Professor Alexander Yu. Veretennikov

University of Leeds School of Mathematics Statistics

Research seminar in Statistics

Research seminar Probability, Stochastic modelling and Financial mathematics

VLE login WEB for faculty login Teaching info for staff Leedsforlife

Computer documentation Go Symplectic PhD students (on campus)

computer cluster access codes

Department of Statistics
University of Leeds
Leeds, West Yorkshire
LS2 9JT, UK
Tel: (+44) (113) 343 5183
Fax: (+44) (113) 343 5090
Email: veretenn @ maths.leeds.ac.uk

PhD/MSc courses and links

• Approximations for ergodic SDEs, Lecture notes 2004
• PG Training Autumn 2005/Spring 2006, Leeds
• Intro to MCs and Poisson equations (MAGIC autumn 2008)
• MAGIC065 (autumn 2010): Stochastic Processes
• MAGIC065 (autumn 2011): Stochastic Processes
• Some MSc and PhD projects (2011)
• Some further PhD projects (2011)

Seminar lectures

• Central Limit Theorem - 1
• Brownian Motion, introduction for non-probabilists

Research activities

• Stochastic Analysis
• Partial Differential Equations
• Applications to Theoretical Statistics
• Publication list with cv (2011)

Teaching

• MATH3723: Theoretical Statistics (N/A)
• MATH3733: Stochastic Financial Modelling (OLD VERSION 2008): the new handouts are on the VLE
• Projects/Assignments 2011-2012
• MATH3752,3753,5812 (projects - old codes; for new ones see the link above or the VLE pages)
• Current Tutorials (OLD 2009)
• MATH2750: Markov processes (OLD VERSION 2009): the new handouts 2011 are on the Blackboard
• Law of Large Numbers intro
• VLE

Timetable (spring 2012)

Time	Monday	Tuesday	Wednesday	Thursday	Friday
9-10	NA	MATH3723 Le LT19	NA (all day)	MATH1725 Tu LG17 (weeks 15,17,...)	NA
10-11				MATH1725 Tu LG17 (weeks 15,17,...)	NA
11-12	NA			NA	MATH3723 Le LT18
12-13	MATH3723 Le LT18	NA		NA	NA
13-14	NA	NA
14-15		MATH3753 Tu //Linn		14:30 – 16:00 Office hour (please, email)// Alt weeks: seminar	Seminar
15-16	MATH3000 Tu	Office hour (please, email)			Seminar
16-17

Preprints

• On deterministic and stochastic sliding modes via small diffusion approximation, with Grigori Milstein
• On polynomial mixing and convergence rate for stochastic difference and differential equations
• Mixing and convergence rates for a family of Markov processes approximating SDEs, with Sergey Klokov
• On ergodic measures for McKean-Vlasov stochastic equations
• On ergodic measures for  McKean-Vlasov stochastic equations 2
• On large deviations in the averaging principle for SDE's with ``full dependence'', correction
• On discrete time ergodic filters with wrong initial data, with Marina Kleptsyna
• On Bayesian asymptotic information inequality for unbounded parametric set ,
  with Reman Abu-Shanab, STAT09-02, http://www.maths/Statistics/research/reports/2009/STAT09-02.pdf
• On exponential mixing bounds and convergence rate for Student processes, with
  Niloufar Abourashchi, STAT09-03, http://www.maths.leeds.ac.uk /Statistics/research/reports/2009/STAT09-03.pdf
• On exponential bounds and convergence rate for Reciprocal Gamma diffusion processes, with Niloufar Abourashchi, STAT09-04, http://www.maths.leeds.ac.uk/Statistics/research/reports/2009/STAT09-04.pdf
• On mixing rate for degenerate 2D diffusion, with Niloufar Abourashchi, STAT08-06, http://www.maths.leeds.ac.uk /Statistics/research/reports/2008/STAT08-06.pdf
• On Bellman's equations for mean and variance control for a Markov diffusion, with
  Georgios Aivaliotis, STAT07-06a, to appear in Stochastics, http://www.maths.leeds.ac.uk /Statistics/research/reports/2007/STAT07-06a.pdf
• On Salieri, with A.A.Veretennikova

PhD students

Dr Marina Kleptsyna – Moscow, Institute of Control Sciences and MIIT (Moscow University of Transport Engineering) – “On filtering of Ito-Volterra processes”, defended at Vilnius University, Lithuania, 1986; Current position: Professor at University of Maine, France

Dr Niloufar Abourashchi – School of Mathematics, University of Leeds – “Stability of stochastic differential equations”, defended at University of Leeds, UK, 2009; Current position – Teaching Fellow at University of Leeds, UK

Dr Reman Abu-Shanab - School of Mathematics, University of Leeds – “Information inequalities and parameter estimation”, defended at University of Leeds, UK, 2009; Current position – Assistant professor at University of Bahrain

Dr Georgios Aivaliotis - School of Mathematics, University of Leeds – “Controlled Markov Diffusions and ”Mean-Variance” Optimisation”, defended at University of Leeds, UK, 2009; Current position – Lecturer at University of Leeds, UK

Some interests outside mathematics

• Music: here you may read about my sister
• An example of my rafting/kayaking interests (in the past):

Oigaing-Pskem (it is not me on the video, but I was there earlier) (video @ WhiteWater.ru)

This page is maintained by A.Yu.Veretennikov and was last updated on 31 January 2012