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

О полиномиальном перемешивании и скорости сходимости для стохастических разностных и дифференциальных уравнений. Теория вероятностей и ее применения, 44(2), 317-321. (http://mi.mathnet.ru/tvp766) Transl.: On Polynomial Mixing and Convergence Rate for Stochastic Difference and Differential Equations, Theory of Probability & Its Applications, 2000, Vol. 44, No. 2 : pp. 361-374 (doi: 10.1137/S0040585X97977550)

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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О больших уклонениях в принципе усреднения для стохастических дифференциальных уравнений с “полной зависимостью”, ТВП, 1998, 43:4, 765–767

(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

О больших уклонениях для стохастических дифференциальных уравнений с малой диффузией и усреднением. Теория вероятностей и ее применения, 43(2), 349-351; Письмо в редакцию, ТВП, 43:4 (1998), 819–819.

(Совм. с Е.В.Веретенниковой) Начала теории вероятностей- 2. Изд-во МИРЭА.

(with E.Pardoux) Averaging for backward stochastic differential equations, with applications to semi-linear PDE"s, Stoch. Stoch. Rep. 60 (1997), 255-270.

On polynomial mixing bounds for stochastic differential equations, Stoch. Processes Appl. 70 (1997), 115-127. https://doi.org/10.1016/S0304-4149(97)00056-2
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(with M.Kelbert) On the estimation of mixing coefficients for a multiphase service systems, Queueing Systems and Applications (QUESTA), 25, 325-337

(совм. с Э.Шоком (E.Schock)) Итерационные методы с возмущениями в некорректных задачах. Автоматика и телемеханика, 58(4), 75-84

On polynomial mixing bounds for stochastic differential equations, IRISA, publication interne no 1026. (Extended version of the paper in SPA 1997)
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On large deviations for SDE systems without bounded coefficient derivatives, Stoch. Anal. and Appl., Proc. 5th Gregynog Symp., Gregynog, Powys, 9-14 July 1995, Publ.Co. World Sci. Press, 1996, 471-478

On large deviations for stationary processes under local ratio-mixing conditions, Uspehi Teorii Veroyatnostej i ee Primenenij, Proc. 4th Russian-Finnish Symp. on Probability Theory and Mathematical Statistics (3-8 oct. 1993, Moscow), ed. by A.N.Shiryaev et al., TVP, Moscow, 1996, 217-222

On backward filtering equations for SDE systems (direct approach). In: Stochastic Partial Differential Equations, ed. by A.Etheridge. London Math. Soc. Lecture Notes Series, Cambridge Univ. Press, vol. 216 (1995), 304-311

О больших уклонениях для диффузионных процессов с измеримым коэффициентами. Успехи матем. наук, 50(5) (1995), 135--146. Engl. transl. On large deviations for diffusion processes with measurable coefficients, A Yu Veretennikov, Russian Mathematical Surveys (1995), 50(5):977-987.
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On large deviations in averaging principle for systems of stochastic differential equations with unbounded coefficients. Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP, Utrecht, The Netherlands and Tokyo, Japan

On large deviations for diffusion processes under minimal smoothness conditions. C.R.Acad.Sci Paris, ser. Matem, vol. 319, Ser. A, N 7, Oct. 1994, 727-732

Large deviations in averaging principle for stochastic differential equation systems (noncompact case). Stochastics and Stochastics Reports, 1994, 48, 83-96.

Начала теории вероятностей - 1. Изд-во МИРЭА.

On large deviations and averaging principle for stochastic - difference equation on a torus. Proc. Steklov Inst. of Math., (1994), Issue 4, 27--33.

On large deviations in averaging principle for systems of stochastic differential equations with unbounded coefficients. Probability Theory and Mathematical Statistics. Proc. Sixth Vilnius Conf. (28 June - 3 July, 1993). Ed. B.Grigelionis et al. VSP, Utrecht, The Netherlands and Tokyo, Japan, 1994, 735-742

On weak Bernoulli, mixing rate and large deviations for SDE"s and stochastic difference systems with averaging. Proc. Internat. Workshop on Stochastic Partial Differential Equations (Univ. of North Carolina, Chapel Hill, NC, June 19-21, 1994), part 2, 5 pages (non-refereed extended abstract).

On large deviations for Markov process additive functionals. 1. Theory Probab. Appl. 38(3), 758-774 (in Russian)

О больших уклонениях в принципе усреднения для стохастических разностных уравнений на торе, Тр. МИАН, 1993, 202, 33–41

Совместно с О.В.Гулинским (O.V.Gulinsky), Large deviations for discrete - time processes with averaging. VSP, Utrecht, The Netherlands.

On large deviations for ergodic process empirical measures. Advances in Soviet Math. Vol. 12, 125-133 (this Journal exists only in English).

On asymptotic properties of stationary processes: large deviations and exponential mixing. Proc. VI Soviet - Japan Symp. on Probab. Theory and Mathem. Stat. (Kiev, 1991). World Scientific, Singapore et al. 1992, 403-413

On large deviations for stochastic iterative procedures in Hilbert space. Numerical Methods and Optimization, Vol.3. Tallinn: Estonian Academy of Sciences, 1992, 88-96

Veretennikov, A.Yu. On large deviations for systems of Itô stochastic equations. (English. Russian original) Theory Probab. Appl. 36, No.4, 772-782 (1991); translation from Teor. Veroyatn. Primen. 36, No.4, 625-634 (1991).

Estimates for the mixing rate for Markov processes. (Russian) Litovsk. Mat. Sb. 31(1) (1991), 40-49; Engl. transl. in Lithuanian Math. J. 31(1) (1991), 27-34. doi: 10.1007/BF00972314
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(with A.V.Dobrovidov and P.V.Pakshin) Ergodicity and mixing conditions of Markov processes in nonparametric filtering problems. Aut.Remote Control USSR, 52(4), 472-479

О больших уклонениях в принципе усреднения для стохастических дифференциальных уравнений с периодическими коэффициентами. II. Изв. АН СССР. Сер. матем., 1991, 55:4, 691–715; Engl. transl.: On large deviations in the averaging principle for stochastic differential equations with periodic coefficients. II. Math. USSR, Izv. 39(1) (1992), 677-701.

On hypoellipticity conditions and estimates of the mixing rate for stochastic differential equations. Soviet Math. Dokl. 40(1), 94-97

(with O.V.Gulinskii) Rate of mixing and the averaging principle for stochastic recursive procedures. Aut. Remote Control. 51(6), 779-788

On large deviations in averaging principle for stochastic differential equations with periodic coefficients. 1. - Probab. Theory and Math. Statistics. Proc. Fifth Vilnius Conf. (1989). Ed. by B.Grigelionis et. al.Vilnius, Lithuania: Mokslas and Utrecht, The Netherlands: VSP, Vol. 2, 542-551

О принципе усреднения для систем стохастических дифференциальных уравнений, Матем. сб., 1990, 181:2, 256–268. Engl. transl. ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS, A Yu Veretennikov, Mathematics of the USSR-Sbornik (1991), 69(1): 271- 284, http://dx.doi.org/10.1070/SM1991v069n01ABEH001237.
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Optimal stabilization of controllable random processes with fast oscillating noise. Aut. Remote Control, 50(8), 1061-1065

Probability density of stochastic differential equations. In: Statistics and Control of Stochastic Processes. Steklov seminar 1985-1986. Vol. 2. Ed. by A.N.Shiryaev et al. N.Y. Optimization Software, Inc. Publ. Divizion. 233-237

Совместно с С.А.Ануловой, Н.В.Крыловым и др. Стохастическое исчисление. ВИНИТИ, Москва, сер. Фундаментальные исследования, т.35.

Rate of convergence of stochastic iteration procedures in ill - posed problems. Aut. Remote Control. 49(1), 56-60

О скорости перемешивания и принципе усреднения для гипоэллиптических стохастических дифференциальных уравнений, Изв. АН СССР. Сер. матем., 1988, 52:5, 899–908, 1118. Engl. transl. A. Yu. Veretennikov, ON RATE OF MIXING AND THE AVERAGING PRINCIPLE FOR HYPOELLIPTIC STOCHASTIC DIFFERENTIAL EQUATIONS, Mathematics of the USSR-Izvestiya, 1989, 33:2, 221–231 (http://iopscience.iop.org/0025-5726/33/2/A01).
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Malliavin calculus and its applications to some limit theorems. Proc. 1 - st World Congress Bernoully Soc., Tashkent, 1986. Vol. 1. Utrecht: VNU Sci. Press. 557-566

Lower bound for large deviations for an averaged SDE with a small diffusion, Russian Journal of Mathematical Physics, 1997, 5(1), 99-104.

Об оценках скорости перемешивания для стохастических уравнений, ТВП, 1987, 32:2, 299–308. Eng. transl.: Bounds for the Mixing Rate in the Theory of Stochastic Equations, Theory Probab. Appl. 32, pp. 273-281.
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О сильных решениях стохастических уравнений Ито со скачками, ТВП, 1987, 32:1, 159–163