Edit Profile Mackevičius, Vigirdas Compute Distance To: Compute Author ID: mackevicius.vigirdas Published as: Mackevicius, V.; Mackevičius, V.; Mackevičius, Vigirdas; Matskyavichyus, V.; Matskyavichyus, V. K. Homepage: https://klevas.mif.vu.lt/~vigirdas/ External Links: MGP · Math-Net.Ru · Wikidata · ResearchGate · dblp Documents Indexed: 63 Publications since 1971, including 3 Books Reviewing Activity: 146 Reviews all top 5 Co-Authors 47 single-authored 3 Coquet, François 3 Lenkšas, Antanas 3 Mémin, Jean 2 Ivanauskas, Feliksas 2 Kudzhma, R. 1 Ambrazevičius, Algirdas 1 Grigelionis, Bronius I. 1 Jacod, Jean 1 Kareiva, Aivaras 1 Kubilius, Kȩstutis 1 Leipus, Remigijus 1 Lileika, Gytenis 1 Mackevičius, Mažvydas 1 Mikulevicius, Remigijus 1 Mongirdaitė, Gabrielė 1 Navikas, Jurgis 1 Paulauskas, Vygantas Ionovič 1 Shiryaev, Al’bert Nikolaevich 1 Stanulis, Andrius 1 Surgailis, Donatas 1 Žibaitis, B. all top 5 Serials 17 Lithuanian Mathematical Journal 12 Litovskiĭ Matematicheskiĭ Sbornik 5 Mathematics and Computers in Simulation 3 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Stochastics 2 Theory of Probability and its Applications 2 Stochastic Processes and their Applications 2 Lithuanian Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 1 Matematicheskiĭ Sbornik. Novaya Seriya 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Mathematics of the USSR, Sbornik 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Mathematical Chemistry 1 Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 1 Modern Stochastics. Theory and Applications 1 Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A 1 Mathematics and Statistics Series all top 5 Fields 57 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 31 Publications have been cited 92 times in 67 Documents Cited by ▼ Year ▼ Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 14 1998 Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006Mackevičius, Vigirdas; Navikas, Jurgis 7 2001 S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057Mackevičius, Vigirdas 6 1987 Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057Mackevičius, V. 5 1994 Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014Mackevičius, Vigirdas 4 2011 On weak approximations of CIR equation with high volatility. Zbl 1188.65008Mackevičius, Vigirdas 4 2010 On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044Mackevičius, Vigirdas 4 2007 On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073Mackevičius, Vigirdas 4 1984 On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024Matskyavichyus, V. K. 4 1983 Symmetric stochastic integrals and their approximations. Zbl 0504.60062Mackevičius, Vigirdas 4 1982 Verhulst versus CIR. Zbl 1403.91358Mackevičius, Vigirdas 3 2015 Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 3 1999 Support of the solution of a stochastic differential equation. Zbl 0621.60062Matskyavichyus, V. 3 1986 \(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0587.60045Mackevičius, Vigirdas 3 1986 S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050Matskyavichyus, V. 3 1985 A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139Lenkšas, Antanas; Mackevičius, Vigirdas 2 2015 Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001Mackevičius, Vigirdas 2 2011 On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062Mackevičius, V. 2 2003 Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035Coquet, F.; Mémin, J.; Mackevičius, V. 2 2000 On the question of the weak convergence of stochastic processes on the spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0303.60006Mackevicius, V. 2 1974 On backward Kolmogorov equation related to CIR process. Zbl 1391.60141Mackevičius, Vigirdas; Mongirdaitė, Gabrielė 1 2018 Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V. 1 2013 The finiteness of moments of a stochastic exponential. Zbl 1171.60340Grigelionis, Bronius; Mackevičius, Vigirdas 1 2003 Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037Mackevičius, V.; Žibaitis, B. 1 1993 On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066Mackevičius, V. 1 1992 On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040Matskyavichyus, V. K. 1 1986 \(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086Matskyavichyus, V. 1 1985 Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064Matskyavichyus, V. 1 1981 Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006Mackevičius, V. 1 1975 Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032Mackevičius, V. 1 1974 Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017Mackevičius, V. 1 1973 On backward Kolmogorov equation related to CIR process. Zbl 1391.60141Mackevičius, Vigirdas; Mongirdaitė, Gabrielė 1 2018 Verhulst versus CIR. Zbl 1403.91358Mackevičius, Vigirdas 3 2015 A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139Lenkšas, Antanas; Mackevičius, Vigirdas 2 2015 Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V. 1 2013 Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014Mackevičius, Vigirdas 4 2011 Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001Mackevičius, Vigirdas 2 2011 On weak approximations of CIR equation with high volatility. Zbl 1188.65008Mackevičius, Vigirdas 4 2010 On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044Mackevičius, Vigirdas 4 2007 On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062Mackevičius, V. 2 2003 The finiteness of moments of a stochastic exponential. Zbl 1171.60340Grigelionis, Bronius; Mackevičius, Vigirdas 1 2003 Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006Mackevičius, Vigirdas; Navikas, Jurgis 7 2001 Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035Coquet, F.; Mémin, J.; Mackevičius, V. 2 2000 Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 3 1999 Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047Coquet, François; Mackevičius, Vigirdas; Mémin, Jean 14 1998 Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057Mackevičius, V. 5 1994 Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037Mackevičius, V.; Žibaitis, B. 1 1993 On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066Mackevičius, V. 1 1992 S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057Mackevičius, Vigirdas 6 1987 Support of the solution of a stochastic differential equation. Zbl 0621.60062Matskyavichyus, V. 3 1986 \(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0587.60045Mackevičius, Vigirdas 3 1986 On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040Matskyavichyus, V. K. 1 1986 S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050Matskyavichyus, V. 3 1985 \(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086Matskyavichyus, V. 1 1985 On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073Mackevičius, Vigirdas 4 1984 On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024Matskyavichyus, V. K. 4 1983 Symmetric stochastic integrals and their approximations. Zbl 0504.60062Mackevičius, Vigirdas 4 1982 Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064Matskyavichyus, V. 1 1981 Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006Mackevičius, V. 1 1975 On the question of the weak convergence of stochastic processes on the spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0303.60006Mackevicius, V. 2 1974 Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032Mackevičius, V. 1 1974 Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017Mackevičius, V. 1 1973 all cited Publications top 5 cited Publications all top 5 Cited by 90 Authors 15 Mackevičius, Vigirdas 4 Rößler, Andreas 3 Bobkov, Sergey Germanovich 3 Chistyakov, Gennadiy P. 3 Debrabant, Kristian 3 Götze, Friedrich W. 2 Coquet, François 2 Lenkšas, Antanas 2 Mémin, Jean 2 Navikas, Jurgis 2 Protter, Philip Elliott 2 Słomiński, Leszek 2 Stettner, Łukasz 2 Taguchi, Dai 2 Touzi, Nizar 2 Twardowska, Krystyna 2 Žibaitis, B. 1 Aazizi, Soufiane 1 Amiri, Sadegh 1 Bouchard, Bruno 1 Briand, Philippe 1 Brzeźniak, Zdzisław 1 Čekanavičius, Vydas 1 Cheridito, Patrick 1 Crisan, Dan O. 1 Cui, Zhenyu 1 Delgado-Vences, Francisco J. 1 Flandoli, Franco 1 Giuliano, Rita 1 Gordienko, Evgueni I. 1 Gyöngy, István 1 Hadiri, Sokaina 1 Haghgozar, Hossein Samimi 1 Hamagami, Kunihiko 1 Hansen, Lars Peter 1 Hosseini, Seyed Mohammad 1 Jamshidi, Nahid 1 Kamrani, Minoo 1 Kavallaris, Nikos I. 1 Kchia, Younes 1 Kohlmann, Michael 1 Kraft, Holger 1 Kupsa, Michal 1 Labart, Céline 1 Leão, Dorival 1 Li, Dong 1 Li, Yumeng 1 Lileika, Gytenis 1 Ma, Jin 1 Manolarakis, Konstantinos 1 Moghaddam, Behrouz Parsa 1 Mostaghim, Zeinab Salamat 1 Ngo, Hoang-Long 1 Nguyen, Duy-Minh 1 Novikov, Andreĭ Alekseevich 1 Ohashi, Alberto Masayoshi F. 1 Ondreját, Martin 1 Palczewski, Jan 1 Papapantoleon, Antonis 1 Picard, Jean-Marc 1 Pope, Stephen B. 1 Popov, Pavel P. 1 Possamaï, Dylan 1 Pröhle, T. 1 Rozkosz, Andrzej 1 San Martín, Jaime 1 Sanz-Solé, Marta 1 Saplaouras, Alexandros 1 Scheinkman, José Alexandre 1 Seifried, Frank Thomas 1 Sghir, Aissa 1 Šiaulys, Jonas 1 Simas, Alexandre B. 1 Šimon, Prokop 1 Stadje, Mitja 1 Tanaka, Akihiro 1 Toldo, Sandrine 1 Torres, Soledad 1 Vidmar, Matija 1 Wang, Haifeng 1 Weber, Michel Jean Georges 1 Yaegashi, Yuta 1 Yan, Yubin 1 Yoshioka, Hidekazu 1 Yoshioka, Yumi 1 Zaitseva, E. A. 1 Zhang, Guichang 1 Zhang, Shuguang 1 Zhang, Xiaohong 1 Zhang, Xingpeng all top 5 Cited in 33 Serials 13 Lithuanian Mathematical Journal 12 Stochastic Processes and their Applications 5 Mathematics and Computers in Simulation 3 Stochastic Analysis and Applications 2 Computers & Mathematics with Applications 2 The Annals of Probability 2 Applied Numerical Mathematics 2 The Annals of Applied Probability 2 Bernoulli 1 Advances in Applied Probability 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Stochastics 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 BIT 1 Journal of Computational and Applied Mathematics 1 Journal of Economic Theory 1 Kybernetika 1 Rendiconti del Seminario Matematico della Università di Padova 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 Numerical Algorithms 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Electronic Journal of Probability 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Mathematical Sciences all top 5 Cited in 16 Fields 60 Probability theory and stochastic processes (60-XX) 25 Numerical analysis (65-XX) 8 Ordinary differential equations (34-XX) 7 Partial differential equations (35-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 4 Statistics (62-XX) 2 Number theory (11-XX) 2 Measure and integration (28-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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