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Mackevičius, Vigirdas

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Author ID: mackevicius.vigirdas Recent zbMATH articles by "Mackevičius, 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

Publications by Year

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 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
14
1998
Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006
Mackevičius, Vigirdas; Navikas, Jurgis
7
2001
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057
Mackevičius, Vigirdas
6
1987
Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057
Mackevičius, V.
5
1994
Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014
Mackevičius, Vigirdas
4
2011
On weak approximations of CIR equation with high volatility. Zbl 1188.65008
Mackevičius, Vigirdas
4
2010
On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044
Mackevičius, Vigirdas
4
2007
On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073
Mackevičius, Vigirdas
4
1984
On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024
Matskyavichyus, V. K.
4
1983
Symmetric stochastic integrals and their approximations. Zbl 0504.60062
Mackevičius, Vigirdas
4
1982
Verhulst versus CIR. Zbl 1403.91358
Mackevičius, Vigirdas
3
2015
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
3
1999
Support of the solution of a stochastic differential equation. Zbl 0621.60062
Matskyavichyus, V.
3
1986
\(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0587.60045
Mackevičius, Vigirdas
3
1986
S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050
Matskyavichyus, V.
3
1985
A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139
Lenkšas, Antanas; Mackevičius, Vigirdas
2
2015
Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001
Mackevičius, Vigirdas
2
2011
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062
Mackevičius, V.
2
2003
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, 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 0303.60006
Mackevicius, V.
2
1974
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069
Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V.
1
2013
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas
1
2003
Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037
Mackevičius, V.; Žibaitis, B.
1
1993
On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066
Mackevičius, V.
1
1992
On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040
Matskyavichyus, V. K.
1
1986
\(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086
Matskyavichyus, V.
1
1985
Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064
Matskyavichyus, V.
1
1981
Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006
Mackevičius, V.
1
1975
Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032
Mackevičius, V.
1
1974
Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017
Mackevičius, V.
1
1973
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Verhulst versus CIR. Zbl 1403.91358
Mackevičius, Vigirdas
3
2015
A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139
Lenkšas, Antanas; Mackevičius, Vigirdas
2
2015
Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069
Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V.
1
2013
Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014
Mackevičius, Vigirdas
4
2011
Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001
Mackevičius, Vigirdas
2
2011
On weak approximations of CIR equation with high volatility. Zbl 1188.65008
Mackevičius, Vigirdas
4
2010
On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044
Mackevičius, Vigirdas
4
2007
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062
Mackevičius, V.
2
2003
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas
1
2003
Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006
Mackevičius, Vigirdas; Navikas, Jurgis
7
2001
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, F.; Mémin, J.; Mackevičius, V.
2
2000
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
3
1999
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
14
1998
Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057
Mackevičius, V.
5
1994
Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037
Mackevičius, V.; Žibaitis, B.
1
1993
On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066
Mackevičius, V.
1
1992
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057
Mackevičius, Vigirdas
6
1987
Support of the solution of a stochastic differential equation. Zbl 0621.60062
Matskyavichyus, V.
3
1986
\(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0587.60045
Mackevičius, Vigirdas
3
1986
On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040
Matskyavichyus, V. K.
1
1986
S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050
Matskyavichyus, V.
3
1985
\(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086
Matskyavichyus, V.
1
1985
On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073
Mackevičius, Vigirdas
4
1984
On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024
Matskyavichyus, V. K.
4
1983
Symmetric stochastic integrals and their approximations. Zbl 0504.60062
Mackevičius, Vigirdas
4
1982
Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064
Matskyavichyus, V.
1
1981
Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006
Mackevičius, V.
1
1975
On the question of the weak convergence of stochastic processes on the spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0303.60006
Mackevicius, V.
2
1974
Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032
Mackevičius, V.
1
1974
Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017
Mackevičius, V.
1
1973
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

Citations by Year

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