1 citations · 2 across the 4 of their papers we have counts for
6 papers
On conditions for Dobrushin's Central limit theorem for non-homogeneous Markov chains
Alexander Veretennikov, Aisha Nurieva
A new sufficient condition is proposed in the problem of Central Limit Theorem in the array scheme for non-homogeneous Markov Chains.
Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients
Andrea Pascucci, Alessio Rondelli, Alexander Yu Veretennikov
We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently…
On Dobrushin's central limit theorem for non-homogeneous Markov chain array scheme
Alexander Veretennikov, Aisha Nurieva
A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition…
On pathwise uniqueness for multidimensional McKean--Vlasov equations
Alexander Veretennikov
Pathwise uniqueness for multi-dimensional stochastic McKean--Vlasov equation is established under moderate regularity conditions on the drift and diffusion coefficients. Both drift…
Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
Yuliya S. Mishura, Alexander Yu. Veretennikov
New weak and strong existence and weak and strong uniqueness results for multi-dimensional stochastic McKean--Vlasov equations are established under relaxed regularity conditions.…
An HJB Approach to a General Continuous-Time Mean-Variance Stochastic Control Problem
Georgios Aivaliotis, Alexander Yu. Veretennikov
A general continuous mean-variance problem is considered for a diffusion controlled process where the reward functional has an integral and a terminal-time component. The problem i…