Professor Alexander Yu. Veretennikov

University of Leeds                         School of Mathematics                              Statistics

Research seminar in Statistics

Research seminar Probability, Stochastic modelling and Financial mathematics

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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

 

 

 

Seminar lectures

 

Research activities

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

Teaching

Autumn 2017 (Office Maths 8.29)

Time

Monday

Tuesday

Wednesday

Thursday

Friday

9-10

away

away

away

Tu-1710/even

away

10-11

away

 

Magic

Magic

11-12

away

 

 

3001/odd

away

12-13

away

 

 

13-14

away

 

 

14-15

Office hour (please, email)

 

seminar

Office hour

(please, email!)

15-16

Lecture MATH5320

 

(seminar)

Seminar 5320

16-17

Lecture MATH5320

 

Working group

Seminar 5320

Preprints

  1. On deterministic and stochastic sliding modes via small diffusion approximation, with Grigori Milstein
  2. On polynomial mixing and convergence rate for stochastic difference and differential equations
  3. Mixing and convergence rates for a family of Markov processes approximating SDEs, with Sergey Klokov
  4. On ergodic measures for McKean-Vlasov stochastic equations
  5. On ergodic measures for  McKean-Vlasov stochastic equations 2
  6. On large deviations in the averaging principle for SDE's with ``full dependence'', correction
  7. On discrete time ergodic filters with wrong initial data, with Marina Kleptsyna
  8. On Bayesian asymptotic information inequality for unbounded parametric set ,
    with Reman Abu-Shanab, STAT09-02, http://www1.maths.leeds.ac.uk/Statistics/research/reports/2009/STAT09-02.pdf
  9. On exponential mixing bounds and convergence rate for Student processes, with
    Niloufar Abourashchi,
    STAT09-03, http://www1.maths.leeds.ac.uk/Statistics/research/reports/2009/STAT09-03.pdf
  10. On exponential bounds and convergence rate for Reciprocal Gamma diffusion processes, with Niloufar Abourashchi, STAT09-04, http://www1.maths.leeds.ac.uk/Statistics/research/reports/2009/STAT09-04.pdf
  11. On mixing rate for degenerate 2D diffusion, with Niloufar Abourashchi, STAT08-06, http://www1.maths.leeds.ac.uk/Statistics/research/reports/2008/STAT08-06.pdf
  12. On Bellman's equations for mean and variance control for a Markov diffusion, with
    Georgios Aivaliotis, STAT07-06a, to appear in Stochastics, http://www1.maths.leeds.ac.uk/Statistics/research/reports/2007/STAT07-06a.pdf
  13. On Salieri, with A. A. Veretennikova (this is not about mathematics and it is in Russian)

 

PhD students

 

Dr Marina KleptsynaMoscow, 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/ Le Mans, France

Dr Niloufar AbourashchiSchool of Mathematics, University of Leeds – “Stability of stochastic differential equations”, defended at University of Leeds, UK, 2009

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

 

Current PhD students

Zeyu He

 

 

 Some interests outside mathematics

 

  • 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 06 Feb 2014