226 citations · 318 across the 24 of their papers we have counts for
25 papers
On weak existence of solutions of degenerate McKean--Vlasov equations
Alexander Veretennikov
A new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equation is established under relaxed regularity conditions.
On higher order moments and recurrence of an SDE with switching
Alexander Veretennikov
Second order recurrence of a -dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching inten…
On Strong Law of Large Numbers for pairwise independent random variables
Alina Akhmiarova, Alexander Veretennikov
A new version of a Strong Law of Large Numbers is proposed in this note for pairwise independent random variables. The main goal is to relax the assumption on a finite expectation…
On convergence rate bounds for a class of nonlinear Markov chains
Alexander Shchegolev, Alexander Veretennikov
A new approach is developed for evaluating the convergence rate for nonlinear Markov chains (MC) based on the recently developed spectral radius technique of markovian coupling for…
On consistency of Bayesian parameter estimations for a class of ergodic Markov models
A. I. Nurieva, A. Yu. Veretennikov
The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situat…
On Markov--up processes and their recurrence properties
Alexander Veretennikov, Maria Veretennikova
A simple model of the new notion of "Markov up" processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions.