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Venttsel' Aleksandr Dmitrievich

Statistics Math-Net.Ru
Total publications: 31
Scientific articles: 28

Number of views:
This page:1818
Abstract pages:5393
Full texts:1781
References:93

http://www.mathnet.ru/eng/person18044
List of publications on Google Scholar
http://zbmath.org/authors/?q=ai:wentzell.alexander-dmitrievich
https://mathscinet.ams.org/mathscinet/MRAuthorID/217776

Publications in Math-Net.Ru
1. Asymptotic problems in probability theory and the theory of random media
A. D. Venttsel', S. A. Molchanov, V. N. Tutubalin
Teor. Veroyatnost. i Primenen., 35:1 (1990),  27–34
2. On the Differentiability of Expectations of Functionals of a Wiener Process
O. G. Bulycheva, A. D. Ventzel
Teor. Veroyatnost. i Primenen., 34:3 (1989),  565–568
3. Refinement of the Central Limit Theorem for Stationary Processes
A. D. Ventzel
Teor. Veroyatnost. i Primenen., 34:3 (1989),  451–464
4. Infinitesimal characteristics of Markov processes in a functional space decribing the past
A. D. Ventsel
Teor. Veroyatnost. i Primenen., 30:4 (1985),  625–639
5. Piecewise constant approximation for the Monte-Carlo calculation of Wiener integrals
A. D. Wentzell, S. A. Gladyšev, G. N. Mil'štein
Teor. Veroyatnost. i Primenen., 29:4 (1984),  715–722
6. Rough limit theorems on large deviations for Markov stochastic processes. IV
A. D. Wentzel'
Teor. Veroyatnost. i Primenen., 27:2 (1982),  209–227
7. Rough limit theorems on large deviations for Markov stochastic processes. III
A. D. Wentzell
Teor. Veroyatnost. i Primenen., 24:4 (1979),  673–691
8. The first boundary exit point of a diffusion process with small diffusion
A. D. Venttsel'
Mat. Zametki, 22:3 (1977),  411–420
9. Rough limit theorems on large deviations for Markov stochastic processes. II
A. D. Wentzell
Teor. Veroyatnost. i Primenen., 21:3 (1976),  512–526
10. Routh limit theorems on large deviations for Markov stochastic processes. I
A. D. Wentzell
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
A. D. Wentzel'
Teor. Veroyatnost. i Primenen., 20:3 (1975),  610–613
12. Formulas for eigen-functions and eigen-measures associated with Markov process
A. D. Wentzell
Teor. Veroyatnost. i Primenen., 18:1 (1973),  3–28
13. On the asymptotics of eigenvalues of matrices with elements of order $\operatorname{e}\{-V{ij}/(2\varepsilon^2)\}$
A. D. Venttsel'
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
A. D. Ventcel
Dokl. Akad. Nauk SSSR, 202:1 (1972),  19–22
15. A formula for eigenmeasures connected with Markov processes
A. D. Venttsel'
Uspekhi Mat. Nauk, 27:1(163) (1972),  239–240
16. Theorems on the action functional for Gaussian random functions
A. D. Venttsel'
Teor. Veroyatnost. i Primenen., 17:3 (1972),  542–545
17. Some problems concerning stability under small stochastic perturbations
A. D. Venttsel', M. I. Freidlin
Teor. Veroyatnost. i Primenen., 17:2 (1972),  281–295
18. On small random perturbations of dynamical systems
A. D. Venttsel', M. I. Freidlin
Uspekhi Mat. Nauk, 25:1(151) (1970),  3–55
19. The limiting behavior of the invariant measure under small perturbations of a dynamical system
A. D. Venttsel', M. I. Freidlin
Dokl. Akad. Nauk SSSR, 188:1 (1969),  13–16
20. Small random perturbations of a dynamical system with stable equilibrium position
A. D. Venttsel', M. I. Freidlin
Dokl. Akad. Nauk SSSR, 187:3 (1969),  506–509
21. The motion of a diffusing particle against the flow
A. D. Venttsel', M. I. Freidlin
Uspekhi Mat. Nauk, 24:5(149) (1969),  229–230
22. On absolute continuity of transition probabilities of a multidimensional generalized Brownian motion
A. D. Venttsel'
Teor. Veroyatnost. i Primenen., 13:1 (1968),  3–16
23. On functions which are continuous along trajectories of a Wiener process
A. D. Venttsel'
Teor. Veroyatnost. i Primenen., 10:4 (1965),  730–732
24. On continuous additive functionals of a multidimensional Wiener process
A. D. Venttsel'
Dokl. Akad. Nauk SSSR, 142:6 (1962),  1223–1226
25. Additive functionals on a multi-dimensional Wiener process
A. D. Venttsel'
Dokl. Akad. Nauk SSSR, 139:1 (1961),  13–16
26. Non-negative additive functionals of Markov processes
A. D. Venttsel'
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
A. D. Venttsel'
Teor. Veroyatnost. i Primenen., 6:4 (1961),  439–446
28. On Boundary Conditions For Multidimensional Diffusion Processes
A. D. Venttsel'
Teor. Veroyatnost. i Primenen., 4:2 (1959),  172–185

29. Mark Iosifovich Freidlin
S. R. S. Varadhan, A. D. Venttsel', E. B. Dynkin, S. A. Molchanov, S. P. Novikov, Ya. G. Sinai, I. M. Sonin, D. Struk
Uspekhi Mat. Nauk, 59:3(357) (2004),  185–188
30. Letter to the editors
A. D. Wentzel
Teor. Veroyatnost. i Primenen., 26:2 (1981),  446
31. . Itô, . .   «Diffusion processes and their sample paths»
A. D. Venttsel', E. B. Dynkin
Teor. Veroyatnost. i Primenen., 11:2 (1966),  356–359

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