennikov A. (2021) On Positive Recurrence of One-Dimensional Diffusions with Independent Switching. In: Shiryaev A.N., Samouylov K.E., Kozyrev D.V. (eds) Recent Developments in Stochastic Methods and Applications. ICSM-5 2020. Springer Proceedings in Mathematics & Statistics, vol 371, 242 - 252. Springer, Cham. https://doi.org/10.1007/978-3-030-83266-7_18. [The series is indexed by Scopus] Перейти к публикацииЗагрузить (336.1 KB)
Sineokiy, Roman and Veretennikov, Alexander. "On recurrent properties of Fisher--Wright"s diffusion on (0,1) with mutation" Random Operators and Stochastic Equations, vol. 29, no. 3, 2021, pp. 197-202 (%000010151520212061). https://doi.org/10.1515/rose-2021-2061 [Scopus Q3 (2019,2020), MathSciNet, WoS Q4] Перейти к публикацииЗагрузить (586.4 KB)
О потраекторной единственности решений многомерного уравнения Маккина–Власова,
Теория вероятн. и ее примен., 2021, том 66, выпуск 3, страницы 581–588 (Mi tvp5447) [Импакт-фактор ТВиП Web of Science за 2020 год: 0.773 (Q4); Индекс Scopus 2020 SJR: 0.458 (Q3)] DOI: https://doi.org/10.4213/tvp5447 Eng: A. Yu. Veretennikov,
On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation, Theory of Probability & Its Applications, 2021, Vol. 66, No. 3: 469-473 https://doi.org/10.1137/S0040585X97T990526
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Note on local mixing techniques for stochastic differential equations, Modern Stochastics: Theory and Applications 8 (1) (2021) 1–15. [Scopus 2020: Q2-Q3; Scopus 2021: Q3; MathSciNet, WoS Q4] DOI: https://doi.org/10.15559/21-VMSTA174 Перейти к публикации
Korshunov, D., Veretennikov, A. Special issue on ‘Analytical and computational methods in probability theory and its applications conference’. Queueing Syst 94, 211–212 (2020). https://doi.org/10.1007/s11134-020-09651-1 Перейти к публикацииЗагрузить (142.3 KB)
Veretennikov A. On positive recurrence of 1D diffusions with switching, in: Сборник материалов V-й Международной конференции по стохастическим методам: The 5th International Conference on Stochastic Methods (ICSM5). 23-27 November 2020, Russia, Moscow.. M. : RUDN, 2020. P. 224-228.
Yuliya Mishura and Alexander Veretennikov, Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations, Theor. Probability and Math. Statist. 103 (2020), 59-101. [Scopus 2020: Q3, WoS Q4] arXiv preprint: https://arxiv.org/abs/1603.02212v4 DOI: https://doi.org/10.1090/tpms/1135 Перейти к публикации
Anulova, S. V., Mai, H., Veretennikov A.Yu., On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions, SIAM Journal on Control and Optimization. 2020. Vol. 58. No. 4. P. 2312-2331. doi 10.1137/19M1271944 [preprint: https://arxiv.org/abs/1812.10665] [Scopus Q1, WoS Q1] Перейти к публикации
О скорости сходимости для однородных цепей Маркова, Доклады РАН, Математика, 2020, 490(1), 16-19. [Scopus Q2]
[WoS Q3] (in English DOI: 10.1134/S1064562420010081)
On mean-field (GI/GI/1) queueing model: existence and uniqueness, Queueing Syst 2020, 94(3), 243-255. DOI 10.1007/s11134-019-09626-x
preprint https://arxiv.org/pdf/1804.07830 [Scopus Q2/2019, Q3/2018, Q2/2017, WoS Q4] Перейти к публикации
O.V. Gulinsky, A.Yu. Veretennikov, Large deviations for discrete-time processes with averaging, De Gruyter, London et al., 2nd edition: ebook, 2019. (NB: линк работает только при наличии логина в Scopus/Elsevier) Перейти к публикации
On Polynomial Recurrence for Reliability System with a Warm Reserve, Markov Processes and Related Fields. 2019. Vol. 25. P. 745-761. [Scopus Q3/2018] (DOI 10.1007/s11134-019-09626-x) [WoS Q4] Загрузить (372.2 KB)
Gulinsky O.V., Veretennikov A.Yu., Large deviations for discrete-time processes with averaging, De Gruyter. (Berlin, New York, Germany) , Reprint 2018 ed. edition (August 1, 1993), 192 p. ISBN-10: 3110423499; ISBN-13: 978-3110423495
G. Aivaliotis, A.Yu. Veretennikov, An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem, ROSE (Random Operators and Stochastic Equations), 2018, v.26, no.4, 225-234. https://doi.org/10.1515/rose-2018-0020 https://arxiv.org/abs/1508.05835 [Scopus 2014-2018 Q4; in 2019 Q3] [WoS: ] Перейти к публикации
S.V. Anulova, H. Mai, A.Yu. Veretennikov, On averaged expected cost control as reliability for 1D ergodic diffusions, Reliabiity: Theory & Applications (RT&A) 2017, 4(47) Vol.12, 31-38. DOI: https://doi.org/10.24411/1932-2321-2017-14003 http://www.gnedenko.net/Journal/2017/042017/RTA_4_2017-03.pdf Перейти к публикации
On mean-field GI/GI/1 queueing model: existence and uniqueness, In: ANALYTICAL AND COMPUTATIONAL METHODS IN PROBABILITY THEORY AND ITS APPLICATIONS (ACMPT-2017), Proceedings of the International Scientific Conference 23–27 October 2017, Under the general editorship of D.Sc. A.V. Lebedev, RUDN, Moscow, Russia, 182-186 [Материалы Международной научной конференции. Россия, Москва, 23–27 октября 2017 г. / под общ. ред. А. В. Лебедева. – Москва : РУДН, 2017, стр. 182-186]
http://acmpt.moscow/wp-content/uploads/2017/11/ACMPT-2017-conference-proceedings.pdf Перейти к публикации
A.Veretennikov. Ergodic Markov processes and Poisson equations (lecture notes). In book: Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov (editor: V.Panov). pp. 457 - 511. Springer, 2017. Перейти к публикации
On convergence rate for Erlang--Sevastyanov type models with infinitely many servers // Theory of Stochastic Processes. 2017. No. 1, 88-102; https://arxiv.org/abs/1412.3849 [Scopus Q4] Перейти к публикации
On Poisson equations with a potential in the whole space for ``ergodic" generators, Теорiя Ймовiрностей та Математична Статистика, 95, 2016, 178-188. Theor. Probability and Math. Statist. 95 (2017), 195-206. [Scopus Q4][WoS]
DOI: https://doi.org/10.1090/tpms/1029 Перейти к публикации
On robustness of discrete time optimal filters, Mathematical Methods of Statistics (ISSN: 1066-5307 (Print) 1934-8045 (Online)), 2016, 25(3), 207-218. http://link.springer.com/journal/12004/25/3/page/1; doi:10.3103/S1066530716030042 [Scopus Q2 (2016)][WoS]
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On partial derivatives of multivariate Bernstein polynomials, Siberian Advances in Mathematics (ISSN 1055-1344), 2016, 26(4), 231-242. DOI 10.3103/S1055134416040039 [Scopus Q4] Перейти к публикации
