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Venttsel' Aleksandr Dmitrievich

Publications in Math-Net.Ru

  1. Asymptotic problems in probability theory and the theory of random media

    Teor. Veroyatnost. i Primenen., 35:1 (1990),  27–34
  2. On the Differentiability of Expectations of Functionals of a Wiener Process

    Teor. Veroyatnost. i Primenen., 34:3 (1989),  565–568
  3. Refinement of the Central Limit Theorem for Stationary Processes

    Teor. Veroyatnost. i Primenen., 34:3 (1989),  451–464
  4. Infinitesimal characteristics of Markov processes in a functional space decribing the past

    Teor. Veroyatnost. i Primenen., 30:4 (1985),  625–639
  5. Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals

    Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722
  6. Rough limit theorems on large deviations for Markov stochastic processes. IV

    Teor. Veroyatnost. i Primenen., 27:2 (1982),  209–227
  7. Rough limit theorems on large deviations for Markov stochastic processes. III

    Teor. Veroyatnost. i Primenen., 24:4 (1979),  673–691
  8. The first boundary exit point of a diffusion process with small diffusion

    Mat. Zametki, 22:3 (1977),  411–420
  9. Rough limit theorems on large deviations for Markov stochastic processes. II

    Teor. Veroyatnost. i Primenen., 21:3 (1976),  512–526
  10. Routh limit theorems on large deviations for Markov stochastic processes. I

    Teor. Veroyatnost. i Primenen., 21:2 (1976),  235–252
  11. On the asymptotic behaviour of the first eigenvalue of a second-order differential operator with small parameter by the higher derivatives

    Teor. Veroyatnost. i Primenen., 20:3 (1975),  610–613
  12. Formulas for eigen-functions and eigen-measures associated with Markov process

    Teor. Veroyatnost. i Primenen., 18:1 (1973),  3–28
  13. On the asymptotics of eigenvalues of matrices with elements of order $\operatorname{eõð}\{-V{ij}/(2\varepsilon^2)\}$

    Dokl. Akad. Nauk SSSR, 202:2 (1972),  263–265
  14. On the asymptotic behavior of the greatest eigenvalue of a second-order elliptic differential operator with a small parameter in the higher derivatives

    Dokl. Akad. Nauk SSSR, 202:1 (1972),  19–22
  15. A formula for eigenmeasures connected with Markov processes

    Uspekhi Mat. Nauk, 27:1(163) (1972),  239–240
  16. Theorems on the action functional for Gaussian random functions

    Teor. Veroyatnost. i Primenen., 17:3 (1972),  542–545
  17. Some problems concerning stability under small stochastic perturbations

    Teor. Veroyatnost. i Primenen., 17:2 (1972),  281–295
  18. On small random perturbations of dynamical systems

    Uspekhi Mat. Nauk, 25:1(151) (1970),  3–55
  19. The limiting behavior of the invariant measure under small perturbations of a dynamical system

    Dokl. Akad. Nauk SSSR, 188:1 (1969),  13–16
  20. Small random perturbations of a dynamical system with stable equilibrium position

    Dokl. Akad. Nauk SSSR, 187:3 (1969),  506–509
  21. The motion of a diffusing particle against the flow

    Uspekhi Mat. Nauk, 24:5(149) (1969),  229–230
  22. On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion

    Teor. Veroyatnost. i Primenen., 13:1 (1968),  3–16
  23. On functions which are continuous along trajectories of a Wiener process

    Teor. Veroyatnost. i Primenen., 10:4 (1965),  730–732
  24. On continuous additive functionals of a multidimensional Wiener process

    Dokl. Akad. Nauk SSSR, 142:6 (1962),  1223–1226
  25. Additive functionals on a multi-dimensional Wiener process

    Dokl. Akad. Nauk SSSR, 139:1 (1961),  13–16
  26. Non-negative additive functionals of Markov processes

    Dokl. Akad. Nauk SSSR, 137:1 (1961),  17–20
  27. Sur la Continuité Absolue des Probabilites de transition d'un Processus de Diffucion un-dimensionnel

    Teor. Veroyatnost. i Primenen., 6:4 (1961),  439–446
  28. On Boundary Conditions For Multidimensional Diffusion Processes

    Teor. Veroyatnost. i Primenen., 4:2 (1959),  172–185

  29. Mark Iosifovich Freidlin

    Uspekhi Mat. Nauk, 59:3(357) (2004),  185–188
  30. Letter to the editors

    Teor. Veroyatnost. i Primenen., 26:2 (1981),  446
  31. Ðåöåíçèÿ íà êíèãó Ê. Itô, Í. Ð. Ìñ Êåàï «Diffusion processes and their sample paths»

    Teor. Veroyatnost. i Primenen., 11:2 (1966),  356–359


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