| Publication | Date of Publication | Type |
|---|
Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures
Journal of Theoretical Probability | 2024-04-02 | Paper |
Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-07-18 | Paper |
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
Stochastics | 2022-06-30 | Paper |
On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-08-12 | Paper |
| Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing | 2021-07-24 | Paper |
On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces
Potential Analysis | 2020-09-03 | Paper |
On some càdlàguity moment estimates of stochastic jump processes
Electronic Communications in Probability | 2020-01-09 | Paper |
On some càdlàguity moment estimates of stochastic jump processes
Electronic Communications in Probability | 2020-01-09 | Paper |
On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness
Potential Analysis | 2019-03-25 | Paper |
Weak Euler scheme for Lévy-driven stochastic differential equations
Theory of Probability & Its Applications | 2018-10-25 | Paper |
| On the Cauchy problem for parabolic integro-differential equations in generalized H\"{o}lder spaces | 2018-06-18 | Paper |
| On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness | 2018-05-08 | Paper |
On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-03-28 | Paper |
Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
On classical solutions of linear stochastic integro-differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-11-04 | Paper |
On distribution free Skorokhod-Malliavin calculus
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-07-05 | Paper |
On some properties of space inverses of stochastic flows
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-05-12 | Paper |
On degenerate linear stochastic evolution equations driven by jump processes
Stochastic Processes and their Applications | 2015-08-21 | Paper |
Weak Euler approximation for Itô diffusion and jump processes
Stochastic Analysis and Applications | 2015-06-22 | Paper |
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
On L_p-theory for stochastic parabolic integro-differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
Potential Analysis | 2014-06-27 | Paper |
On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
Journal of Differential Equations | 2014-03-06 | Paper |
On unbiased stochastic Navier-Stokes equations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-01-28 | Paper |
On \(L_{p}\)-estimates of some singular integrals related to jump processes
SIAM Journal on Mathematical Analysis | 2012-10-26 | Paper |
On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs
Stochastic Processes and their Applications | 2012-07-04 | Paper |
Model problem for integro-differential Zakai equation with discontinuous observation processes
Applied Mathematics and Optimization | 2011-11-23 | Paper |
On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes
Stochastic Processes and their Applications | 2011-07-22 | Paper |
| Nonlinear filtering equations for stochastic processes with jumps | 2011-07-13 | Paper |
| On the rate of convergence of weak Euler approximation for non-degenerate SDEs | 2010-09-23 | Paper |
On Strong $H_{2}^{1}$-Solutions of Stochastic Navier–Stokes Equation in a Bounded Domain
SIAM Journal on Mathematical Analysis | 2010-06-02 | Paper |
On Hölder solutions of the integro-differential Zakai equation
Stochastic Processes and their Applications | 2009-10-13 | Paper |
| On Cauchy-Dirichlet problem for linear integro-differential equation in weighted Sobolev spaces | 2007-10-31 | Paper |
On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces
Electronic Journal of Probability | 2006-11-03 | Paper |
On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs
Potential Analysis | 2006-09-12 | Paper |
Global \(L_2\)-solutions of stochastic Navier-Stokes equations
The Annals of Probability | 2006-08-03 | Paper |
On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Stochastic Navier--Stokes Equations for Turbulent Flows
SIAM Journal on Mathematical Analysis | 2005-02-28 | Paper |
| scientific article; zbMATH DE number 2134057 (Why is no real title available?) | 2005-02-15 | Paper |
On the Cauchy problem for parabolic SPDEs in Hölder classes.
The Annals of Probability | 2003-05-06 | Paper |
| scientific article; zbMATH DE number 1779823 (Why is no real title available?) | 2003-04-06 | Paper |
On the Cauchy Problem for Stochastic Stokes Equations
SIAM Journal on Mathematical Analysis | 2003-01-05 | Paper |
A note on Krylov's \(L_p\)-theory for systems of SPDEs
Electronic Journal of Probability | 2001-08-01 | Paper |
A note on Krylov's \(L_p\)-theory for systems of SPDEs
Electronic Journal of Probability | 2001-08-01 | Paper |
| scientific article; zbMATH DE number 1583968 (Why is no real title available?) | 2001-07-08 | Paper |
Fourier-Hermite expansions for nonlinear filtering
Theory of Probability and its Applications | 2001-05-02 | Paper |
| scientific article; zbMATH DE number 1494227 (Why is no real title available?) | 2001-04-26 | Paper |
| scientific article; zbMATH DE number 1302006 (Why is no real title available?) | 2000-06-21 | Paper |
On stochastic Euler equation in \(\mathbb R^d\)
Electronic Journal of Probability | 2000-05-18 | Paper |
On stochastic Euler equation in \(\mathbb R^d\)
Electronic Journal of Probability | 2000-05-18 | Paper |
On stochastic Euler equations
Lithuanian Mathematical Journal | 1999-11-14 | Paper |
| scientific article; zbMATH DE number 1210401 (Why is no real title available?) | 1999-04-19 | Paper |
| scientific article; zbMATH DE number 1210401 (Why is no real title available?) | 1999-04-19 | Paper |
Linear Parabolic Stochastic PDE and Wiener Chaos
SIAM Journal on Mathematical Analysis | 1998-05-11 | Paper |
Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
Lithuanian Mathematical Journal | 1997-10-30 | Paper |
Nonlinear Filtering Revisited: A Spectral Approach
SIAM Journal on Control and Optimization | 1997-10-26 | Paper |
| scientific article; zbMATH DE number 868180 (Why is no real title available?) | 1996-06-23 | Paper |
| scientific article; zbMATH DE number 774068 (Why is no real title available?) | 1996-01-15 | Paper |
On classical solutions of boundary value problems for certain nonlinear integro-differential equations
Lithuanian Mathematical Journal | 1995-11-07 | Paper |
On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
Lithuanian Mathematical Journal | 1995-09-18 | Paper |
| scientific article; zbMATH DE number 775008 (Why is no real title available?) | 1995-07-17 | Paper |
| scientific article; zbMATH DE number 721932 (Why is no real title available?) | 1995-06-30 | Paper |
Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
Acta Applicandae Mathematicae | 1995-04-04 | Paper |
On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
Lithuanian Mathematical Journal | 1994-07-19 | Paper |
On the martingale problem associated with nondegenerate Lévy operators
Lithuanian Mathematical Journal | 1994-07-19 | Paper |
On the uniqueness of a solution to the Bellman equation in Sobolev's classes
Lithuanian Mathematical Journal | 1992-06-26 | Paper |
| On the uniqueness of a solution to the Bellman equation in Sobolev's classes | 1991-01-01 | Paper |
Rate of Convergence of the Euler Approximation for Diffusion Processes
Mathematische Nachrichten | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4213144 (Why is no real title available?) | 1990-01-01 | Paper |
Weak convergence of semimartingales
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4178313 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4121152 (Why is no real title available?) | 1989-01-01 | Paper |
Optimal Markov strategies for controlled Ito processes
Lithuanian Mathematical Journal | 1989-01-01 | Paper |
Time Discrete Taylor Approximations for It?? Processes with Jump Component
Mathematische Nachrichten | 1988-01-01 | Paper |
On Hölder continuity of solutions of certain integro-differential equations
Annales Academiae Scientiarum Fennicae Series A I Mathematica | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4054737 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4036823 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4038976 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4026490 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4094498 (Why is no real title available?) | 1987-01-01 | Paper |
Green measures of Ito processes
Lithuanian Mathematical Journal | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3888633 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3971889 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3930045 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3913365 (Why is no real title available?) | 1985-01-01 | Paper |
Topology in the Skorokhod space and the existence of solutions of the martingale problem
Lithuanian Mathematical Journal | 1985-01-01 | Paper |
Weak convergence of measures
Lithuanian Mathematical Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3900889 (Why is no real title available?) | 1984-01-01 | Paper |
On Stably Weak Convergence of Semi-Martingales and of Point Processes
Theory of Probability & Its Applications | 1984-01-01 | Paper |
Invariance principles in mathematical statistics
Lithuanian Mathematical Journal | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3810621 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3810612 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820817 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3820818 (Why is no real title available?) | 1983-01-01 | Paper |
Properties of solutions of stochastic differential equations
Lithuanian Mathematical Journal | 1983-01-01 | Paper |
Robustness in the theory of nonlinear filtration
Lithuanian Mathematical Journal | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806618 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3808629 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3800720 (Why is no real title available?) | 1982-01-01 | Paper |
Weak convergence of stochastic point processes
Lithuanian Mathematical Journal | 1982-01-01 | Paper |
On the martingale problem
Russian Mathematical Surveys | 1982-01-01 | Paper |
The martingale approach to functional limit theorems
Russian Mathematical Surveys | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3772664 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3766787 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3738659 (Why is no real title available?) | 1981-01-01 | Paper |
Weak convergence of semimartingales
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
Existence of solutions of the martingale problem on a manifold with boundary
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
Stochastic processes with penetrable boundaries
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
Existence and uniqueness of solutions of the martingale problem on branched manifolds
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3682771 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3696215 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3701872 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3698258 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3736725 (Why is no real title available?) | 1980-01-01 | Paper |
Semimartingales with values in R^m_+
Lithuanian Mathematical Journal | 1980-01-01 | Paper |
Existence and uniqueness of solutions of the martingale problem on a manifold with boundary
Lithuanian Mathematical Journal | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3602432 (Why is no real title available?) | 1978-01-01 | Paper |
On uniqueness of solutions of the martingale problem
Lithuanian Mathematical Journal | 1978-01-01 | Paper |
The existence of solutions of a martingale problem
Lithuanian Mathematical Journal | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3581367 (Why is no real title available?) | 1977-01-01 | Paper |
