The following pages link to Vigirdas Mackevičius (Q392776):
Displaying 50 items.
- (Q174453) (redirect page) (← links)
- Weak approximation of CIR equation by discrete random variables (Q392777) (← links)
- Ito stochastic integral in the dual of a nuclear space (Q583718) (← links)
- (Q593727) (redirect page) (← links)
- Quadratic covariant and Stratonovich integral (Q757991) (← links)
- Stability of solutions of stochastic differential equations (Q760713) (← links)
- Weak approximation of CKLS and CEV processes by discrete random variables (Q779824) (← links)
- Gittins indices in the dynamic allocation problem for diffusion processes (Q792001) (← links)
- Ikeda-Nakao-Yamato-type approximations (Q803645) (← links)
- Discretization of asymptotically stable stationary solutions of delay differential equations with a random stationary delay (Q854716) (← links)
- On weak approximations of \((a, b)\)-invariant diffusions (Q870432) (← links)
- Degree two ergodic theorem for divergence-free stationary random fields (Q877476) (← links)
- A second-order weak approximation of Heston model by discrete random variables (Q904337) (← links)
- (Q1089999) (redirect page) (← links)
- Support of the solution of a stochastic differential equation (Q1090000) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales (Q1098170) (← links)
- \(S^ p\)-stability of solutions of symmetric stochastic differential equations (Q1112453) (← links)
- Independent marginals of infinitely divisible and operator semi-stable measures (Q1120181) (← links)
- Convergence of weighted sums of random functions in \(D[0,1]\) (Q1175672) (← links)
- Some remarks on weak martingales (Q1236844) (← links)
- Some approximations of stochastic integrals and solutions of stochastic differential equations (Q1259086) (← links)
- Bifractality of the devil's staircase appearing in the Burgers equation with Brownian initial velocity (Q1285066) (← links)
- On approximation of stochastic differential equations with coefficients depending on the past (Q1324861) (← links)
- Vague convergence of locally integrable martingale measures (Q1338745) (← links)
- Strong convergence in the stochastic averaging principle (Q1340544) (← links)
- The price of pessimism for multidimensional quadrature (Q1347848) (← links)
- Tractability of multivariate integration for periodic functions (Q1347849) (← links)
- Regularly varying correlation functions and KMO-Langevin equations (Q1365130) (← links)
- Generalisation of a waiting-time relation (Q1378666) (← links)
- Moments of randomly stopped \(U\)-statistics (Q1381578) (← links)
- Convergence rate of Euler scheme for stochastic differential equations: Functionals of solutions (Q1404625) (← links)
- On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion (Q1415886) (← links)
- Global attractivity in a competition system with feedback controls. (Q1416426) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- A generalized Markov sampler (Q1431344) (← links)
- A direct projection method for Markov chains (Q1434408) (← links)
- Analysis of inhomogeneous Markov reward models (Q1434438) (← links)
- Exact computation of Feynman-type integrals involving Gaussian random fields (Q1567432) (← links)
- Large-deviation theorems for sums of random variables connected in a Markov chain. I (Q1567892) (← links)
- An asymptotic formula of the Hellinger integral for renewal processes (Q1592146) (← links)
- Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620) (← links)
- On backward Kolmogorov equation related to CIR process (Q1641940) (← links)
- Approximation and support theorems in modulus spaces (Q1804991) (← links)
- Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration (Q1805768) (← links)
- Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups (Q1807218) (← links)
- Structure of shocks in Burgers turbulence with stable noise initial data (Q1809284) (← links)
- Positive periodic solutions of a single species model with feedback regulation and distributed time delay (Q1826990) (← links)
- Cooperative random and stochastic differential equations (Q1864077) (← links)
- From perpetual strangles to Russian options (Q1892983) (← links)
