A. Yu. Veretennikov

On polynomial mixing bounds for stochastic differential equations

Polynomial bounds for the coefficient of [beta]-mixing are established for diffusion processes under weak recurrency assumptions. The method is based on direct evaluations of the moments and certain functionals of hitting-times of the process and on the change of time.

On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations

Polynomial bounds for

ON SUBEXPONENTIAL MIXING RATE FOR MARKOV PROCESSES

\beta

On Ergodic Measures for McKean-Vlasov Stochastic Equations

-mixing and for the rate of convergence to the invariant measure are established for discrete time Markov processes and solutions of stochastic differential equations under weak stability assumptions.

On large deviations for SDEs with small diffusion and averaging

This paper establishes subexponential bounds for the

On the rate of convergence for infinite server Erlang---Sevastyanov's problem

\beta

On Local Mixing Conditions for SDE Approximations

-mixing and the rate of convergence to invariant measure for homogeneous Markov processes with continuous and discrete time.

On mixing rate and convegence to stationary regime in discrete time Erlang problem

Conditions for existence and uniqueness of invariant measures and weak convergence to these measures for stochastic McKean-Vlasov equations have been established, along with similar approximation results and a new version of existence and uniqueness of strong solutions to these equations.

On Large Deviations in the Averaging Principle for Stochastic Differential Equations with "Complete Dependence"

A large deviation principle is established for stochastic differential equation systems with slow and fast components and small diffusions in the slow component.

On partial derivatives of multivariate Bernstein polynomials

Polynomial convergence rates in total variation are established in Erlang–Sevastyanov type problems with an infinite number of servers and a general distribution of service under assumptions on the intensity of service.