Alexander Veretennikov
- Professor: Faculty of Mathematics
- Alexander Veretennikov has been at HSE University since 2012.
Education, Degrees and Academic Titles
Lomonosov Moscow State University
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.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Supervisor of the following Doctoral theses
- 1
2022-2026: scientific advisor of the PhD student A.I. Nurieva; her programme is scheduled until autumn 2026. Two papers have been published in HAC journals, for one o fthem - in the Doklady Mathematics - a translation into English has been prepared. One more paper has been accepted in a Springer volume, it should appear in autumn 2026. One more paper has been submitted to Izvestia-Mathematics. All these papers are still joint with the supervisor; there is an idea of a single authored article, although it is not realised yet. The Thesis writing preparation is started, and simultaneously next steps of the investigation are under discussion.
2019 - 2022 (April 2022): supervisor for the post-graduate student A.L.Shchegolev; his programme is until autumn 2022. One paper has been published in HAC (VAK) journal; the second paper is accepted to a Scopus journal. [The situation as to 2026: three single authored papers and one joint are published; however, Alexander decided to leave HSE and PhD studies without a degree.]
2017: jointly with A.Yu.Uglov a preprint is prepared. Alexander decided to leave HSE and PhD studies.
- 2Asymptotic Properties of Bayesian Estimators for Markov Observations
2021-2022 teaching year:
Stochastic differential equations, online course, from 3nd September to 17th December 2021 (34 hours)
2020-2021 teaching year:
(Introduction to) stochastic differential equations, online course, from 2nd September to 16th December 2020 (34 hours)
2019-2020 teaching year:
Introduction to stochastic differential equations, online course, 03 April - 29 May 2020, https://lsa.hse.ru/en/news/369952788.html
Mini-course «Ergodic Control of the Diffusion Processes», From 23 January to 30 January 2020 (12 hours), https://lsa.hse.ru/en/news/337903144.html
Conferences
8-12 June 2026, Russian - Chinese conference on probability, Saint Petersburg, Russian Federation, Veretennikov A.Yu., On ergodic properties of SDE solutions https://indico.eimi.ru/event/2070/
20-24 April 2026, Scientific conference LSA 2026, Voronovo, Moscow, Russian Federation, Veretennikov A.Yu., On the Dobrushin CLT
https://lsa.hse.ru/news/1165646755.html
23 March - 6 April 2026, Lomonosov readings 2026, section Mathematics (mechmath), MSU, Russian Federation, Veretennikov A.Yu., On efficient estimations of convergence rate for Markov chains
math.msu.ru/node/2410
17-20 November 2025, LSA Winter Meeting in Voronovo - 2025. Dedicated to Prof. Stanislav Molchanov on the occasion of his 85th anniversary, Voronovo, Russian Federation, Veretennikov A.Yu., SDE: beta-mixing and convergence https://lsa.hse.ru/announcements/1102533344.html?ysclid=micva0xprh65211177
1-6 June 2025, 10th International conference on stochastic methods, Divnomorskoe, Russian Federation, Veretennikov A.Yu., Review on limit theorems and stochastic analysis http://www.intconfstochmet.ru./Thezi3tv.pdf & https://www.mathnet.ru/rus/tvp5846
19-23 May 2025, Summer school of stochastic analysis LSA, Voronovo, Russian Federation, Veretennikov A.Yu., Ergodic switched diffusions https://lsa.hse.ru/news/1053201754.html
14-17th of April 2025, Workshop on Regularisation by noise @ TU Wien, Veretennikov A.Yu., On strong solution for one multidimensional SDE https://regbynoise2025.conf.tuwien.ac.at/
24 March - 4 April 2025, Lomonosov readings - 2025. Section Mathematics, Moscow, Russian Federation, Veretennikov A.Yu., On new limit theorems and applicatoins of limit theorems https://math.msu.ru/node/2273
1-2 April 2024, International scientific conference dedicated to the 85th anniversary of the Academician V.A. Sadovnichii "Mathematics in the constellation of sciences", Moscow, Russian Federation, Veretennikov A.Yu., On recurrent properties of diffusion with switching https://math-conf.msu.ru/
3 October 2023, Conference on branching processes theory and discrete matjematics, dedicated to the 100 anniversary of corresponding member of RAS B.A. Sevastyanov, Moscow, MIRAS, Russian Federation, Veretennikov A.Yu., On positive recurrence of a birth and death process and M/GI/1 system https://www.mathnet.ru/conf2281
26-30 June 2023, A perpetual search: Mathematics, Physics, Life. Conference dedicated to the 85th annyversry of Vadim Alexandrovich Malyshev, Moscow, MSU, Russian Federation, Veretennikov A.Yu., On ergodic coefficients for Markov chains and for Markov chains with memory https://malyshev-vadim.ru/
25-27 April 2023, International Scientific conference "Kolmogorov-120", MSU, Russian Federation, Veretennikov A.Yu., On Kolmogorov's mixing coefficient for Markov processes https://event.msu.ru/kolmogorov120
4-14 April 2023, Lomonosov Readings - 2023. Section "Mathematics", MSU, Russian Federation, Akhmiarova A.T., Veretennikov A.Yu., On strong law of large numbers for pairwise independent summands (online, the speaker A.Yu. Veretennikov) https://math.msu.ru/node/1986
27 February - 3 March 2023, International Conference One-Parameter Semigroups of Operators (OPSO) 2023, (Nizhny Novgorod, online), Russian Federation, Veretennikov A.Yu., On convergence rate bounds for linear and nonlinear Markov chains https://istina.msu.ru/conferences/539230562/
2 - 8 June 2023, Eights International conference on stochastic methods (ICSM-8), dedicated to the 120th anniversary of the Academician Andrey Nikolaevich Kolmogorov, Gelendzhik, Divnomorskoe, Russian Federation, Veretennikov A.Yu., Convergence and mixing rate bounds for Markov chains and switched diffusions https://www.mathnet.ru/rus/tvp5677
22-26 August 2022, Durham Symposium Stochastic Dynamics, Nonlinear Probability, and Ergodicity, Durham, UK, Veretennikov A.Yu., On 2-recurrence for an SDE with switching, https://www.maths.dur.ac.uk/symposia/113/Abstract/Abstract.pdf
21-25 August 2022, The Third International Workshop on Stochastic Modeling and Applied Research of Technology (SMARTY 2022), Petrozavodsk, Veretennikov A.Yu., On certain methods for verifying recurrence (online)
29 June - 2 July 2022, International Conference Analysis, Topology and Applications 2022 (ATA2022): http://www.ftn.kg.ac.rs/konferencije/ATA2022/index.php, Vrnjacka Banja, Serbia, A. Veretennikov, On Poisson equation in the whole space via probability approach
27 June - 1 July 2022, 42nd conference on Stochastic Processes and their Applications, Wuhan, China, A. Veretennikov, On existence of weak solutions of degenerate McKean - Vlasov equations (online talk)
20-24 June 2022, Edinburgh, UK, Harmonic Analysis, Stochastics and PDEs in Honour of the 80th Birthday of Nicolai Krylov, A. Veretennikov, On positive recurrence of ergodic diffusions with switching
17 June - 17 July, University of Leeds, UK, Mini Workshop on Stochastic Analysis, A. Veretennikov, On ergodic control for a class of multidimensional diffusions (17 June)
20-24 сентября 2021, Autumn LSA colloquium 2021, NRU HSE Moscow, Russia Veretennikov A., On positive recurrence of ergodic diffusions with switching
16-27 August 2021, Novosibirsk, NSU, Summer School on Stochastics, Lectures on SDEs (16h).
1-4 June 2021 (online), Kyiv, International Conference: Modern Stochastics: Theory and Applications V, Kyiv, June 1-4, 2021, online talk on 4th June "ON RECURRENCE AND MIXING FOR SOME SDE MODELS", joint with R.Yu.SIneokyi; the speaker R.Yu.SIneokiy.
1-4 июня 2021 (онлайн), Kyiv, International Conference: Modern Stochastics: Theory and Applications V, Kyiv, June 1-4, 2021, online plenary talk 1st June "ON SKOROKHOD’S METHOD FOR MCKEAN – VLASOV SDES"
17-22 May 2021, International conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
(May 17–22, 2021, online), the talk On averaged expected cost control for a class of multidimensional ergodic diffusions (http://www.mathnet.ru/php/conference.phtml?confid=1902&option_lang=eng)19 - 23 October 2020, (online) "LSA Autumn Meeting 2020", online talk "On local mixing conditions for SDEs" [https://lsa.hse.ru/en/news/412071863.html]
24 - 28 August 2020, (online) Bernoulli One World Symposium 2020, onlline talk "On strong uniqueness for McKean - Vlasov equations" [https://www.worldsymposium2020.org/] & [https://www.youtube.com/watch?v=MIU1M94OXJI&list=PLidqLPRgLpiMil4r0tBPvSDWyjGJgr0Z7&index=32]
August 16-20, 2020, The Second International Workshop on Stochastic Modeling and Applied Research of Technology (SMARTY 2020), Karelian Research Center of RAS, Petrozavodsk, Program committee member [http://smarty20.karelia.website/]
September 9-22, 2019, Conference (Summer School) on "New Trends in Stochastic Analysis - II" at Academy of Mathematics and Systems Science, Chinese Academy of Sciences (Beijing, China), mini-course on McKean - Vlasov equations [http://ntsa2019.csp.escience.cn/dct/page/1]
19-23 August 2019, University of Bielefeld, Germany, Summer School IRTG 2235 on probability theory and stochastic dynamics, mini-course "Introduction to SDEs and their ergodic properties" [https://irtg.math.uni-bielefeld.de/summerschool2019]
March 11-15, 2019: CIRM, Lumuni, France,Conference Perturbation Techniques in Stochastic Analysis and its Applications (Perturbations techniques en analyse stochastique et applications); organisers:
Arturo Kohatsu (Ritsumeikan University)
Valentin Konakov (NSU Higher School of Economics)
Stéphane Menozzi (Université Evry Val d'Essonne)[https://conferences.cirm-math.fr/1979.html]
Session Chair: Interacting particle systems and related McKean - Vlasov models
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
Editorial board membership
In 2026, I received an invitation to join the Editorial board of the journal "Contemporary Mathematics. Fundamental Directions". Awaiting the approval by the related RAS committee.
Employment history
1976-1978 junior research staff member, Moscow State University
1978-1990 junior/senior research staff member, Institute for Control Sciences RAS
1990-now senior/leading research staff member, head of sector, head of lab, principal research staff member, Institute for Information Transmission Problems (Kharkevich Institute) RAS
2014-now leading/principal research staff member, NRU HSE
2000-2021 professor at University of Leeds (UK)
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.