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Regular version of the site
Language Proficiency
English
French
Contacts
Phone:
+7 495 7729590
22381
E-mail:
Address: Moscow, Shabolovka, 31-G, room 722
Download CV
SPIN-RSCI: 3575-2462
ORCID: 0000-0001-8478-0515
ResearcherID: A-3482-2014
Scopus AuthorID: 7003845665
Google Scholar
Consultation hours
September 2015: 02-25, 13-21 Evening lectures 08-10.09.2015: 18.00-21.00 Consultations on the same days at 16.00-17.00
Supervisor
V. Konakov
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Alexander Veretennikov

  • Alexander Veretennikov has been at HSE since 2012.

Education, Degrees and Academic Titles

  • 1997
    Professor
  • 1991

    Doctor of Sciences* in Probability Theory and Mathematical Statistics
    Steklov Mathematical Institute of the Russian Academy of Sciences

  • 1979

    Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics
    Lomonosov Moscow State University
    Thesis Title: Strong and weak solutions of stochastic differential equations

  • 1975

    Degree
    Lomonosov Moscow State University

* Candidate of Sciences
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.

Academic Supervision

for a degree of Candidate of Science
1

2017: совместно с А.Ю.Угловым подготовлен препринт ... Статья на основе препринта готовится к печати. Продолжаются исследования дискретного аналога полученных в препринте результатов.

Publications36

Conferences

September 2018: JKE 2018, 26-28 septembre 2018, Évry, France (Journées Kolmogorov à Evry 2018), Scientific Committee member http://www.math-evry.cnrs.fr/evenements/conferences

September 3 - September 7, 2018, Bielefeld, Germany, The 9th International Conference on Stochastic Analysis and Applications (ICSAA 2018), https://www.math.uni-bielefeld.de/icsaa/ [invited talk "On Poisson equations"]

July 5 - July 9, 2018, Taipei, Taiwan, The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications,  http://www.aimsciences.org/conferences/2018/ [two invited talks: (1) Section SS23 Stochastic Partial Differential Equations, talk " On convergence of discretisations for filtering SPDEs", & (2) Section SS74  Perturbation Techniques in Stochastic Analysis and Its Applications, talk "On solutions of McKean-Vlasov equations with irregular coefficients"]

 

July 2, 2018 -- July 6, 2018, 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Vilnius, Lithuania), http://ims-vilnius2018.com/ [invited talk "On solutions of McKean-Vlasov stochastic differential equations"]

 

June 14 - June 15, 2018, London, The Alan Turing Institute, workshop "Analysis of Adaptive Stochastic gradient and MCMC algorithms", 

https://www.turing.ac.uk/events/analysis-adaptive-stochastic-gradient-and-mcmc-algorithms [invited talk " On robust filtering for ergodic markovian signals"]

June 04 - June 05, 2018, Moscow, The International conference "LSA Summer meeting", https://lsa.hse.ru/en/news/219850408.html [invited talk "On robust filtering for Markov chain"]

14-15 March 2018, Chair at the INRIA Evaluation Seminar on the Theme "Stochastic Approaches" at Rungis, France

October 23-27 2017 Moscow ACMPT2017 http://acmpt.ru/ [invited talk On mean-field GI/GI/1 queueing model]

 

September 2017, “Singular McKean-Vlasov Dynamics” Inria Sophia 14-15 septembre, https://team.inria.fr/tosca/current-events-2/seminars-events-sophia/workshop-singular-mckean-vlasov-dynamics-inria-sophia-14-15-septembre-2017-exposes/  [invited talk On existence and uniqueness of solutions of McKean-Vlasov equations]

July 2017 Moscow SPA2017 http://spa2017.org/ [session organiser "Applied models based on stochastic differential equations "; talk "Averaged control for 1D ergodic diffusions"]

May-June 2017, Edinburgh, Workshop Nonlinear PDEs, stochastic control and filtering: new methods and applications, May 29, 2017 - June 02, 2017 http://www.icms.org.uk/workshop.php?id=422, invited talk «On Poisson equations in the whole space»

April 2017 Modena, Italy, Modena and Reggio Emilia University, 10-11 April, workshop Kolmogorov-Fokker-Planck Equations: theoretical issues and applications, http://www.kfp2017.unimore.it/ [invited talk "On Poisson equations with potentials in the whole space"]

 

March 2017 Spring School in Advanced Probability
"Stochastic equations and random walks on graphs"
Novosibirsk State University, 2017, March 13-17 http://math.nsc.ru/LBRT/v1/school2-2017/ [talk and mini-course on Stochastic Equations]

October 2016:co-organiser of a conference "Stochastic analysis of dynamical systems, stochastic control and games", Leeds, UK, 24th - 26th October 2016

August 2016: participant at a VIth CONFERENCE Modern Problems in Theoretical and Applied Probability, RUSSIA, NOVOSIBIRSK
AUGUST 22-28, 2016
[the talk "Of averaged control for 1D ergodic diffusion", joint with S. Anulova and H. Mai]

July 2016: participant at a 7th European Congress of Mathematics, Berlin, 18-22 July [the talk "Direct approach to diffusion filtering SPDEs"]

May-June 2016: participant at a conference ``Modern problems of Stochastic analysis and Statistics’’, May 30 – June 1, 2016, HSE, Moscow [the talk "On acceleration of convergence of Markov diffusion to polynomially decreasing invariant distribution", joint with O.A. Manita]

April 2016: participant at a Monash Probability Conference in Honor of Robert Liptser’s 80th Birthday, Prato, Italy, 26-29 April 2016 [the talk "On robust filtering for discrete time models", joint with M. Kleptsyna]

March 2016: participant at a conference ``Topics in stochastic regularization’’, 21-23 March 2016, Toulouse, France [the talk "On various aspects of stochastic regularization"]

August 2015: participant (lecturer) at a Summer Stochastic School of Bielefeld University, Germany, 11.08.2015-04.09.2015

July 2015: participant (invited lecturer) in a Workshop on Stochastic Evolution and Dynamics at Loughborough University, United Kingdom

 


Grants

2017-2019 РФФИ

2017-2020 РНФ

2014-2016 РФФИ

'My Nickname at School Was 'Professor'. I Had to Live up to It'

Why do people become researchers and pursue careers in science? What is more important for them – self-fulfillment or financial incentives? On the day before Russia celebrated Science Day on Feb 8, HSE’s news service talked to researchers working at HSE about what motivated them to become scientists.

When Science Meets Art: Stochastic Analysis and Classical Music

In February-March 2014, the HSE launched six new international laboratories following a tender of three-year projects under the supervision of leading international researchers. One of the projects is the Laboratory of Stochastic Analysis and its Applications. The HSE News Service keeps on interviewing new staff members of the laboratory. This time Alexander Veretennikov, Leading Research Fellow at the Laboratory of Stochastic Analysis and its Applications, agreed to tell us about his work and plans at the HSE as well as about his hobbies.