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Remigijus Mikulevičius - MaRDI portal

Remigijus Mikulevičius

From MaRDI portal
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Person:282595

Available identifiers

zbMath Open mikulevicius.remigijusWikidataQ16471011 ScholiaQ16471011MaRDI QIDQ282595

List of research outcomes

PublicationDate of PublicationType
Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures2024-04-02Paper
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing2023-07-18Paper
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes2022-06-30Paper
On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure2021-08-12Paper
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing2021-07-24Paper
On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces2020-09-03Paper
On some càdlàguity moment estimates of stochastic jump processes2020-01-09Paper
On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness2019-03-25Paper
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations2018-10-25Paper
On the Cauchy problem for parabolic integro-differential equations in generalized H\"{o}lder spaces2018-06-18Paper
On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness2018-05-08Paper
On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space2018-03-28Paper
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations2017-09-29Paper
On classical solutions of linear stochastic integro-differential equations2016-11-04Paper
On distribution free Skorokhod-Malliavin calculus2016-07-05Paper
On some properties of space inverses of stochastic flows2016-05-12Paper
On degenerate linear stochastic evolution equations driven by jump processes2015-08-21Paper
Weak Euler Approximation for Itô Diffusion and Jump Processes2015-06-22Paper
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)2015-02-25Paper
On \(L_p\)-theory for stochastic parabolic integro-differential equations2015-01-23Paper
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem2014-06-27Paper
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem2014-03-06Paper
On unbiased stochastic Navier-Stokes equations2013-01-28Paper
On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes2012-10-26Paper
On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs2012-07-04Paper
Model problem for integro-differential Zakai equation with discontinuous observation processes2011-11-23Paper
On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes2011-07-22Paper
https://portal.mardi4nfdi.de/entity/Q30157412011-07-13Paper
On the rate of convergence of weak Euler approximation for non-degenerate SDEs2010-09-23Paper
On Strong $H_{2}^{1}$-Solutions of Stochastic Navier–Stokes Equation in a Bounded Domain2010-06-02Paper
On Hölder solutions of the integro-differential Zakai equation2009-10-13Paper
https://portal.mardi4nfdi.de/entity/Q54237832007-10-31Paper
On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces2007-07-19Paper
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces2006-11-03Paper
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs2006-09-12Paper
Global \(L_2\)-solutions of stochastic Navier-Stokes equations2006-08-03Paper
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.2005-11-29Paper
Stochastic Navier--Stokes Equations for Turbulent Flows2005-02-28Paper
https://portal.mardi4nfdi.de/entity/Q31591972005-02-15Paper
On the Cauchy problem for parabolic SPDEs in Hölder classes.2003-05-06Paper
https://portal.mardi4nfdi.de/entity/Q45430202003-04-06Paper
On the Cauchy Problem for Stochastic Stokes Equations2003-01-05Paper
A note on Krylov's \(L_p\)-theory for systems of SPDEs2001-08-01Paper
https://portal.mardi4nfdi.de/entity/Q27076342001-07-08Paper
Fourier--Hermite Expansions for Nonlinear Filtering2001-05-02Paper
https://portal.mardi4nfdi.de/entity/Q44973812001-04-26Paper
https://portal.mardi4nfdi.de/entity/Q42472442000-06-21Paper
On stochastic Euler equation in \(\mathbb R^d\)2000-05-18Paper
On stochastic Euler equations1999-11-14Paper
https://portal.mardi4nfdi.de/entity/Q42134191999-04-19Paper
Linear Parabolic Stochastic PDE and Wiener Chaos1998-05-11Paper
Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation1997-10-30Paper
Nonlinear Filtering Revisited: A Spectral Approach1997-10-26Paper
https://portal.mardi4nfdi.de/entity/Q48740641996-06-23Paper
https://portal.mardi4nfdi.de/entity/Q48391231996-01-15Paper
On classical solutions of boundary value problems for certain nonlinear integro-differential equations1995-11-07Paper
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator1995-09-18Paper
https://portal.mardi4nfdi.de/entity/Q48395091995-07-17Paper
https://portal.mardi4nfdi.de/entity/Q43228861995-06-30Paper
Uniqueness and absolute continuity of weak solutions for parabolic SPDE's1995-04-04Paper
On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces1994-07-19Paper
On the martingale problem associated with nondegenerate Lévy operators1994-07-19Paper
On the uniqueness of a solution to the Bellman equation in Sobolev's classes1992-06-26Paper
Rate of Convergence of the Euler Approximation for Diffusion Processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33634471991-01-01Paper
Weak convergence of semimartingales1990-01-01Paper
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595101990-01-01Paper
Optimal Markov strategies for controlled Ito processes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32012241989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47345781989-01-01Paper
Time Discrete Taylor Approximations for It?? Processes with Jump Component1988-01-01Paper
On Hölder continuity of solutions of certain integro-differential equations1988-01-01Paper
Green measures of Ito processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37681141987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37763131987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37772061987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37904091987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38213591987-01-01Paper
Weak convergence of measures1985-01-01Paper
Topology in the Skorokhod space and the existence of solutions of the martingale problem1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32211271985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36899421985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37030311985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37383331985-01-01Paper
Invariance principles in mathematical statistics1984-01-01Paper
On Stably Weak Convergence of Semi-Martingales and of Point Processes1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36792931984-01-01Paper
Robustness in the theory of nonlinear filtration1983-01-01Paper
Properties of solutions of stochastic differential equations1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36588371983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36588461983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36676921983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36676931983-01-01Paper
Weak convergence of stochastic point processes1982-01-01Paper
On the martingale problem1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36571421982-01-01Paper
The martingale approach to functional limit theorems1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47450921982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47489081982-01-01Paper
Weak convergence of semimartingales1981-01-01Paper
Existence of solutions of the martingale problem on a manifold with boundary1981-01-01Paper
Stochastic processes with penetrable boundaries1981-01-01Paper
Existence and uniqueness of solutions of the martingale problem on branched manifolds1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39249431981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39483901981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39529081981-01-01Paper
Semimartingales with values in \(R^m_+\)1980-01-01Paper
Existence and uniqueness of solutions of the martingale problem on a manifold with boundary1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38784761980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38898741980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38916411980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38947231980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233381980-01-01Paper
The existence of solutions of a martingale problem1978-01-01Paper
On uniqueness of solutions of the martingale problem1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41695031978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41509351977-01-01Paper

Research outcomes over time


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