On Sobolev Solutions of Poisson Equations in R^d with a Parameter (To 70th birthday of Professor N.V.Krylov), JOURNAL OF MATHEMATICAL SCIENCES, 179(1), 48-79, 2011 (Eng); О соболевских решениях уравнения Пуассона в R^d с параметром (К 70-летию профессора Н.В.Крылова), Проблемы математического анализа, 61, 43-68, 2011.

(With O.A.Butkovsky) On asymptotics of Vaserstein"s coupling for a Markov chain. International Mathematical Conference "50 years of IPPI", July 25-29 2011 Moscow, Russia, Proceedings, ISBN 978-5-901158-15-9
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(With S.V.Anulova) On ergodicity of highly degenerate hybrid stochastic control systems. International Mathematical Conference "50 years of IPPI", July 25-29 2011 Moscow, Russia, Proceedings, ISBN 978-5-901158-15-9
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On filtering with unspecified initial data for nonuniformly ergodic signams, in: The Oxford Handbook of nonlinear filtering, D.Crisan and B.Rozovsky (Eds.), Oxford University Press, Oxford, 2011, 267-298.

(with S.V.Anulova) On ergodic properties of degenerate hybrid stochastic control systems, in: Decision and Control (CDC), 2010 49th IEEE Conference on Issue Date: 15-17 Dec. 2010 On page(s): 2292 - 2297 Location: Atlanta, GA ISSN: 0743-1546 Print ISBN: 978-1-4244-7745-6 INSPEC Accession Number: 11848709 Digital Object Identifier: 10.1109/CDC.2010.5717412
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О скорости перемешивания и сходимости к стационарному распределению в систеах типа Эрланга в непрерывном времени, Проблемы передачи информации, 2010, №4, стр.122-129.
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On stochastic averaging and mixing, Theory of Stochastic Processes, 16(32)(1) (2010), 111-130. URL of preprint version below.
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On Bellman"s equations for mean and variance control of a Markov diffusion, Stochastics: An International J. of Probability and Stochastic Processes, Electronic version: 82 (6 Nov 2009), pages unknown. Printed version: Volume 82, Issue 1 February 2010 , pages 41 - 51 DOI: 10.1080/17442500902723567.
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On discrete time ergodic filters with wrong initial data, 2, Stochastics: An International J. of Probability and Stochastic Processes, Electronic online version: 82 (01 Sept 2009), pages unknown. Printed version: Volume 82, Issue 1 February 2010 , pages 25 - 40; DOI: 10.1080/17442500902723559
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(with N.Abourashchi) On exponential mixing bounds and convergence rate for reciprocal Gamma diffusion processes, Mathematical Communications, 14(2) (2009), 331-339.
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On Continuous Time Ergodic Filters with Wrong Initial Data, Theory Probab. Appl. 53(2), 2009, 269-300. Перевод с русского (Теория вероятностей и ее применения). (В URL дается ссылка на препринт.)
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On discrete time filtres with wrong initial data, Probability Theory and Related Fields (2008) 141:411–444.
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A. Yu. Veretennikov, M. L. Kleptsyna, “On Continuous Time Ergodic Filters with Wrong Initial Data”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 240–276
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On ergodic filters with wrong initial data, C.R.Acad. Sci. Paris, Ser. I, 344(2007), 727-731.

On asymptotic information integral inequalities. (English) Theory Stoch. Process. 13, No. 29, Part 1-2, 294-307 (2007).

On ergodic measures for McKean--Vlasov stochastic equations, In: Monte Carlo and Quasi-Monte Carlo Methods 2004 Niederreiter, H; Talay, D. (Eds.), (2006), 471-486.
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On lower bounds for mixing coefficients of Markov diffusions, In: From Stochastic Calculus to Mathematical Finance; The Shiryaev Festschrift. Kabanov, Yu.; Liptser, R.; Stoyanov, J. (Eds.) Springer, Berlin et al. (2006), 623--633.
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Совместно с С.А.Клоковым. Mixing and convergence rates for a family of Markov processes approximating SDEs, ROSE - Random Oper. and Stoch. Equ., 14(2) (2006), 103-126.
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Совместно с E.Pardoux. On the Poisson equation and diffusion approximation 3. Ann. Probab. 33(3) (2005), 1111-1133.

Approximations for ergodic SDEs, Summer School 2004 Lecture notes, Helsinki University of Technology Institute of Mathematics Reports C-17
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(with Zhizhina, E.A.) On stochastic algorithms for the global optimization problem on a torus In R.G. Aykroyd, S. Barber, & K.V. Mardia (Eds.), Bioinformatics, Images, and Wavelets, pp. 77-81. Department of Statistics, University of Leeds.
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With S.A.Klokov. Subexponential mixing rate for a class of Markov diffusions, J. Math. Sci. 123(1) (September 2004), 3816-3823.

With S.A.Klokov. Sub-exponential mixing rate for a class of Markov processes, Math. Comm. 9 (2004), 9-26.
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On large deviations for approximations of SDEs, Probab. Theory Rel. Fields, 125(1) (2003), 135-152.

On approximate large deviations for 1D diffusion. Dedicated to the memory of Professor Revaz Chitashvili. Georgian Math. J. 10(2) (2003), 381--399.

Совместно с E.Pardoux. On Poisson equation and diffusion approximation 2, Annals of Probability, 31(3) (2003), 1166--1192.
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With A.B.Varakin. On parameter estimation for ``polynomial ergodic"" Markov chains with polynomial growth loss functions, Markov Processes and Related Fields, 8(1) (2002), 127-144.

With R.Liptser and V.Spokoiny. Freidlin--Wentzell type large deviations for smooth processes, Markov Processes Rel. Fields, 8 (2002), 611-636.

Coupling method for Markov chains under integral Doeblin type condition. Theory Stoch. Process. 8(24) (2002), no.3-4, 383-390.

With E.Pardoux. On the Poisson equation and diffusion approximation. I. Ann. Probab. 29(3) (2001), 1061--1085.

On large deviations for SDEs with small diffusion and averaging. Stochastic Process. Appl. 89(1) (2000), 69-79

With G.N.Milstein. On deterministic and stochastic sliding modes via small diffusion approximation. Markov Process. Related Fields 6(3) (2000), 371-395

On KPP equations with various wave front speeds, the Larson result via large deviations, in: Probability Theory and Mathematical Statistics: Proceedings of the 7th Vilnius Conference (1998) Vilnius, Lithuania (12-18 August, 1998), TEV, Vilnius, Lithuania, and VSP, Utrecht, the Netherlands & Tokyo, Japan, 1999, 707-714

On Castellana--Leadbetter"s Condition for Diffusion Density Estimation, Statistical Inference for Stochastic Processes, 2(1), 1-9
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On large deviations in the averaging principle for SDE"s with a "full dependence", Ann. Probab. 1999, 27(1), 284-296

On parameter estimation for ergodic Markov chains with unbounded loss functions. WIAS, Berlin, 1998, preprint 448. (Version of the paper in MPRF 2002.)
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(with Anulova, S.V., Krylov, N.V., Liptser, R.S., Shyriaev, A.N.) Probability III. Stochastic Calculus. Berlin: Springer.

(with P.Priouret) A remark on the stability of the l.m.s. tracking algorithm, Stoch. Anal. Appl. 16(1) (1998), 118-128