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Alexander Veretennikov
Researcher at National Research University – Higher School of Economics
Publications - 46
Citations - 444
Alexander Veretennikov is an academic researcher from National Research University – Higher School of Economics. The author has contributed to research in topics: Ergodic theory & Uniqueness. The author has an hindex of 9, co-authored 46 publications receiving 372 citations. Previous affiliations of Alexander Veretennikov include Russian Academy of Sciences & University of Leeds.
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A geometric approach to free boundary problems (Graduate Studies in Mathematics 68)
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Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
TL;DR: In this article, weak and strong uniqueness results for multi-dimensional stochastic McKean-Vlasov equations are established under relaxed regularity conditions under the restricted assumption of diffusion depending only on time and the state variable.
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Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations
TL;DR: In this article, weak and strong uniqueness results for the solutions of multi-dimensional stochastic McKean-Vlasov equation were established under relaxed regularity conditions under the restricted assumption of diffusion, yet without any regularity of the drift.
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On large deviations in the averaging principle for SDE's with a "full dependence,'' revisited
TL;DR: In this paper, the authors established a large deviation principle for stochastic differential equations with averaging in the case when all the coefficients of the fast component depend on the slow one, including diffusion.