| Publication | Date of Publication | Type |
|---|
Weak approximations of Wright-Fisher equation
Lietuvos matematikos rinkinys | 2022-10-18 | Paper |
Weak approximation of Heston model by discrete random variables
Mathematics and Computers in Simulation | 2021-02-19 | Paper |
Weak approximation of CKLS and CEV processes by discrete random variables
Lithuanian Mathematical Journal | 2020-07-14 | Paper |
On backward Kolmogorov equation related to CIR process
Modern Stochastics. Theory and Applications | 2018-06-20 | Paper |
| Stochastic models of financial mathematics | 2016-10-13 | Paper |
Option pricing in Heston model by means of weak approximations
Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A | 2016-04-13 | Paper |
A second-order weak approximation of Heston model by discrete random variables
Lithuanian Mathematical Journal | 2016-01-13 | Paper |
Verhulst versus CIR
Lithuanian Mathematical Journal | 2015-07-23 | Paper |
Computer modeling of synthesis of strontium stannates at high temperatures
Journal of Mathematical Chemistry | 2015-07-07 | Paper |
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
| Integral and Measure | 2014-10-02 | Paper |
Synchronization of solutions of Duffing-type equations with random perturbations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2014-02-13 | Paper |
Weak approximation of CIR equation by discrete random variables
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
| Introduction to stochastic analysis. Integrals and differential equations | 2011-11-24 | Paper |
On weak approximations of CIR equation with high volatility
Mathematics and Computers in Simulation | 2010-03-18 | Paper |
On weak approximations of \((a, b)\)-invariant diffusions
Mathematics and Computers in Simulation | 2007-03-12 | Paper |
The finiteness of moments of a stochastic exponential.
Statistics & Probability Letters | 2004-02-14 | Paper |
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion
Acta Applicandae Mathematicae | 2003-12-09 | Paper |
Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions
Mathematics and Computers in Simulation | 2003-08-21 | Paper |
Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration''
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations
Lithuanian Mathematical Journal | 2002-07-31 | Paper |
Second order weak Runge-Kutta type methods for Itô equations
Mathematics and Computers in Simulation | 2002-03-25 | Paper |
| scientific article; zbMATH DE number 1494224 (Why is no real title available?) | 2000-08-22 | Paper |
Stability in D of martingales and backward equations under discretization of filtration
Stochastic Processes and their Applications | 1999-11-18 | Paper |
Second-order weak approximations for Stratonovich stochastic differential equations
Lithuanian Mathematical Journal | 1995-11-07 | Paper |
Gaussian approximations of Brownian motion in a stochastic integral
Lithuanian Mathematical Journal | 1995-09-18 | Paper |
On approximation of stochastic differential equations with coefficients depending on the past
Lithuanian Mathematical Journal | 1994-07-19 | Paper |
| scientific article; zbMATH DE number 4169775 (Why is no real title available?) | 1990-01-01 | Paper |
Quadratic covariant and Stratonovich integral
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Ikeda-Nakao-Yamato-type approximations
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4178265 (Why is no real title available?) | 1989-01-01 | Paper |
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1987-01-01 | Paper |
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3942630 (Why is no real title available?) | 1986-01-01 | Paper |
Support of the solution of a stochastic differential equation
Lithuanian Mathematical Journal | 1986-01-01 | Paper |
On a Lower Bound for the Convergence Rate in a Local Limit Theorem
Theory of Probability & Its Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3944976 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3925879 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3921615 (Why is no real title available?) | 1985-01-01 | Paper |
\(S^ p\)-stability of solutions of symmetric stochastic differential equations
Lithuanian Mathematical Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3965121 (Why is no real title available?) | 1984-01-01 | Paper |
A Lower Bound for the Convergence Rate in the Central Limit Theorem
Theory of Probability & Its Applications | 1984-01-01 | Paper |
On polygonal approximation of brownian motion in stochastic integral
Stochastics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3806609 (Why is no real title available?) | 1983-01-01 | Paper |
Stability of solutions of stochastic differential equations
Lithuanian Mathematical Journal | 1983-01-01 | Paper |
SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS WITH NONSMOOTH COEFFICIENTS
Mathematics of the USSR-Sbornik | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3808638 (Why is no real title available?) | 1982-01-01 | Paper |
Symmetric stochastic integrals and their approximations
Stochastics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3755607 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3736758 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3599245 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3610549 (Why is no real title available?) | 1978-01-01 | Paper |
Some approximations of stochastic integrals and solutions of stochastic differential equations
Lithuanian Mathematical Journal | 1978-01-01 | Paper |
Some remarks on weak martingales
Lithuanian Mathematical Journal | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3533860 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3498970 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3436393 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3474640 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3479944 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3474718 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3415150 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3401897 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3369558 (Why is no real title available?) | 1971-01-01 | Paper |
