Vigirdas Mackevičius

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Person:392776

Available identifiers

zbMath Open mackevicius.vigirdasWikidataQ12677208 ScholiaQ12677208MaRDI QIDQ392776

List of research outcomes

PublicationDate of PublicationType
Weak approximations of Wright-Fisher equation2022-10-18Paper
Weak approximation of Heston model by discrete random variables2021-02-19Paper
Weak approximation of CKLS and CEV processes by discrete random variables2020-07-14Paper
On backward Kolmogorov equation related to CIR process2018-06-20Paper
https://portal.mardi4nfdi.de/entity/Q28255322016-10-13Paper
https://portal.mardi4nfdi.de/entity/Q27996252016-04-13Paper
A second-order weak approximation of Heston model by discrete random variables2016-01-13Paper
Verhulst versus CIR2015-07-23Paper
Computer modeling of synthesis of strontium stannates at high temperatures2015-07-07Paper
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)2015-02-25Paper
Integral and Measure2014-10-02Paper
Synchronization of solutions of Duffing-type equations with random perturbations2014-02-13Paper
Weak approximation of CIR equation by discrete random variables2014-01-15Paper
https://portal.mardi4nfdi.de/entity/Q31005652011-11-24Paper
On weak approximations of CIR equation with high volatility2010-03-18Paper
On weak approximations of \((a, b)\)-invariant diffusions2007-03-12Paper
The finiteness of moments of a stochastic exponential.2004-02-14Paper
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion2003-12-09Paper
Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions2003-08-21Paper
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration2002-08-29Paper
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations2002-07-31Paper
Second order weak Runge-Kutta type methods for Itô equations2002-03-25Paper
https://portal.mardi4nfdi.de/entity/Q44973782000-08-22Paper
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration1999-11-18Paper
Second-order weak approximations for Stratonovich stochastic differential equations1995-11-07Paper
Gaussian approximations of Brownian motion in a stochastic integral1995-09-18Paper
On approximation of stochastic differential equations with coefficients depending on the past1994-07-19Paper
Quadratic covariant and Stratonovich integral1990-01-01Paper
Ikeda-Nakao-Yamato-type approximations1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34969811990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32011861989-01-01Paper
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales1987-01-01Paper
Support of the solution of a stochastic differential equation1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37132651986-01-01Paper
On a Lower Bound for the Convergence Rate in a Local Limit Theorem1986-01-01Paper
\(S^ p\)-stability of solutions of symmetric stochastic differential equations1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36962121985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37005141985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37159811985-01-01Paper
A Lower Bound for the Convergence Rate in the Central Limit Theorem1984-01-01Paper
On polygonal approximation of brownian motion in stochastic integral1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37326721984-01-01Paper
Stability of solutions of stochastic differential equations1983-01-01Paper
SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS WITH NONSMOOTH COEFFICIENTS1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47489001983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36571491982-01-01Paper
Symmetric stochastic integrals and their approximations1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39389911981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39233631980-01-01Paper
Some approximations of stochastic integrals and solutions of stochastic differential equations1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41659961978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41762351978-01-01Paper
Some remarks on weak martingales1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41104101976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40804651975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40578471974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40579101974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40624691974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44035131974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56795001973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56678241972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56418551971-01-01Paper

Research outcomes over time


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This page was built for person: Vigirdas Mackevičius